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 | |
|---|---|---|---|---|---|---|
|
VOLT
2676
DELISTED
Volt Information Sciences, Inc.
VOLT
| $4.29M | ﹤0.01% |
1,127,673
+8,666
| +0.8% | +$30.6K |
|
|
OMCC
2677
DELISTED
Old Market Capital Corp
OMCC
| $4.26M | ﹤0.01% |
484,012
+2,525
| +0.5% | +$21.7K |
|
|
DXYN
2678
DELISTED
Dixie Group Inc
DXYN
| $4.25M | ﹤0.01% |
1,103,000
+7,125
| +0.7% | +$27.8K |
|
2679
Urban One Class D
UONEK
$24.8M
| $4.25M | ﹤0.01% |
242,552
-5,667
| -2% | -$95.3K |
|
|
LKM
2680
DELISTED
Link Motion Inc.
LKM
| $4.24M | ﹤0.01% |
1,055,356
+170,020
| +19% | +$662K |
|
2681
inTEST
INTT
$179M
| $4.22M | ﹤0.01% |
487,534
+98,109
| +25% | +$871K |
|
|
INSY
2682
DELISTED
Insys Therapeutics, Inc.
INSY
| $4.18M | ﹤0.01% |
434,548
-25,508
| -6% | -$167K |
|
|
TAHO
2683
DELISTED
Tahoe Resources Inc
TAHO
| $4.17M | ﹤0.01% |
870,249
-5,005
| -0.6% | -$23.5K |
|
|
CWBC
2684
Community West Bancshares
CWBC
$699M
| $4.14M | ﹤0.01% |
205,381
+28,798
| +16% | +$589K |
|
|
STCN
2685
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $4.14M | ﹤0.01% |
178,066
-1,043
| -0.6% | -$18.6K |
|
|
CMCM
2686
Cheetah Mobile
CMCM
$92.5M
| $4.12M | ﹤0.01% |
68,162
+1,176
| +2% | +$60K |
|
2687
Southern Missouri Bancorp
SMBC
$868M
| $4.1M | ﹤0.01% |
109,043
+12,781
| +13% | +$487K |
|
|
CIO
2688
DELISTED
City Office REIT
CIO
| $4.09M | ﹤0.01% |
314,640
+34,424
| +12% | +$451K |
|
2689
Northeast Bank
NBN
$1.14B
| $4.08M | ﹤0.01% |
176,021
+50,198
| +40% | +$1.27M |
|
|
CHUBK
2690
DELISTED
CommerceHub, Inc. Series C Common Stock
CHUBK
| $4.07M | ﹤0.01% |
197,679
-16,466
| -8% | -$349K |
|
2691
BlackBerry
BB
$5.12B
| $4.06M | ﹤0.01% |
363,868
-714,777
| -66% | -$7.8M |
|
|
XBKS
2692
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
| $4.05M | ﹤0.01% |
119,796
| – | – |
|
|
CTG
2693
DELISTED
Computer Task Group, Inc.
CTG
| $4.05M | ﹤0.01% |
794,567
+18,791
| +2% | +$97.2K |
|
|
PARAA
2694
DELISTED
Paramount Global Class A
PARAA
| $4.05M | ﹤0.01% |
68,177
-974
| -1% | -$56.6K |
|
|
WG
2695
DELISTED
Willbros Group
WG
| $4.04M | ﹤0.01% |
2,848,889
+22,013
| +0.8% | +$46.1K |
|
|
MSON
2696
DELISTED
Misonix Inc
MSON
| $4.02M | ﹤0.01% |
418,583
-17,124
| -4% | -$173K |
|
|
RST
2697
DELISTED
ROSETTA STONE INC
RST
| $4.01M | ﹤0.01% |
321,431
+59,892
| +23% | +$669K |
|
2698
Magnite
MGNI
$2.96B
| $3.99M | ﹤0.01% |
2,135,359
+90,358
| +4% | +$226K |
|
|
HNP
2699
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3.99M | ﹤0.01% |
159,597
-200
| -0.1% | -$5.18K |
|
2700
Data I/O
DAIO
$30.8M
| $3.92M | ﹤0.01% |
325,839
-21,897
| -6% | -$259K |
|
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.