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 | |
|---|---|---|---|---|---|---|
2526
Ultralife
ULBI
$86.4M
| $6.25M | ﹤0.01% |
925,975
+64,075
| +7% | +$436K |
|
2527
DexCom
DXCM
$31.5B
| $6.25M | ﹤0.01% |
511,076
+4,380
| +0.9% | +$77.4K |
|
2528
AmeriServ Financial
ASRV
$77.5M
| $6.24M | ﹤0.01% |
1,559,853
-19,868
| -1% | -$78.5K |
|
2529
Simulations Plus
SLP
$369M
| $6.24M | ﹤0.01% |
402,450
+2,142
| +0.5% | +$31.1K |
|
|
PRTY
2530
DELISTED
Party City Holdco Inc.
PRTY
| $6.23M | ﹤0.01% |
459,578
-3,536
| -0.8% | -$50.5K |
|
2531
Acacia Research
ACTG
$428M
| $6.22M | ﹤0.01% |
1,366,475
+186,418
| +16% | +$697K |
|
|
CAJ
2532
DELISTED
Canon, Inc.
CAJ
| $6.21M | ﹤0.01% |
181,048
-1,602
| -0.9% | -$55.2K |
|
2533
Civeo
CVEO
$345M
| $6.18M | ﹤0.01% |
180,734
-5,522
| -3% | -$142K |
|
|
TESS
2534
DELISTED
Tessco Technologies Inc
TESS
| $6.18M | ﹤0.01% |
496,166
+18,502
| +4% | +$246K |
|
|
VNET
2535
VNET Group
VNET
$2.04B
| $6.17M | ﹤0.01% |
1,084,143
+65,275
| +6% | +$325K |
|
2536
Farmers National Banc Corp
FMNB
$939M
| $6.17M | ﹤0.01% |
409,613
+75,463
| +23% | +$1.05M |
|
2537
Cumberland Pharmaceuticals
CPIX
$100M
| $6.16M | ﹤0.01% |
872,087
+5,804
| +0.7% | +$40.1K |
|
|
BZUN
2538
Baozun
BZUN
$167M
| $6.13M | ﹤0.01% |
187,206
+39,992
| +27% | +$1.26M |
|
2539
Liquidity Services
LQDT
$1.22B
| $6.13M | ﹤0.01% |
1,038,515
+135,532
| +15% | +$826K |
|
|
LUB
2540
DELISTED
Luby's Inc.
LUB
| $6.11M | ﹤0.01% |
2,305,855
-25,300
| -1% | -$69.7K |
|
2541
FirstService
FSV
$6.48B
| $6.11M | ﹤0.01% |
92,824
+7,585
| +9% | +$495K |
|
2542
Pembina Pipeline
PBA
$28.4B
| $6.11M | ﹤0.01% |
174,011
-4,128
| -2% | -$138K |
|
2543
NVE Corp
NVEC
$562M
| $6.09M | ﹤0.01% |
77,186
+7,989
| +12% | +$609K |
|
|
PWOD
2544
DELISTED
Penns Woods Bancorp
PWOD
| $6.04M | ﹤0.01% |
195,042
+24,553
| +14% | +$702K |
|
2545
Expro Ltd
XPRO
$1.79B
| $6.03M | ﹤0.01% |
130,255
-20,513
| -14% | -$919K |
|
2546
Kewaunee Scientific
KEQU
$102M
| $6.03M | ﹤0.01% |
204,288
+690
| +0.3% | +$18.1K |
|
|
UMH
2547
UMH Properties
UMH
$1.29B
| $6.03M | ﹤0.01% |
387,438
+22,599
| +6% | +$362K |
|
|
HMNF
2548
DELISTED
HMN Financial Inc
HMNF
| $5.96M | ﹤0.01% |
333,767
-8,172
| -2% | -$145K |
|
|
VSA
2549
VisionSys AI
VSA
$8.35M
| $5.94M | ﹤0.01% |
163
+6
| +4% | +$252K |
|
2550
C&F Financial
CFFI
$268M
| $5.94M | ﹤0.01% |
108,013
+15,189
| +16% | +$747K |
|
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.