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 | |
|---|---|---|---|---|---|---|
2276
Build-A-Bear
BBW
$425M
| $12.3M | 0.01% |
1,342,622
-5,708
| -0.4% | -$53.7K |
|
|
FLIC
2277
DELISTED
First of Long Island Corp
FLIC
| $12.3M | 0.01% |
402,869
+34,381
| +9% | +$958K |
|
|
MBTF
2278
DELISTED
MBT Financial Corporation
MBTF
| $12.3M | 0.01% |
1,119,177
+14,357
| +1% | +$143K |
|
|
CGI
2279
DELISTED
Celadon Group Inc
CGI
| $12.2M | 0.01% |
1,813,272
-443,562
| -20% | -$2.09M |
|
|
AMNB
2280
DELISTED
American National Bankshares Inc
AMNB
| $12.2M | 0.01% |
297,043
+7,043
| +2% | +$264K |
|
2281
LSI Industries
LYTS
$859M
| $12.2M | 0.01% |
1,851,348
+23,486
| +1% | +$164K |
|
|
LAYN
2282
DELISTED
Layne Christensen Co
LAYN
| $12.2M | 0.01% |
974,967
-165,421
| -15% | -$1.75M |
|
|
CLDT
2283
Chatham Lodging
CLDT
$622M
| $12.2M | 0.01% |
573,848
+15,624
| +3% | +$319K |
|
2284
Beazer Homes USA
BZH
$877M
| $12.2M | 0.01% |
651,056
+232,516
| +56% | +$3.54M |
|
|
JOBS
2285
DELISTED
51job Inc
JOBS
| $12.2M | 0.01% |
200,673
+17,227
| +9% | +$939K |
|
2286
OneSpan
OSPN
$574M
| $12.1M | 0.01% |
1,007,189
+246,585
| +32% | +$3.16M |
|
|
LKSD
2287
DELISTED
LSC Communications, Inc.
LKSD
| $12.1M | 0.01% |
734,963
+219,063
| +42% | +$3.94M |
|
|
SJR
2288
DELISTED
Shaw Communications Inc.
SJR
| $12.1M | 0.01% |
525,799
+11,865
| +2% | +$264K |
|
2289
Liberty Media Series C
FWONK
$24.6B
| $12.1M | 0.01% |
328,203
+3,423
| +1% | +$120K |
|
2290
BlackBerry
BB
$4.98B
| $12.1M | 0.01% |
1,078,645
+7,300
| +0.7% | +$68.7K |
|
|
FTR
2291
DELISTED
Frontier Communications Corp.
FTR
| $12M | 0.01% |
1,021,646
-511,455
| -33% | -$7.19M |
|
|
MCRN
2292
DELISTED
Milacron Holdings Corp.
MCRN
| $12M | 0.01% |
711,165
+449,708
| +172% | +$7.64M |
|
2293
Sabesp
SBS
$19.1B
| $12M | 0.01% |
5,906,786
-113,789
| -2% | -$230K |
|
2294
Utah Medical Products
UTMD
$225M
| $11.9M | 0.01% |
162,248
+2,596
| +2% | +$187K |
|
|
AGR
2295
DELISTED
Avangrid, Inc.
AGR
| $11.9M | 0.01% |
251,392
+4,314
| +2% | +$200K |
|
|
BFS
2296
Saul Centers
BFS
$836M
| $11.9M | 0.01% |
191,713
+1,596
| +0.8% | +$96.2K |
|
2297
Weyco Group
WEYS
$372M
| $11.9M | 0.01% |
418,002
+13,011
| +3% | +$362K |
|
|
CHA
2298
DELISTED
China Telecom Corporation, LTD
CHA
| $11.9M | 0.01% |
231,859
-2,200
| -0.9% | -$108K |
|
|
DATA
2299
DELISTED
Tableau Software, Inc.
DATA
| $11.8M | 0.01% |
158,187
+11,579
| +8% | +$804K |
|
2300
QCR Holdings
QCRH
$1.69B
| $11.8M | 0.01% |
260,234
+35,088
| +16% | +$1.58M |
|
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.