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 | |
|---|---|---|---|---|---|---|
|
SALM
2601
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $5.22M | ﹤0.01% |
1,159,509
+19,458
| +2% | +$104K |
|
2602
Expro Ltd
XPRO
$1.83B
| $5.2M | ﹤0.01% |
130,255
| – | – |
|
2603
Embotelladora Andina Series B
AKO.B
$4.93B
| $5.19M | ﹤0.01% |
172,983
-3,286
| -2% | -$92.5K |
|
2604
Forestar Group
FOR
$1.51B
| $5.19M | ﹤0.01% |
235,866
-1,914,262
| -89% | -$37.2M |
|
2605
Citizens & Northern Corp
CZNC
$453M
| $5.18M | ﹤0.01% |
216,035
+15,790
| +8% | +$394K |
|
2606
Gildan
GIL
$10.8B
| $5.17M | ﹤0.01% |
160,046
+4,783
| +3% | +$149K |
|
|
PRGX
2607
DELISTED
PRGX Global, Inc.
PRGX
| $5.12M | ﹤0.01% |
720,595
-10,445
| -1% | -$76K |
|
2608
Shore Bancshares
SHBI
$813M
| $5.1M | ﹤0.01% |
305,326
+25,138
| +9% | +$430K |
|
|
NRCIB
2609
DELISTED
National Research Corp Class B
NRCIB
| $5.09M | ﹤0.01% |
89,506
-698
| -0.8% | -$37.4K |
|
|
PFPT
2610
DELISTED
Proofpoint, Inc.
PFPT
| $5.08M | ﹤0.01% |
57,156
+14,162
| +33% | +$1.29M |
|
2611
Angi Inc
ANGI
$194M
| $5.05M | ﹤0.01% |
48,264
-12,496
| -21% | -$1.45M |
|
2612
Nokia
NOK
$53.5B
| $5.04M | ﹤0.01% |
1,081,791
+13,614
| +1% | +$70.1K |
|
|
PPIH
2613
Perma-Pipe International
PPIH
$210M
| $5.04M | ﹤0.01% |
559,416
+5,975
| +1% | +$51.8K |
|
|
SIFI
2614
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $5.03M | ﹤0.01% |
342,078
+20,821
| +6% | +$312K |
|
|
EVRI
2615
DELISTED
Everi Holdings
EVRI
| $5.03M | ﹤0.01% |
666,727
-1,528,212
| -70% | -$12.3M |
|
2616
Evolution Petroleum
EPM
$125M
| $5.01M | ﹤0.01% |
731,931
+104,232
| +17% | +$732K |
|
2617
Marchex
MCHX
$80.6M
| $5.01M | ﹤0.01% |
1,551,950
+93,698
| +6% | +$299K |
|
|
IIN
2618
DELISTED
IntriCon Corporation
IIN
| $5M | ﹤0.01% |
252,732
-12,974
| -5% | -$195K |
|
|
FOLD
2619
DELISTED
Amicus Therapeutics
FOLD
| $5M | ﹤0.01% |
347,563
-3,526
| -1% | -$48.4K |
|
2620
Turkcell
TKC
$4.73B
| $4.99M | ﹤0.01% |
489,291
| – | – |
|
|
GBL
2621
DELISTED
GAMCO Investors, Inc.
GBL
| $4.98M | ﹤0.01% |
167,858
+2,571
| +2% | +$75.1K |
|
2622
Limoneira
LMNR
$249M
| $4.92M | ﹤0.01% |
219,710
+30,829
| +16% | +$715K |
|
|
FGH
2623
DELISTED
FG Group Holdings Inc.
FGH
| $4.92M | ﹤0.01% |
1,058,562
+15,732
| +2% | +$84.6K |
|
2624
Magnachip Semiconductor
MX
$134M
| $4.92M | ﹤0.01% |
494,455
| – | – |
|
|
GFA
2625
DELISTED
Gafisa S.A.
GFA
| $4.91M | ﹤0.01% |
388,932
-4,232
| -1% | -$43.7K |
|
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.