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 | |
|---|---|---|---|---|---|---|
|
ORAN
2576
DELISTED
Orange
ORAN
| $5.67M | ﹤0.01% |
326,151
| – | – |
|
2577
Midland States Bancorp
MSBI
$711M
| $5.65M | ﹤0.01% |
174,045
+71,532
| +70% | +$2.33M |
|
2578
Franco-Nevada
FNV
$43.7B
| $5.64M | ﹤0.01% |
70,606
+50
| +0.1% | +$4.01K |
|
2579
Huazhu Hotels Group
HTHT
$13B
| $5.63M | ﹤0.01% |
+155,860
| New | +$4.93M |
|
|
CHUBA
2580
DELISTED
CommerceHub, Inc. Series A Common Stock
CHUBA
| $5.63M | ﹤0.01% |
255,879
+17,586
| +7% | +$394K |
|
|
STZ.B
2581
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $5.63M | ﹤0.01% |
24,729
| – | – |
|
2582
Xencor
XNCR
$1.47B
| $5.62M | ﹤0.01% |
256,319
-2,616
| -1% | -$56.7K |
|
|
MFNC
2583
DELISTED
Mackinac Financial Corporation
MFNC
| $5.6M | ﹤0.01% |
349,789
+1,494
| +0.4% | +$23.6K |
|
|
AMRB
2584
DELISTED
American River Bankshares
AMRB
| $5.58M | ﹤0.01% |
365,922
+4,597
| +1% | +$68.7K |
|
2585
Compañía de Minas Buenaventura
BVN
$8.38B
| $5.54M | ﹤0.01% |
393,430
-7,117
| -2% | -$98.6K |
|
|
OSG
2586
DELISTED
Overseas Shipholding Group Inc.
OSG
| $5.52M | ﹤0.01% |
2,016,034
+452,531
| +29% | +$1.18M |
|
|
OLP
2587
One Liberty Properties
OLP
$520M
| $5.5M | ﹤0.01% |
212,311
+5,205
| +3% | +$133K |
|
2588
MacroGenics
MGNX
$248M
| $5.5M | ﹤0.01% |
289,484
+5,967
| +2% | +$111K |
|
|
NXRT
2589
NexPoint Residential Trust
NXRT
$631M
| $5.49M | ﹤0.01% |
196,416
+6,367
| +3% | +$168K |
|
|
WSO.B
2590
Watsco Inc Class B
WSO.B
$13B
| $5.46M | ﹤0.01% |
32,276
| – | – |
|
2591
Ascent Industries
ACNT
$140M
| $5.46M | ﹤0.01% |
407,110
+15,206
| +4% | +$205K |
|
|
EBTC
2592
DELISTED
Enterprise Bancorp
EBTC
| $5.45M | ﹤0.01% |
160,099
+7,554
| +5% | +$271K |
|
|
ICON
2593
DELISTED
Iconix Brand Group, Inc.
ICON
| $5.45M | ﹤0.01% |
422,444
-6,671
| -2% | -$189K |
|
|
CQH
2594
DELISTED
Cheniere Energy Partners LP Holdings LLC
CQH
| $5.43M | ﹤0.01% |
195,934
+33,935
| +21% | +$889K |
|
|
GLUU
2595
DELISTED
Glu Mobile Inc.
GLUU
| $5.41M | ﹤0.01% |
1,485,969
+387,515
| +35% | +$1.56M |
|
2596
Primis Financial Corp
FRST
$409M
| $5.33M | ﹤0.01% |
332,476
+77,731
| +31% | +$1.29M |
|
2597
UFP Technologies
UFPT
$2.49B
| $5.31M | ﹤0.01% |
191,105
+22,673
| +13% | +$637K |
|
2598
Clearfield
CLFD
$459M
| $5.3M | ﹤0.01% |
432,691
-1,100
| -0.3% | -$14.8K |
|
2599
NeoGenomics
NEO
$2.02B
| $5.27M | ﹤0.01% |
594,883
-7,923
| -1% | -$73.1K |
|
|
CIVI
2600
DELISTED
Civitas Resources
CIVI
| $5.25M | ﹤0.01% |
190,241
+129,042
| +211% | +$4.05M |
|
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.