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 | |
|---|---|---|---|---|---|---|
1076
Take-Two Interactive
TTWO
$45.4B
| $63.5M | 0.03% |
578,290
-15,381
| -3% | -$1.68M |
|
1077
Paycom
PAYC
$7.64B
| $63.5M | 0.03% |
790,018
-155,534
| -16% | -$12.4M |
|
1078
Harley-Davidson
HOG
$2.58B
| $63.4M | 0.03% |
1,246,717
+19,332
| +2% | +$940K |
|
|
ACOR
1079
DELISTED
Acorda Therapeutics
ACOR
| $63.4M | 0.03% |
24,622
+2,489
| +11% | +$7.08M |
|
1080
Cheesecake Factory
CAKE
$5.04B
| $63.3M | 0.03% |
1,313,942
-8,435
| -0.6% | -$383K |
|
1081
Canadian Imperial Bank of Commerce
CM
$108B
| $63.3M | 0.03% |
1,299,580
+42,900
| +3% | +$1.95M |
|
|
RTEC
1082
DELISTED
Rudolph Technologies Inc
RTEC
| $63.3M | 0.03% |
2,647,639
+19,431
| +0.7% | +$499K |
|
1083
Park Hotels & Resorts
PK
$3.03B
| $63.2M | 0.03% |
2,197,982
+224,915
| +11% | +$6.44M |
|
1084
Compass Minerals
CMP
$1.23B
| $63.1M | 0.03% |
873,830
+2,366
| +0.3% | +$159K |
|
1085
Markel Group
MKL
$23.3B
| $63.1M | 0.03% |
55,396
+456
| +0.8% | +$498K |
|
1086
Regeneron Pharmaceuticals
REGN
$78.5B
| $63M | 0.03% |
167,617
+6,126
| +4% | +$2.48M |
|
1087
Clearwater Paper
CLW
$339M
| $62.9M | 0.03% |
1,385,494
+33,507
| +2% | +$1.52M |
|
1088
Mativ Holdings
MATV
$481M
| $62.9M | 0.03% |
1,385,915
+11,152
| +0.8% | +$484K |
|
1089
Archrock
AROC
$6.27B
| $62.9M | 0.03% |
5,986,225
+171,144
| +3% | +$1.86M |
|
1090
Coca-Cola Consolidated
COKE
$12.5B
| $62.6M | 0.03% |
2,907,500
+42,020
| +1% | +$915K |
|
1091
MSCI
MSCI
$41.6B
| $62.5M | 0.03% |
493,756
-2,301
| -0.5% | -$287K |
|
1092
Estee Lauder
EL
$30.4B
| $62.4M | 0.03% |
490,435
+11,810
| +2% | +$1.42M |
|
1093
Cincinnati Financial
CINF
$27.3B
| $62.4M | 0.03% |
832,207
+25,281
| +3% | +$1.88M |
|
1094
New Jersey Resources
NJR
$5.84B
| $62.4M | 0.03% |
1,551,538
-129,198
| -8% | -$5.55M |
|
1095
Interparfums
IPAR
$3.99B
| $62.4M | 0.03% |
1,434,995
+10,038
| +0.7% | +$436K |
|
1096
Las Vegas Sands
LVS
$31.7B
| $62.3M | 0.03% |
896,794
+9,446
| +1% | +$630K |
|
1097
Akamai
AKAM
$16.7B
| $62.3M | 0.03% |
957,709
+3,149
| +0.3% | +$174K |
|
1098
B&G Foods
BGS
$287M
| $62.3M | 0.03% |
1,771,622
-37,705
| -2% | -$1.29M |
|
|
TCO
1099
DELISTED
Taubman Centers Inc.
TCO
| $62.2M | 0.03% |
950,678
+26,784
| +3% | +$1.47M |
|
1100
Hanmi Financial
HAFC
$945M
| $62.1M | 0.03% |
2,044,802
+25,307
| +1% | +$780K |
|
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.