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 | |
|---|---|---|---|---|---|---|
|
BHBK
2226
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $13.9M | 0.01% |
721,932
+74,035
| +11% | +$1.38M |
|
|
FFKT
2227
DELISTED
Farmers Capital Bank Corp
FFKT
| $13.9M | 0.01% |
329,631
+8,005
| +2% | +$308K |
|
2228
Bar Harbor Bankshares
BHB
$665M
| $13.8M | 0.01% |
440,768
+21,372
| +5% | +$598K |
|
|
LBY
2229
DELISTED
Libbey, Inc.
LBY
| $13.8M | 0.01% |
1,489,303
+4,042
| +0.3% | +$33.1K |
|
|
PHX
2230
DELISTED
PHX Minerals
PHX
| $13.8M | 0.01% |
578,839
+14,015
| +2% | +$311K |
|
|
UNIT
2231
Uniti Group
UNIT
$2.36B
| $13.7M | 0.01% |
936,955
+312,898
| +50% | +$6.61M |
|
2232
Exelixis
EXEL
$13.3B
| $13.7M | 0.01% |
565,648
-54,448
| -9% | -$1.45M |
|
2233
York Water
YORW
$502M
| $13.7M | 0.01% |
403,978
+14,254
| +4% | +$483K |
|
|
QADA
2234
DELISTED
QAD Inc.
QADA
| $13.7M | 0.01% |
398,381
-8,425
| -2% | -$270K |
|
2235
Boyd Gaming
BYD
$6.18B
| $13.6M | 0.01% |
523,635
+203
| +0% | +$5.25K |
|
2236
Fossil Group
FOSL
$293M
| $13.6M | 0.01% |
1,461,076
-581,998
| -28% | -$5.46M |
|
2237
TETRA Technologies
TTI
$1.14B
| $13.6M | 0.01% |
4,760,070
-153,629
| -3% | -$377K |
|
|
MCBC
2238
DELISTED
Macatawa Bank Corp
MCBC
| $13.6M | 0.01% |
1,324,960
+40,534
| +3% | +$386K |
|
|
UHT
2239
Universal Health Realty Income Trust
UHT
$603M
| $13.6M | 0.01% |
179,916
+4,965
| +3% | +$383K |
|
|
GCAP
2240
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $13.6M | 0.01% |
2,124,709
-44,379
| -2% | -$289K |
|
|
DLA
2241
DELISTED
Delta Apparel Inc.
DLA
| $13.6M | 0.01% |
630,538
-13,072
| -2% | -$270K |
|
2242
Pan American Silver
PAAS
$18.2B
| $13.5M | 0.01% |
793,487
+91,143
| +13% | +$1.57M |
|
|
HT
2243
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $13.5M | 0.01% |
722,227
+29,014
| +4% | +$533K |
|
2244
Willdan Group
WLDN
$1.04B
| $13.5M | 0.01% |
414,920
+6,232
| +2% | +$199K |
|
|
ASRT
2245
DELISTED
Assertio
ASRT
| $13.4M | 0.01% |
38,685
+246
| +0.6% | +$116K |
|
2246
Willis Lease Finance
WLFC
$1.7B
| $13.4M | 0.01% |
1,637,268
-10,722
| -0.7% | -$88.4K |
|
2247
Liberty Global Class C
LBTYK
$3.53B
| $13.3M | 0.01% |
408,160
-17,083
| -4% | -$552K |
|
|
HSKA
2248
DELISTED
Heska Corp
HSKA
| $13.3M | 0.01% |
151,460
+31,286
| +26% | +$3.08M |
|
|
BGFV
2249
DELISTED
Big 5 Sporting Goods
BGFV
| $13.3M | 0.01% |
1,740,525
-127,278
| -7% | -$1.18M |
|
2250
Orion Group Holdings
ORN
$396M
| $13.2M | 0.01% |
2,015,742
+47,370
| +2% | +$301K |
|
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.