Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Wells Fargo
WFC
|
+$282M |
| 2 |
Knight Transportation
KNX
|
+$153M |
| 3 |
DuPont de Nemours
DD
|
+$136M |
| 4 |
AT&T
T
|
+$132M |
| 5 |
ExxonMobil
XOM
|
+$127M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
NVIDIA
NVDA
|
+$285M |
| 2 |
CSX Corp
CSX
|
+$204M |
| 3 |
AWH
Allied World Assurance Co Hld Lt
AWH
|
+$168M |
| 4 |
SPLS
Staples Inc
SPLS
|
+$149M |
| 5 |
WFM
Whole Foods Market Inc
WFM
|
+$138M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.98% |
| 2 | Industrials | 13.62% |
| 3 | Technology | 12.76% |
| 4 | Consumer Discretionary | 10.08% |
| 5 | Healthcare | 9.54% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1526
Advance Auto Parts
AAP
$3.35B
| $40.5M | 0.02% |
408,141
+39,315
| +11% | +$3.97M |
|
1527
MYR Group
MYRG
$5.19B
| $40.4M | 0.02% |
1,385,432
+485
| +0% | +$13.4K |
|
1528
WEX
WEX
$6.37B
| $40.3M | 0.02% |
359,529
+9,819
| +3% | +$1.06M |
|
|
AD
1529
Array Digital Infrastructure
AD
$3.01B
| $40.3M | 0.02% |
1,139,138
+65,144
| +6% | +$2.45M |
|
1530
Donaldson
DCI
$10.9B
| $40.3M | 0.02% |
877,588
+61,371
| +8% | +$2.84M |
|
1531
Global Indemnity Group
GBLI
$402M
| $40.2M | 0.02% |
948,823
+6,005
| +0.6% | +$238K |
|
1532
Planet Fitness
PLNT
$4.42B
| $40.1M | 0.02% |
1,487,613
+419,093
| +39% | +$10.2M |
|
1533
RPM International
RPM
$13.7B
| $40.1M | 0.02% |
781,320
+150,892
| +24% | +$7.73M |
|
1534
Warner Bros
WBD
$65.9B
| $40.1M | 0.02% |
1,881,497
+383,048
| +26% | +$9.02M |
|
1535
Comtech Telecommunications
CMTL
$50.3M
| $40M | 0.02% |
1,950,779
+66,958
| +4% | +$1.28M |
|
|
CAMP
1536
DELISTED
CalAmp Corp.
CAMP
| $40M | 0.02% |
74,822
-615
| -0.8% | -$272K |
|
1537
Washington Trust Bancorp
WASH
$743M
| $39.9M | 0.02% |
697,053
-6,364
| -0.9% | -$331K |
|
|
KNL
1538
DELISTED
Knoll, Inc.
KNL
| $39.8M | 0.02% |
1,992,197
+68,154
| +4% | +$1.28M |
|
1539
NCR Voyix
VYX
$1.14B
| $39.8M | 0.02% |
1,728,418
-70,426
| -4% | -$1.62M |
|
1540
Medifast
MED
$109M
| $39.8M | 0.02% |
669,999
+10,103
| +2% | +$503K |
|
|
XEC
1541
DELISTED
CIMAREX ENERGY CO
XEC
| $39.8M | 0.02% |
349,814
+12,454
| +4% | +$1.24M |
|
1542
Westamerica Bancorp
WABC
$1.38B
| $39.7M | 0.02% |
667,379
-2,992
| -0.4% | -$161K |
|
|
REGI
1543
DELISTED
Renewable Energy Group, Inc.
REGI
| $39.7M | 0.02% |
3,265,620
+16,827
| +0.5% | +$206K |
|
1544
OceanFirst Financial
OCFC
$1.68B
| $39.6M | 0.02% |
1,442,218
+97,697
| +7% | +$2.55M |
|
|
HTO
1545
H2O America
HTO
$2.57B
| $39.6M | 0.02% |
700,239
+5,226
| +0.8% | +$281K |
|
1546
Pebblebrook Hotel Trust
PEB
$2.15B
| $39.6M | 0.02% |
1,096,033
+36,357
| +3% | +$1.21M |
|
|
BMCH
1547
DELISTED
BMC Stock Holdings, Inc
BMCH
| $39.6M | 0.02% |
1,854,388
+392,741
| +27% | +$8.21M |
|
1548
UBS Group
UBS
$173B
| $39.5M | 0.02% |
2,304,240
+7,645
| +0.3% | +$131K |
|
|
AXON
1549
Axon Enterprise
AXON
$42.5B
| $39.4M | 0.02% |
1,736,056
-16,048
| -0.9% | -$376K |
|
|
CBPX
1550
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $39.3M | 0.02% |
1,512,239
+66,397
| +5% | +$1.53M |
|
Similar funds
Dimensional Fund Advisors's Q3 2017 Portfolio in Review
As of Q3 2017, Dimensional Fund Advisors held 3,413 positions worth $229B, up 5.7% from $217B the previous quarter. Its ten largest holdings account for 9.1% of the portfolio.
Dimensional Fund Advisors's Q3 2017 filing shows 102 new, 1,905 increased, 1,154 reduced and 78 closed positions. Its largest new stake was Knight Transportation: 4,027,578 shares worth $167M. The largest sale was NVIDIA, an estimated $285M.
By sector, the portfolio is most concentrated in Financials at 20% of assets, down from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q3 2017 buy was Knight Transportation: 4,027,578 shares worth $167M.
- Dimensional Fund Advisors added most to Wells Fargo in Q3 2017, an estimated $282M increase.
- Dimensional Fund Advisors's biggest Q3 2017 reduction was NVIDIA, cutting an estimated $285M.
- Dimensional Fund Advisors fully exited Allied World Assurance Co Hld Lt in Q3 2017, selling an estimated $168M.
- Dimensional Fund Advisors's ten largest holdings make up 9.1% of its $229B portfolio in Q3 2017.
- Dimensional Fund Advisors opened 102 new positions and closed 78 in Q3 2017.
- Dimensional Fund Advisors's portfolio value rose 5.7% quarter-over-quarter to $229B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2017, filed 13 Nov 2017.