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 | |
|---|---|---|---|---|---|---|
2551
Xencor
XNCR
$1.5B
| $5.93M | ﹤0.01% |
258,935
-5,324
| -2% | -$118K |
|
2552
Southern First Bancshares
SFST
$591M
| $5.91M | ﹤0.01% |
162,702
+3,382
| +2% | +$122K |
|
2553
Clearfield
CLFD
$411M
| $5.9M | ﹤0.01% |
433,791
+38,196
| +10% | +$476K |
|
2554
Natural Alternatives International
NAII
$14.4M
| $5.87M | ﹤0.01% |
550,758
+8,685
| +2% | +$89.8K |
|
2555
Ardmore Shipping
ASC
$710M
| $5.83M | ﹤0.01% |
706,866
+224,920
| +47% | +$1.75M |
|
2556
RCM Technologies
RCMT
$201M
| $5.83M | ﹤0.01% |
1,018,832
-24,073
| -2% | -$129K |
|
2557
Canadian Pacific Kansas City
CP
$78.1B
| $5.78M | ﹤0.01% |
171,925
+28,120
| +20% | +$895K |
|
2558
Unity Bancorp
UNTY
$591M
| $5.77M | ﹤0.01% |
291,199
+1,920
| +0.7% | +$34.5K |
|
2559
GSI Technology
GSIT
$215M
| $5.76M | ﹤0.01% |
792,135
+67,673
| +9% | +$483K |
|
|
AFH
2560
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $5.68M | ﹤0.01% |
300,806
+32,663
| +12% | +$529K |
|
2561
First Business Financial Services
FBIZ
$587M
| $5.68M | ﹤0.01% |
249,582
+17,457
| +8% | +$381K |
|
2562
Globant
GLOB
$1.58B
| $5.65M | ﹤0.01% |
140,924
-9
| -0% | -$371 |
|
2563
Liberty Global Class A
LBTYA
$3.62B
| $5.64M | ﹤0.01% |
166,256
-11,849
| -7% | -$395K |
|
2564
Magnachip Semiconductor
MX
$119M
| $5.61M | ﹤0.01% |
494,455
| – | – |
|
|
BKI
2565
DELISTED
Black Knight, Inc. Common Stock
BKI
| $5.59M | ﹤0.01% |
129,904
+15,007
| +13% | +$637K |
|
2566
Vermilion Energy
VET
$1.82B
| $5.58M | ﹤0.01% |
156,847
+22,144
| +16% | +$728K |
|
|
MSL
2567
DELISTED
Midsouth Bancorp, Inc.
MSL
| $5.57M | ﹤0.01% |
462,071
+78,227
| +20% | +$914K |
|
|
RENX
2568
DELISTED
RELX N.V.
RENX
| $5.56M | ﹤0.01% |
260,688
| – | – |
|
|
NCOM
2569
DELISTED
National Commerce Corporation
NCOM
| $5.55M | ﹤0.01% |
129,580
+48,888
| +61% | +$1.96M |
|
|
EBTC
2570
DELISTED
Enterprise Bancorp
EBTC
| $5.54M | ﹤0.01% |
152,545
+6,365
| +4% | +$217K |
|
2571
Franco-Nevada
FNV
$41.1B
| $5.47M | ﹤0.01% |
70,556
-401
| -0.6% | -$30.8K |
|
|
ALTA
2572
DELISTED
Altabancorp
ALTA
| $5.46M | ﹤0.01% |
168,105
+38,397
| +30% | +$1.07M |
|
|
BVH
2573
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $5.42M | ﹤0.01% |
+147,197
| New | +$5M |
|
|
MFNC
2574
DELISTED
Mackinac Financial Corporation
MFNC
| $5.4M | ﹤0.01% |
348,295
-1,109
| -0.3% | -$15.9K |
|
|
PRCP
2575
DELISTED
Perceptron Inc
PRCP
| $5.39M | ﹤0.01% |
683,179
-1,722
| -0.3% | -$12.8K |
|
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.