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 | |
|---|---|---|---|---|---|---|
2751
Grupo Aval
AVAL
$6.27B
| $3M | ﹤0.01% |
335,139
| – | – |
|
2752
Nicolet Bankshares
NIC
$3.6B
| $3M | ﹤0.01% |
52,133
+20,932
| +67% | +$1.15M |
|
2753
Destination XL Group
DXLG
$31.2M
| $3M | ﹤0.01% |
1,577,099
-232,961
| -13% | -$445K |
|
|
SRG
2754
Seritage Growth Properties
SRG
$136M
| $2.99M | ﹤0.01% |
64,890
+300
| +0.5% | +$13.9K |
|
2755
Lindblad Expeditions
LIND
$1.94B
| $2.98M | ﹤0.01% |
278,370
+91,499
| +49% | +$958K |
|
2756
Melco Resorts & Entertainment
MLCO
$2.22B
| $2.98M | ﹤0.01% |
123,326
-6,544
| -5% | -$142K |
|
2757
Landmark Bancorp
LARK
$191M
| $2.97M | ﹤0.01% |
163,311
-1,125
| -0.7% | -$21.2K |
|
2758
LGI Homes
LGIH
$1.27B
| $2.96M | ﹤0.01% |
60,908
+1,179
| +2% | +$52.4K |
|
2759
Kodak
KODK
$822M
| $2.95M | ﹤0.01% |
401,759
-4,605
| -1% | -$38.3K |
|
2760
Bel Fuse Inc Class A
BELFA
$3.17B
| $2.94M | ﹤0.01% |
110,612
-2,000
| -2% | -$46K |
|
2761
Acme United Corp
ACU
$217M
| $2.94M | ﹤0.01% |
127,817
+4,802
| +4% | +$127K |
|
|
MOMO
2762
Hello Group
MOMO
$885M
| $2.93M | ﹤0.01% |
+93,171
| New | +$3.7M |
|
|
ADMS
2763
DELISTED
Adamas Pharmaceuticals
ADMS
| $2.93M | ﹤0.01% |
138,224
-2,257
| -2% | -$41.4K |
|
2764
Universal Technical Institute
UTI
$2.16B
| $2.92M | ﹤0.01% |
842,373
+28,802
| +4% | +$101K |
|
|
SPIL
2765
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $2.92M | ﹤0.01% |
370,344
+15,800
| +4% | +$126K |
|
2766
Value Line
VALU
$321M
| $2.92M | ﹤0.01% |
165,633
-1,727
| -1% | -$29.3K |
|
|
TERP
2767
DELISTED
TerraForm Power, Inc
TERP
| $2.92M | ﹤0.01% |
220,699
| – | – |
|
2768
Asure Software
ASUR
$232M
| $2.88M | ﹤0.01% |
231,715
+111,819
| +93% | +$1.39M |
|
|
IHC
2769
DELISTED
Independence Holding Company
IHC
| $2.88M | ﹤0.01% |
113,898
-876,963
| -89% | -$19.4M |
|
|
FCCY
2770
DELISTED
1st Constitution Bancorp
FCCY
| $2.86M | ﹤0.01% |
157,397
+13,934
| +10% | +$242K |
|
2771
Goldgroup Mining Inc.
GORO
$157M
| $2.82M | ﹤0.01% |
752,341
-67,780
| -8% | -$264K |
|
|
GFED
2772
DELISTED
Guaranty Federal Bancshares In
GFED
| $2.82M | ﹤0.01% |
131,735
-1,678
| -1% | -$36.3K |
|
|
CMCM
2773
Cheetah Mobile
CMCM
$86.6M
| $2.82M | ﹤0.01% |
66,986
| – | – |
|
2774
SK Telecom
SKM
$12.1B
| $2.81M | ﹤0.01% |
69,339
+36,060
| +108% | +$1.52M |
|
|
SHI
2775
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $2.79M | ﹤0.01% |
46,569
| – | – |
|
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.