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 | |
|---|---|---|---|---|---|---|
|
SALM
2476
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $7.52M | ﹤0.01% |
1,140,051
+38,142
| +3% | +$253K |
|
2477
Crawford & Co Class B
CRD.B
$491M
| $7.51M | ﹤0.01% |
627,896
+44,231
| +8% | +$429K |
|
|
WIN
2478
DELISTED
Windstream Holdings Inc
WIN
| $7.46M | ﹤0.01% |
843,512
-215,899
| -20% | -$2.86M |
|
2479
Methanex
MEOH
$4.3B
| $7.46M | ﹤0.01% |
148,399
+11,111
| +8% | +$523K |
|
|
RNET
2480
DELISTED
RigNet, Inc.
RNET
| $7.45M | ﹤0.01% |
433,126
+34,420
| +9% | +$588K |
|
|
INDT
2481
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $7.44M | ﹤0.01% |
204,696
-93
| -0% | -$3.12K |
|
|
KYO
2482
DELISTED
Kyocera Adr
KYO
| $7.42M | ﹤0.01% |
119,344
-3,653
| -3% | -$219K |
|
2483
Ameresco
AMRC
$1.12B
| $7.36M | ﹤0.01% |
943,907
+41,937
| +5% | +$297K |
|
2484
Celestica
CLS
$38.1B
| $7.36M | ﹤0.01% |
594,493
-800
| -0.1% | -$9.85K |
|
|
AOI
2485
DELISTED
Alliance One International
AOI
| $7.36M | ﹤0.01% |
674,924
-10,651
| -2% | -$136K |
|
|
IVAC
2486
DELISTED
Intevac Inc
IVAC
| $7.35M | ﹤0.01% |
869,615
+38,859
| +5% | +$378K |
|
|
MDSO
2487
DELISTED
Medidata Solutions, Inc.
MDSO
| $7.33M | ﹤0.01% |
93,853
+27,264
| +41% | +$2.08M |
|
|
HCOM
2488
DELISTED
Hawaiian Telcom Holdco, Inc
HCOM
| $7.32M | ﹤0.01% |
245,571
-774
| -0.3% | -$22.8K |
|
|
VLRS
2489
Controladora Vuela Compania de Aviacion
VLRS
$900M
| $7.25M | ﹤0.01% |
610,354
-1,095
| -0.2% | -$14.7K |
|
2490
Tower Semiconductor
TSEM
$24.8B
| $7.17M | ﹤0.01% |
233,311
-10,404
| -4% | -$284K |
|
|
QHC
2491
DELISTED
Quorum Health Corporation
QHC
| $7.17M | ﹤0.01% |
1,384,935
+66,930
| +5% | +$272K |
|
|
FSB
2492
DELISTED
Franklin Financial Network, Inc.
FSB
| $7.16M | ﹤0.01% |
200,943
+72,126
| +56% | +$2.55M |
|
|
CDR
2493
DELISTED
Cedar Realty Trust, Inc
CDR
| $7.09M | ﹤0.01% |
191,231
+7,404
| +4% | +$251K |
|
|
PRMW
2494
DELISTED
Primo Water Corporation
PRMW
| $7.09M | ﹤0.01% |
598,550
-6,842
| -1% | -$83K |
|
|
MCF
2495
DELISTED
Contango Oil & Gas Co.
MCF
| $7M | ﹤0.01% |
1,391,059
+37,942
| +3% | +$200K |
|
|
DALN
2496
DELISTED
DallasNews
DALN
| $6.96M | ﹤0.01% |
378,229
+6,253
| +2% | +$124K |
|
|
FIT
2497
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $6.95M | ﹤0.01% |
998,691
+8,418
| +0.9% | +$49K |
|
|
VSI
2498
DELISTED
Vitamin Shoppe Inc.
VSI
| $6.94M | ﹤0.01% |
1,297,250
-709,467
| -35% | -$5.48M |
|
2499
QuinStreet
QNST
$890M
| $6.86M | ﹤0.01% |
932,647
+84,301
| +10% | +$408K |
|
|
BOJA
2500
DELISTED
Bojangles', Inc. Common Stock
BOJA
| $6.85M | ﹤0.01% |
507,073
+190,369
| +60% | +$2.68M |
|
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.