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 | |
|---|---|---|---|---|---|---|
2601
Citizens & Northern Corp
CZNC
$456M
| $4.92M | ﹤0.01% |
200,245
+28,530
| +17% | +$658K |
|
|
GBL
2602
DELISTED
GAMCO Investors, Inc.
GBL
| $4.92M | ﹤0.01% |
165,287
+13,430
| +9% | +$399K |
|
|
SPNE
2603
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $4.92M | ﹤0.01% |
438,204
+69,573
| +19% | +$805K |
|
|
DDC
2604
DELISTED
Dominion Diamond Corporation
DDC
| $4.91M | ﹤0.01% |
346,206
| – | – |
|
|
TIS
2605
DELISTED
Orchids Paper Products, Inc.
TIS
| $4.9M | ﹤0.01% |
347,982
-54,518
| -14% | -$630K |
|
2606
Ascent Industries
ACNT
$140M
| $4.9M | ﹤0.01% |
391,904
+15,950
| +4% | +$179K |
|
|
STZ.B
2607
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $4.9M | ﹤0.01% |
24,729
| – | – |
|
|
SEAC
2608
DELISTED
Seachange International Inc
SEAC
| $4.89M | ﹤0.01% |
89,206
-3,006
| -3% | -$162K |
|
|
NRCIB
2609
DELISTED
National Research Corp Class B
NRCIB
| $4.88M | ﹤0.01% |
90,204
-376
| -0.4% | -$19.7K |
|
2610
Gildan
GIL
$10.3B
| $4.86M | ﹤0.01% |
155,263
+4,710
| +3% | +$144K |
|
2611
Embotelladora Andina Series B
AKO.B
$4.74B
| $4.86M | ﹤0.01% |
176,269
-6,903
| -4% | -$186K |
|
|
KYNB
2612
Kyntra Bio
KYNB
$27.2M
| $4.85M | ﹤0.01% |
+3,607
| New | +$3.8M |
|
2613
Weibo
WB
$2B
| $4.84M | ﹤0.01% |
49,001
+4,482
| +10% | +$395K |
|
2614
Fresenius Medical Care
FMS
$13.8B
| $4.81M | ﹤0.01% |
98,456
+644
| +0.7% | +$30.6K |
|
|
SIFI
2615
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $4.8M | ﹤0.01% |
321,257
+32,812
| +11% | +$494K |
|
|
FRBK
2616
DELISTED
Republic First Bancorp Inc
FRBK
| $4.8M | ﹤0.01% |
518,618
+20,242
| +4% | +$180K |
|
|
GOLD
2617
Gold.com Inc
GOLD
$1.2B
| $4.79M | ﹤0.01% |
580,086
+40,698
| +8% | +$335K |
|
|
DS
2618
DELISTED
Drive Shack Inc.
DS
| $4.78M | ﹤0.01% |
1,322,922
+465,043
| +54% | +$1.35M |
|
|
NEFF
2619
DELISTED
Neff Corporation
NEFF
| $4.77M | ﹤0.01% |
190,785
+4,608
| +2% | +$106K |
|
2620
UFP Technologies
UFPT
$1.97B
| $4.73M | ﹤0.01% |
168,432
+19,602
| +13% | +$542K |
|
|
PPIH
2621
Perma-Pipe International
PPIH
$196M
| $4.68M | ﹤0.01% |
553,441
+678
| +0.1% | +$5.52K |
|
2622
Shore Bancshares
SHBI
$819M
| $4.67M | ﹤0.01% |
280,188
+21,713
| +8% | +$360K |
|
|
CEMP
2623
DELISTED
Cempra, Inc.
CEMP
| $4.65M | ﹤0.01% |
1,431,185
+677,783
| +90% | +$2.39M |
|
2624
Teekay
TK
$1.01B
| $4.63M | ﹤0.01% |
517,927
-100,073
| -16% | -$876K |
|
|
LL
2625
DELISTED
LL Flooring Holdings, Inc.
LL
| $4.62M | ﹤0.01% |
118,638
-526
| -0.4% | -$17.5K |
|
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.