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 | |
|---|---|---|---|---|---|---|
|
LGF.A
2126
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $17.5M | 0.01% |
523,851
+33,559
| +7% | +$989K |
|
2127
Companhia Siderúrgica Nacional
SID
$1.31B
| $17.5M | 0.01% |
5,926,510
+24,851
| +0.4% | +$66.7K |
|
2128
Varex Imaging
VREX
$472M
| $17.4M | 0.01% |
514,898
+247,229
| +92% | +$7.73M |
|
2129
FRP Holdings
FRPH
$428M
| $17.4M | 0.01% |
768,070
+3,050
| +0.4% | +$69K |
|
2130
Titan Machinery
TITN
$396M
| $17.3M | 0.01% |
1,114,632
+137,008
| +14% | +$2.21M |
|
|
ISCA
2131
DELISTED
International Speedway Corp
ISCA
| $17.3M | 0.01% |
480,537
-314,266
| -40% | -$11M |
|
2132
Lamb Weston
LW
$7.22B
| $17.3M | 0.01% |
368,656
+7,294
| +2% | +$327K |
|
2133
Phibro Animal Health
PAHC
$1.47B
| $17.2M | 0.01% |
465,297
+49,296
| +12% | +$1.85M |
|
2134
Zillow
Z
$7.79B
| $17M | 0.01% |
422,436
-10,809
| -2% | -$456K |
|
|
HTB
2135
HomeTrust Bancshares
HTB
$860M
| $17M | 0.01% |
661,390
+54,233
| +9% | +$1.29M |
|
|
GNBC
2136
DELISTED
Green Bancorp, Inc
GNBC
| $16.9M | 0.01% |
716,623
+215,665
| +43% | +$4.6M |
|
|
GSH
2137
DELISTED
Guangshen Railway Co. Ltd
GSH
| $16.9M | 0.01% |
578,742
-5,311
| -0.9% | -$142K |
|
|
ZVO
2138
DELISTED
Zovio Inc. Common Stock
ZVO
| $16.8M | 0.01% |
1,754,745
-11,857
| -0.7% | -$123K |
|
2139
Par Pacific Holdings
PARR
$4.31B
| $16.8M | 0.01% |
806,714
+228,996
| +40% | +$4.15M |
|
|
B
2140
Barrick Mining
B
$61.5B
| $16.8M | 0.01% |
1,042,243
+59,268
| +6% | +$991K |
|
2141
Guidewire Software
GWRE
$12.6B
| $16.8M | 0.01% |
215,189
+1,643
| +0.8% | +$120K |
|
2142
Wheaton Precious Metals
WPM
$49.5B
| $16.8M | 0.01% |
877,658
-10,393
| -1% | -$205K |
|
|
NPTN
2143
DELISTED
NEOPHOTONICS CORP
NPTN
| $16.7M | 0.01% |
3,002,544
-587,843
| -16% | -$3.97M |
|
2144
Veeva Systems
VEEV
$33.1B
| $16.7M | 0.01% |
295,438
+3,530
| +1% | +$214K |
|
|
EVRI
2145
DELISTED
Everi Holdings
EVRI
| $16.7M | 0.01% |
2,194,939
-1,770,979
| -45% | -$13.3M |
|
|
TESO
2146
DELISTED
Tesco Corp
TESO
| $16.6M | 0.01% |
3,054,392
+61,353
| +2% | +$282K |
|
|
NSM
2147
DELISTED
Nationstar Mortgage Holdings
NSM
| $16.6M | 0.01% |
895,132
+275,248
| +44% | +$4.8M |
|
2148
TFS Financial
TFSL
$5.16B
| $16.6M | 0.01% |
1,030,037
+225
| +0% | +$3.48K |
|
|
HDNG
2149
DELISTED
Hardinge Inc
HDNG
| $16.5M | 0.01% |
1,081,530
-5,515
| -0.5% | -$74.1K |
|
2150
Cameco
CCJ
$37.6B
| $16.5M | 0.01% |
1,705,147
-18,145
| -1% | -$180K |
|
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.