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 | |
|---|---|---|---|---|---|---|
|
BRSS
1826
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $28.6M | 0.01% |
846,170
+22,849
| +3% | +$701K |
|
1827
VSE Corp
VSEC
$5.45B
| $28.6M | 0.01% |
502,674
+23,738
| +5% | +$1.18M |
|
1828
German American Bancorp
GABC
$1.91B
| $28.6M | 0.01% |
750,907
-14,305
| -2% | -$486K |
|
|
PTR
1829
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $28.5M | 0.01% |
444,854
| – | – |
|
1830
PetMed Express
PETS
$41.7M
| $28.4M | 0.01% |
857,749
-2,852
| -0.3% | -$116K |
|
|
CNR
1831
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $28.3M | 0.01% |
1,815,652
+270,357
| +17% | +$4.47M |
|
1832
First Financial Corp
THFF
$958M
| $28.2M | 0.01% |
593,029
-4,171
| -0.7% | -$189K |
|
1833
AXT Inc
AXTI
$3.95B
| $28.2M | 0.01% |
3,082,666
+205,384
| +7% | +$1.61M |
|
1834
NatWest
NWG
$75.4B
| $28.2M | 0.01% |
3,594,501
+91,937
| +3% | +$667K |
|
1835
United Parks & Resorts
PRKS
$2.1B
| $28.2M | 0.01% |
2,167,363
-671,813
| -24% | -$9.19M |
|
|
ZAYO
1836
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $28.1M | 0.01% |
816,893
+22,862
| +3% | +$758K |
|
1837
Cohen & Steers
CNS
$4.23B
| $28.1M | 0.01% |
710,782
+70,357
| +11% | +$2.79M |
|
|
FTD
1838
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $28M | 0.01% |
2,147,773
-152,015
| -7% | -$2.42M |
|
|
BSMX
1839
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $28M | 0.01% |
2,774,922
-86,073
| -3% | -$882K |
|
1840
Banco Santander Chile
BSAC
$16.3B
| $27.9M | 0.01% |
939,295
+17,131
| +2% | +$487K |
|
1841
Amphastar Pharmaceuticals
AMPH
$879M
| $27.8M | 0.01% |
1,558,113
+226,271
| +17% | +$3.72M |
|
|
EGN
1842
DELISTED
Energen
EGN
| $27.8M | 0.01% |
507,751
+24,713
| +5% | +$1.26M |
|
1843
Rexford Industrial Realty
REXR
$8.42B
| $27.7M | 0.01% |
969,408
+13,352
| +1% | +$383K |
|
1844
Grupo Cibest SA
CIB
$22B
| $27.6M | 0.01% |
603,324
-36,868
| -6% | -$1.66M |
|
|
CS
1845
DELISTED
Credit Suisse Group
CS
| $27.6M | 0.01% |
1,744,101
-27,972
| -2% | -$425K |
|
|
TYPE
1846
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $27.5M | 0.01% |
1,429,976
+13,869
| +1% | +$260K |
|
1847
Smith & Wesson
SWBI
$651M
| $27.5M | 0.01% |
2,347,379
-224,783
| -9% | -$3.17M |
|
1848
Sibanye-Stillwater
SBSW
$6.26B
| $27.5M | 0.01% |
6,542,634
+175,420
| +3% | +$882K |
|
1849
Daktronics
DAKT
$955M
| $27.5M | 0.01% |
2,600,510
+11,075
| +0.4% | +$108K |
|
1850
Opko Health
OPK
$985M
| $27.5M | 0.01% |
4,003,643
+2,241,103
| +127% | +$14.1M |
|
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.