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 | |
|---|---|---|---|---|---|---|
2776
Paylocity
PCTY
$7.38B
| $2.77M | ﹤0.01% |
+56,733
| New | +$2.63M |
|
2777
Clarus
CLAR
$123M
| $2.76M | ﹤0.01% |
370,126
+68,983
| +23% | +$474K |
|
|
YUME
2778
DELISTED
YuMe, Inc.
YUME
| $2.75M | ﹤0.01% |
593,729
+235,475
| +66% | +$1.1M |
|
2779
Ark Restaurants
ARKR
$20.4M
| $2.74M | ﹤0.01% |
114,954
-1,500
| -1% | -$35.1K |
|
|
PVG
2780
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.72M | ﹤0.01% |
293,903
-31,314
| -10% | -$281K |
|
|
BOCH
2781
DELISTED
Bank of Commerce Holdings (CA)
BOCH
| $2.68M | ﹤0.01% |
233,419
+3,508
| +2% | +$37.1K |
|
2782
Comp X International
CIX
$349M
| $2.68M | ﹤0.01% |
175,873
-4,384
| -2% | -$66.5K |
|
|
RST
2783
DELISTED
ROSETTA STONE INC
RST
| $2.67M | ﹤0.01% |
261,539
+7,815
| +3% | +$77.2K |
|
|
JMBA
2784
DELISTED
Jamba, Inc.
JMBA
| $2.67M | ﹤0.01% |
309,027
-38,317
| -11% | -$340K |
|
2785
Aviat Networks
AVNW
$265M
| $2.67M | ﹤0.01% |
312,658
-30,362
| -9% | -$260K |
|
2786
Verastem
VSTM
$510M
| $2.64M | ﹤0.01% |
46,831
+22,679
| +94% | +$1.07M |
|
|
REN
2787
DELISTED
Resolute Energy Corporaton
REN
| $2.64M | ﹤0.01% |
+88,921
| New | +$2.64M |
|
2788
Atkore
ATKR
$2.46B
| $2.64M | ﹤0.01% |
+135,119
| New | +$2.59M |
|
2789
Thomson Reuters
TRI
$42.8B
| $2.62M | ﹤0.01% |
49,276
-4,596
| -9% | -$245K |
|
|
GOGL
2790
DELISTED
Golden Ocean Group
GOGL
| $2.62M | ﹤0.01% |
334,600
-11,931
| -3% | -$95.9K |
|
2791
Duluth Holdings
DLTH
$155M
| $2.61M | ﹤0.01% |
128,739
+1,309
| +1% | +$25.3K |
|
|
ALSK
2792
DELISTED
Alaska Communications Systems
ALSK
| $2.61M | ﹤0.01% |
1,149,307
+206,952
| +22% | +$461K |
|
2793
Virco
VIRC
$95.2M
| $2.6M | ﹤0.01% |
472,391
+1,507
| +0.3% | +$8.21K |
|
2794
3D Systems Corp
DDD
$431M
| $2.59M | ﹤0.01% |
193,385
-38
| -0% | -$556 |
|
|
VIA
2795
DELISTED
Viacom Inc. Class A
VIA
| $2.58M | ﹤0.01% |
70,190
+1,961
| +3% | +$76.1K |
|
|
ZNH
2796
DELISTED
China Southern Airlines Company Limited
ZNH
| $2.56M | ﹤0.01% |
74,426
-940
| -1% | -$36.2K |
|
|
TAX
2797
DELISTED
Liberty Tax, Inc. Class A
TAX
| $2.54M | ﹤0.01% |
176,252
+21,007
| +14% | +$292K |
|
|
CETV
2798
DELISTED
Central European Media Enterprises Ltd
CETV
| $2.53M | ﹤0.01% |
624,910
+16,136
| +3% | +$67.1K |
|
|
TRVN
2799
DELISTED
Trevena, Inc.
TRVN
| $2.5M | ﹤0.01% |
1,569
+430
| +38% | +$676K |
|
2800
First Internet Bancorp
INBK
$257M
| $2.5M | ﹤0.01% |
77,363
+31,015
| +67% | +$945K |
|
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.