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
|
+$302M |
| 2 |
STL
Sterling Bancorp
STL
|
+$169M |
| 3 |
Chevron
CVX
|
+$165M |
| 4 |
American Tower
AMT
|
+$146M |
| 5 |
ExxonMobil
XOM
|
+$123M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Citigroup
C
|
+$205M |
| 2 |
Cisco
CSCO
|
+$190M |
| 3 |
AF
Astoria Financial Corporation
AF
|
+$184M |
| 4 |
DGI
DigitalGlobe Inc.
DGI
|
+$181M |
| 5 |
CSX Corp
CSX
|
+$138M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.98% |
| 2 | Industrials | 13.43% |
| 3 | Technology | 12.64% |
| 4 | Consumer Discretionary | 10.42% |
| 5 | Healthcare | 9.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TNAV
2501
DELISTED
Telenav Inc.
TNAV
| $6.97M | ﹤0.01% |
1,267,340
+23,655
| +2% | +$132K |
|
|
INFO
2502
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $6.95M | ﹤0.01% |
153,961
-88
| -0.1% | -$3.88K |
|
|
RNET
2503
DELISTED
RigNet, Inc.
RNET
| $6.94M | ﹤0.01% |
464,357
+31,231
| +7% | +$505K |
|
|
TSRO
2504
DELISTED
TESARO, Inc.
TSRO
| $6.91M | ﹤0.01% |
83,359
-444
| -0.5% | -$43.5K |
|
|
NWY
2505
DELISTED
New York & Co Inc
NWY
| $6.91M | ﹤0.01% |
2,415,752
+5,844
| +0.2% | +$12.6K |
|
2506
FirstService
FSV
$6.35B
| $6.88M | ﹤0.01% |
98,450
+5,626
| +6% | +$388K |
|
|
ACH
2507
DELISTED
Alum Corp of China Ltd
ACH
| $6.87M | ﹤0.01% |
382,806
| – | – |
|
|
AFH
2508
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $6.87M | ﹤0.01% |
334,393
+33,587
| +11% | +$651K |
|
|
CYBE
2509
DELISTED
Cyberoptics Corp
CYBE
| $6.85M | ﹤0.01% |
456,841
+59,508
| +15% | +$871K |
|
|
CAJ
2510
DELISTED
Canon, Inc.
CAJ
| $6.82M | ﹤0.01% |
182,448
+1,400
| +0.8% | +$52.3K |
|
|
MLNT
2511
DELISTED
Melinta Therapeutics, Inc. Common Stock
MLNT
| $6.8M | ﹤0.01% |
+86,086
| New | +$6.37M |
|
|
PRCP
2512
DELISTED
Perceptron Inc
PRCP
| $6.8M | ﹤0.01% |
697,171
+13,992
| +2% | +$126K |
|
2513
Celldex Therapeutics
CLDX
$3.22B
| $6.77M | ﹤0.01% |
158,921
+101,468
| +177% | +$4.35M |
|
|
ALDR
2514
DELISTED
Alder Biopharmaceuticals
ALDR
| $6.77M | ﹤0.01% |
590,925
+52,296
| +10% | +$584K |
|
|
VSI
2515
DELISTED
Vitamin Shoppe Inc.
VSI
| $6.68M | ﹤0.01% |
1,517,314
+220,064
| +17% | +$968K |
|
2516
Kopin
KOPN
$732M
| $6.67M | ﹤0.01% |
2,085,957
-39,516
| -2% | -$136K |
|
2517
GSI Technology
GSIT
$251M
| $6.64M | ﹤0.01% |
833,807
+41,672
| +5% | +$316K |
|
|
HOME
2518
DELISTED
At Home Group Inc.
HOME
| $6.62M | ﹤0.01% |
217,951
+207,237
| +1,934% | +$5.04M |
|
2519
Cumberland Pharmaceuticals
CPIX
$113M
| $6.59M | ﹤0.01% |
888,411
+16,324
| +2% | +$120K |
|
2520
Globant
GLOB
$1.66B
| $6.55M | ﹤0.01% |
140,924
| – | – |
|
2521
Ardmore Shipping
ASC
$671M
| $6.5M | ﹤0.01% |
811,872
+105,006
| +15% | +$876K |
|
|
PWOD
2522
DELISTED
Penns Woods Bancorp
PWOD
| $6.48M | ﹤0.01% |
208,802
+13,760
| +7% | +$439K |
|
2523
AmeriServ Financial
ASRV
$78.4M
| $6.47M | ﹤0.01% |
1,559,846
-7
| -0% | -$29 |
|
2524
Nomura Holdings
NMR
$29B
| $6.46M | ﹤0.01% |
1,109,760
-41,660
| -4% | -$241K |
|
2525
Geospace Technologies
GEOS
$95.1M
| $6.45M | ﹤0.01% |
497,474
+28,569
| +6% | +$441K |
|
Similar funds
Dimensional Fund Advisors's Q4 2017 Portfolio in Review
As of Q4 2017, Dimensional Fund Advisors held 3,411 positions worth $241B, up 5.4% from $229B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Trading was light in Q4 2017: portfolio turnover was 4.7%. Dimensional Fund Advisors opened 75 new positions and exited 87, leaving the 3,411-position portfolio largely intact.
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 Q4 2017 buy was Maxar Technologies Inc. Common Stock: 1,045,646 shares worth $67.3M.
- Dimensional Fund Advisors added most to Wells Fargo in Q4 2017, an estimated $302M increase.
- Dimensional Fund Advisors's biggest Q4 2017 reduction was Citigroup, cutting an estimated $205M.
- Dimensional Fund Advisors fully exited Astoria Financial Corporation in Q4 2017, selling an estimated $184M.
- Dimensional Fund Advisors's ten largest holdings make up 9.4% of its $241B portfolio in Q4 2017.
- Dimensional Fund Advisors opened 75 new positions and closed 87 in Q4 2017.
- Dimensional Fund Advisors's portfolio value rose 5.4% quarter-over-quarter to $241B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2017, filed 12 Feb 2018.