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 | |
|---|---|---|---|---|---|---|
2501
Monarch Casino & Resort
MCRI
$2.2B
| $6.83M | ﹤0.01% |
172,903
| – | – |
|
2502
KT
KT
$8.62B
| $6.81M | ﹤0.01% |
490,382
+88
| +0% | +$1.45K |
|
|
INFO
2503
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $6.79M | ﹤0.01% |
154,049
+18,792
| +14% | +$866K |
|
|
CLCT
2504
DELISTED
Collectors Universe
CLCT
| $6.74M | ﹤0.01% |
281,307
+6,198
| +2% | +$148K |
|
|
LTS
2505
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $6.73M | ﹤0.01% |
2,336,993
+121,746
| +5% | +$303K |
|
2506
Nice
NICE
$5.79B
| $6.73M | ﹤0.01% |
82,757
+1,601
| +2% | +$124K |
|
|
WSR
2507
DELISTED
Whitestone REIT
WSR
| $6.73M | ﹤0.01% |
515,434
+62,884
| +14% | +$804K |
|
2508
NeoGenomics
NEO
$1.96B
| $6.71M | ﹤0.01% |
602,806
-46,254
| -7% | -$450K |
|
|
CYOU
2509
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $6.67M | ﹤0.01% |
168,574
-1,206
| -0.7% | -$48.6K |
|
2510
AstroNova
ALOT
$225M
| $6.66M | ﹤0.01% |
514,251
-479
| -0.1% | -$6.47K |
|
|
CBD
2511
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $6.65M | ﹤0.01% |
281,179
-16,903
| -6% | -$386K |
|
2512
Amtech Systems
ASYS
$268M
| $6.63M | ﹤0.01% |
553,201
+86,518
| +19% | +$871K |
|
2513
Dawson Geophysical
DWSN
$145M
| $6.63M | ﹤0.01% |
1,535,652
-29,849
| -2% | -$116K |
|
|
ALDR
2514
DELISTED
Alder Biopharmaceuticals
ALDR
| $6.6M | ﹤0.01% |
538,629
+393,872
| +272% | +$4.11M |
|
2515
Harvard Bioscience
HBIO
$27.5M
| $6.53M | ﹤0.01% |
174,079
+3,007
| +2% | +$89K |
|
2516
Key Tronic
KTCC
$42.8M
| $6.47M | ﹤0.01% |
897,647
-7,380
| -0.8% | -$51.8K |
|
|
CYBE
2517
DELISTED
Cyberoptics Corp
CYBE
| $6.46M | ﹤0.01% |
397,333
-61,289
| -13% | -$1.09M |
|
|
EDGW
2518
DELISTED
Edgewater Technology Inc
EDGW
| $6.45M | ﹤0.01% |
989,260
-17,511
| -2% | -$119K |
|
2519
Nomura Holdings
NMR
$28.3B
| $6.41M | ﹤0.01% |
1,151,420
| – | – |
|
2520
Frequency Electronics
FEIM
$635M
| $6.4M | ﹤0.01% |
681,218
-11,708
| -2% | -$99.8K |
|
2521
Nokia
NOK
$51B
| $6.39M | ﹤0.01% |
1,068,177
-569
| -0.1% | -$3.54K |
|
|
WWE
2522
DELISTED
World Wrestling Entertainment
WWE
| $6.38M | ﹤0.01% |
270,858
+48,830
| +22% | +$1.05M |
|
|
FGH
2523
DELISTED
FG Group Holdings Inc.
FGH
| $6.36M | ﹤0.01% |
1,042,830
+10,237
| +1% | +$66.1K |
|
2524
Flotek Industries
FTK
$852M
| $6.32M | ﹤0.01% |
226,403
+40,500
| +22% | +$1.6M |
|
|
DNR
2525
DELISTED
Denbury Resources, Inc.
DNR
| $6.26M | ﹤0.01% |
4,672,418
-5,430,681
| -54% | -$7.08M |
|
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.