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 | |
|---|---|---|---|---|---|---|
1126
Mettler-Toledo International
MTD
$28.6B
| $60.7M | 0.03% |
97,906
+1,219
| +1% | +$780K |
|
1127
East-West Bancorp
EWBC
$17.9B
| $60.7M | 0.03% |
997,040
-76,587
| -7% | -$4.56M |
|
1128
Customers Bancorp
CUBI
$2.66B
| $60.6M | 0.03% |
2,332,472
+195,035
| +9% | +$5.54M |
|
1129
Affiliated Managers Group
AMG
$9.69B
| $60.6M | 0.03% |
295,279
+129
| +0% | +$25K |
|
1130
VF Corp
VFC
$5.63B
| $60.6M | 0.03% |
869,678
+29,940
| +4% | +$1.98M |
|
|
TUP
1131
DELISTED
Tupperware Brands Corporation
TUP
| $60.5M | 0.03% |
965,560
+36,504
| +4% | +$2.24M |
|
|
VEDL
1132
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $60.5M | 0.03% |
2,903,703
-112,952
| -4% | -$2.21M |
|
1133
Regis Corp
RGS
$68.4M
| $60.4M | 0.03% |
196,523
+4,425
| +2% | +$1.36M |
|
1134
WSFS Financial
WSFS
$4.12B
| $60.4M | 0.03% |
1,261,387
+18,817
| +2% | +$928K |
|
1135
Federal Agricultural Mortgage
AGM
$2.47B
| $60.2M | 0.03% |
769,931
+78
| +0% | +$5.79K |
|
|
LTM
1136
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $60.2M | 0.03% |
4,330,801
-585,824
| -12% | -$7.85M |
|
1137
Standex International
SXI
$3.59B
| $60.1M | 0.02% |
590,434
+5,164
| +0.9% | +$533K |
|
1138
Cogent Communications
CCOI
$676M
| $60.1M | 0.02% |
1,327,133
-88,649
| -6% | -$4.22M |
|
1139
Enerpac Tool Group
EPAC
$1.83B
| $60.1M | 0.02% |
2,375,550
+33,130
| +1% | +$854K |
|
1140
Monster Beverage
MNST
$94.3B
| $60M | 0.02% |
1,896,970
-24,324
| -1% | -$729K |
|
1141
Monro
MNRO
$383M
| $60M | 0.02% |
1,053,570
+38,603
| +4% | +$2.01M |
|
1142
Virtus Investment Partners
VRTS
$1.06B
| $59.7M | 0.02% |
519,193
+44,026
| +9% | +$5.17M |
|
|
TRK
1143
DELISTED
Speedway Motorsports, Inc.
TRK
| $59.7M | 0.02% |
3,164,246
+32,028
| +1% | +$652K |
|
|
STMP
1144
DELISTED
Stamps.com, Inc.
STMP
| $59.7M | 0.02% |
317,416
+20,442
| +7% | +$3.95M |
|
1145
Royal Gold
RGLD
$16.8B
| $59.6M | 0.02% |
726,322
+41,990
| +6% | +$3.6M |
|
1146
NorthWestern Energy
NWE
$4.23B
| $59.6M | 0.02% |
998,749
+10,825
| +1% | +$652K |
|
|
CRAY
1147
DELISTED
Cray, Inc.
CRAY
| $59.6M | 0.02% |
2,461,589
+197,231
| +9% | +$4.18M |
|
|
NE
1148
DELISTED
Noble Corporation
NE
| $59.5M | 0.02% |
13,155,401
+1,140,163
| +9% | +$4.72M |
|
1149
Cracker Barrel
CBRL
$1.26B
| $59.4M | 0.02% |
373,949
-41,548
| -10% | -$6.52M |
|
|
RGC
1150
DELISTED
Regal Entertainment Group
RGC
| $59.4M | 0.02% |
2,580,034
+6,944
| +0.3% | +$128K |
|
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.