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 | |
|---|---|---|---|---|---|---|
|
VLRS
2626
Controladora Vuela Compania de Aviacion
VLRS
$962M
| $4.89M | ﹤0.01% |
610,354
| – | – |
|
|
MXWL
2627
DELISTED
Maxwell Technologies Inc
MXWL
| $4.89M | ﹤0.01% |
848,834
-24,549
| -3% | -$128K |
|
|
NWHM
2628
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $4.89M | ﹤0.01% |
390,081
+76,284
| +24% | +$894K |
|
|
OTIC
2629
DELISTED
Otonomy, Inc.
OTIC
| $4.87M | ﹤0.01% |
877,214
+441,211
| +101% | +$1.92M |
|
2630
Asure Software
ASUR
$248M
| $4.85M | ﹤0.01% |
343,629
+111,914
| +48% | +$1.46M |
|
|
TPHS
2631
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $4.83M | ﹤0.01% |
694,930
-50,887
| -7% | -$359K |
|
2632
Hallador Energy
HNRG
$696M
| $4.83M | ﹤0.01% |
792,934
+92,617
| +13% | +$522K |
|
|
SAGE
2633
DELISTED
Sage Therapeutics
SAGE
| $4.83M | ﹤0.01% |
+29,318
| New | +$2.84M |
|
2634
Teekay
TK
$946M
| $4.83M | ﹤0.01% |
517,927
| – | – |
|
2635
Escalade
ESCA
$307M
| $4.81M | ﹤0.01% |
391,201
+10,060
| +3% | +$134K |
|
|
IO
2636
DELISTED
ION Geophysical Corporation
IO
| $4.8M | ﹤0.01% |
243,307
| – | – |
|
2637
Aegon
AEG
$14B
| $4.8M | ﹤0.01% |
936,753
-16,039
| -2% | -$78.2K |
|
|
TPIC
2638
DELISTED
TPI Composites
TPIC
| $4.78M | ﹤0.01% |
233,362
+191,065
| +452% | +$4M |
|
2639
Nature's Sunshine
NATR
$360M
| $4.76M | ﹤0.01% |
412,357
+16,896
| +4% | +$192K |
|
|
SPNE
2640
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $4.75M | ﹤0.01% |
469,573
+31,369
| +7% | +$322K |
|
2641
Liberty Media Series A
FWONA
$22.1B
| $4.75M | ﹤0.01% |
151,603
+102
| +0.1% | +$3.49K |
|
2642
First Internet Bancorp
INBK
$256M
| $4.75M | ﹤0.01% |
124,401
+47,038
| +61% | +$1.76M |
|
2643
CSP Inc
CSPI
$81.8M
| $4.75M | ﹤0.01% |
597,224
-2,214
| -0.4% | -$12.4K |
|
2644
Goldgroup Mining Inc.
GORO
$163M
| $4.71M | ﹤0.01% |
1,069,501
+317,160
| +42% | +$1.24M |
|
|
TSG
2645
DELISTED
The Stars Group Inc.
TSG
| $4.7M | ﹤0.01% |
201,882
+105,922
| +110% | +$2.31M |
|
|
GOL
2646
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $4.7M | ﹤0.01% |
536,541
+23,771
| +5% | +$209K |
|
|
ABTX
2647
DELISTED
Allegiance Bancshares
ABTX
| $4.7M | ﹤0.01% |
124,845
+32,265
| +35% | +$1.24M |
|
|
KEYW
2648
DELISTED
The KEYW Holding Corporation
KEYW
| $4.69M | ﹤0.01% |
799,696
+275,373
| +53% | +$1.72M |
|
|
PFSW
2649
DELISTED
PFSweb, Inc.
PFSW
| $4.67M | ﹤0.01% |
629,162
+15,481
| +3% | +$119K |
|
|
ADMS
2650
DELISTED
Adamas Pharmaceuticals
ADMS
| $4.66M | ﹤0.01% |
137,524
-700
| -0.5% | -$19.5K |
|
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.