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 | |
|---|---|---|---|---|---|---|
|
PNK
2326
DELISTED
Pinnacle Entertainment Inc.
PNK
| $11.2M | ﹤0.01% |
527,596
-21,553
| -4% | -$424K |
|
|
SNC
2327
DELISTED
State National Companies, Inc.
SNC
| $11.2M | ﹤0.01% |
534,687
+9,423
| +2% | +$191K |
|
|
LGTY
2328
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $11.2M | ﹤0.01% |
987,406
+41,658
| +4% | +$424K |
|
|
HCCI
2329
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $11.2M | ﹤0.01% |
514,342
+121,150
| +31% | +$2.26M |
|
2330
First Bancorp
FNLC
$396M
| $11.2M | ﹤0.01% |
368,198
+11,371
| +3% | +$305K |
|
|
SGEN
2331
DELISTED
Seagen Inc. Common Stock
SGEN
| $11.2M | ﹤0.01% |
205,111
+809
| +0.4% | +$41.4K |
|
2332
PennyMac Financial
PFSI
$3.92B
| $11.1M | ﹤0.01% |
625,742
+93,918
| +18% | +$1.62M |
|
2333
Neurocrine Biosciences
NBIX
$16.8B
| $11.1M | ﹤0.01% |
181,751
+5,554
| +3% | +$293K |
|
2334
Workday
WDAY
$39.6B
| $11.1M | ﹤0.01% |
105,563
+3,839
| +4% | +$396K |
|
|
FRAN
2335
DELISTED
Francesca's Holdings Corporation
FRAN
| $11.1M | ﹤0.01% |
125,417
-56,410
| -31% | -$5.72M |
|
2336
International Seaways
INSW
$4.76B
| $11.1M | ﹤0.01% |
561,379
+208,301
| +59% | +$4.25M |
|
|
ONIT
2337
Onity Group
ONIT
$309M
| $11.1M | ﹤0.01% |
214,321
-37,704
| -15% | -$1.64M |
|
|
ZIXI
2338
DELISTED
Zix Corporation
ZIXI
| $11M | ﹤0.01% |
2,257,349
+54,596
| +2% | +$288K |
|
2339
Ampco-Pittsburgh
AP
$163M
| $11M | ﹤0.01% |
633,265
+36,417
| +6% | +$549K |
|
2340
Weyerhaeuser
WY
$18B
| $11M | ﹤0.01% |
323,229
-2,370
| -0.7% | -$77.8K |
|
2341
Agnico Eagle Mines
AEM
$73.6B
| $11M | ﹤0.01% |
243,223
+48,327
| +25% | +$2.26M |
|
2342
Southern Copper
SCCO
$143B
| $11M | ﹤0.01% |
297,581
-3,790
| -1% | -$137K |
|
|
PRMW
2343
DELISTED
Primo Water Corporation
PRMW
| $10.9M | ﹤0.01% |
729,245
+128,029
| +21% | +$1.94M |
|
2344
CNB Financial Corp
CCNE
$1.04B
| $10.9M | ﹤0.01% |
400,203
+19,807
| +5% | +$498K |
|
|
SRT
2345
DELISTED
Startek Inc.
SRT
| $10.9M | ﹤0.01% |
929,246
-4,140
| -0.4% | -$50.1K |
|
2346
Citizens
CIA
$239M
| $10.9M | ﹤0.01% |
1,480,885
-8,103
| -0.5% | -$62.5K |
|
|
COTV
2347
DELISTED
Cotiviti Holdings, Inc.
COTV
| $10.9M | ﹤0.01% |
+302,364
| New | +$11.4M |
|
|
TSRO
2348
DELISTED
TESARO, Inc.
TSRO
| $10.8M | ﹤0.01% |
83,803
-2,733
| -3% | -$339K |
|
|
TTSH
2349
DELISTED
Tile Shop Holdings
TTSH
| $10.8M | ﹤0.01% |
849,151
+130,919
| +18% | +$2.05M |
|
|
SNR
2350
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $10.8M | ﹤0.01% |
1,176,883
+56,372
| +5% | +$541K |
|
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.