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 | |
|---|---|---|---|---|---|---|
|
CRR
2851
DELISTED
Carbo Ceramics Inc.
CRR
| $2.08M | ﹤0.01% |
241,351
-120,885
| -33% | -$853K |
|
|
EPE
2852
DELISTED
EP Energy Corporation
EPE
| $2.08M | ﹤0.01% |
638,929
-170,353
| -21% | -$555K |
|
|
SREV
2853
DELISTED
ServiceSource International, Inc.
SREV
| $2.07M | ﹤0.01% |
599,331
+26,440
| +5% | +$96.2K |
|
2854
Larimar Therapeutics
LRMR
$397M
| $2.06M | ﹤0.01% |
48,882
+202
| +0.4% | +$8.4K |
|
|
BLMT
2855
DELISTED
BSB Bancorp, Inc.
BLMT
| $2.06M | ﹤0.01% |
68,910
+9,957
| +17% | +$287K |
|
|
CBK
2856
DELISTED
Christopher & Banks Corporation
CBK
| $2.06M | ﹤0.01% |
1,515,002
-255,307
| -14% | -$353K |
|
|
EHIC
2857
DELISTED
eHi Car Services Limited
EHIC
| $2.05M | ﹤0.01% |
209,334
+37,187
| +22% | +$356K |
|
2858
Aptevo Therapeutics
APVO
$5.12M
| – | – |
0
| – | – |
|
|
CIVI
2859
DELISTED
Civitas Resources
CIVI
| $2.02M | ﹤0.01% |
+61,199
| New | +$1.74M |
|
2860
Lands' End
LE
$370M
| $2.01M | ﹤0.01% |
152,140
+23,515
| +18% | +$306K |
|
|
AIOT
2861
PowerFleet Inc
AIOT
$526M
| $2.01M | ﹤0.01% |
267,398
-39,024
| -13% | -$257K |
|
2862
ORIX
IX
$44B
| $2M | ﹤0.01% |
123,520
+1,500
| +1% | +$24.1K |
|
|
SFUN
2863
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.98M | ﹤0.01% |
+9,795
| New | +$1.73M |
|
|
ADVM
2864
DELISTED
Adverum Biotechnologies
ADVM
| $1.97M | ﹤0.01% |
54,010
+23,536
| +77% | +$653K |
|
|
TSG
2865
DELISTED
The Stars Group Inc.
TSG
| $1.97M | ﹤0.01% |
95,960
+15,262
| +19% | +$275K |
|
|
EGRX
2866
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $1.95M | ﹤0.01% |
32,686
+388
| +1% | +$23.5K |
|
|
AUTO
2867
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $1.95M | ﹤0.01% |
282,759
+2,884
| +1% | +$26.7K |
|
2868
Hawthorn Bancshares
HWBK
$269M
| $1.95M | ﹤0.01% |
118,974
+6,401
| +6% | +$103K |
|
2869
Century Casinos
CNTY
$34M
| $1.94M | ﹤0.01% |
236,034
-1,720
| -0.7% | -$12.3K |
|
2870
Natural Health Trends
NHTC
$14.7M
| $1.93M | ﹤0.01% |
80,911
+10,880
| +16% | +$248K |
|
|
PHLT
2871
DELISTED
Performant Healthcare Inc
PHLT
| $1.93M | ﹤0.01% |
1,061,766
-56,992
| -5% | -$108K |
|
|
SINA
2872
DELISTED
Sina Corp
SINA
| $1.93M | ﹤0.01% |
16,933
+3,365
| +25% | +$340K |
|
2873
Atlassian
TEAM
$25.6B
| $1.93M | ﹤0.01% |
+54,922
| New | +$1.95M |
|
2874
Open Text
OTEX
$6.15B
| $1.93M | ﹤0.01% |
59,713
-3,358
| -5% | -$109K |
|
|
XYZ
2875
Block Inc
XYZ
$48.4B
| $1.93M | ﹤0.01% |
+66,928
| New | +$1.75M |
|
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.