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 | |
|---|---|---|---|---|---|---|
1176
Hilton Worldwide
HLT
$72.1B
| $58.4M | 0.02% |
731,764
-28,796
| -4% | -$2.14M |
|
1177
AMERISAFE
AMSF
$543M
| $58.4M | 0.02% |
948,041
+19,803
| +2% | +$1.24M |
|
1178
Allison Transmission
ALSN
$9.5B
| $58.4M | 0.02% |
1,355,484
-99,418
| -7% | -$4.05M |
|
1179
Service Corp International
SCI
$11.7B
| $58.4M | 0.02% |
1,564,117
+10,535
| +0.7% | +$377K |
|
1180
Ubiquiti
UI
$33.7B
| $58.3M | 0.02% |
821,549
-26,139
| -3% | -$1.67M |
|
1181
Edgewell Personal Care
EPC
$1.25B
| $58.3M | 0.02% |
981,677
+382,765
| +64% | +$24.1M |
|
|
CSGS
1182
DELISTED
CSG Systems International
CSGS
| $58.3M | 0.02% |
1,330,374
+15,602
| +1% | +$673K |
|
1183
Energizer
ENR
$1.44B
| $58.3M | 0.02% |
1,214,308
+28,075
| +2% | +$1.29M |
|
1184
Columbus McKinnon
CMCO
$553M
| $58.2M | 0.02% |
1,456,579
+11,431
| +0.8% | +$438K |
|
|
IRBT
1185
DELISTED
iRobot
IRBT
| $58.2M | 0.02% |
759,177
-24,127
| -3% | -$1.74M |
|
1186
Scorpio Tankers
STNG
$3.9B
| $58.1M | 0.02% |
1,904,918
+218,664
| +13% | +$7.36M |
|
|
MODV
1187
DELISTED
ModivCare
MODV
| $58M | 0.02% |
977,794
+15,221
| +2% | +$862K |
|
1188
Globe Life
GL
$14.2B
| $58M | 0.02% |
639,290
-63,192
| -9% | -$5.42M |
|
1189
Bankunited
BKU
$3.37B
| $58M | 0.02% |
1,423,924
+73,103
| +5% | +$2.66M |
|
1190
BancFirst
BANF
$3.79B
| $57.9M | 0.02% |
1,131,335
+15,557
| +1% | +$859K |
|
|
COR
1191
DELISTED
Coresite Realty Corporation
COR
| $57.8M | 0.02% |
507,571
+7,714
| +2% | +$880K |
|
1192
ONE Gas
OGS
$4.87B
| $57.8M | 0.02% |
788,910
-98,213
| -11% | -$7.45M |
|
1193
WD-40
WDFC
$3.05B
| $57.7M | 0.02% |
489,090
+404
| +0.1% | +$46.3K |
|
1194
Sensata Technologies
ST
$6.74B
| $57.7M | 0.02% |
1,128,158
+37,872
| +3% | +$1.87M |
|
|
CNR
1195
Core Natural Resources Inc
CNR
$4.02B
| $57.6M | 0.02% |
+1,458,036
| New | +$42.5M |
|
1196
Fidelity National Financial
FNF
$13.9B
| $57.6M | 0.02% |
1,525,632
-648,607
| -30% | -$23.7M |
|
1197
Helios Technologies
HLIO
$2.57B
| $57.5M | 0.02% |
889,493
+19,773
| +2% | +$1.15M |
|
1198
Dave & Buster's
PLAY
$377M
| $57.5M | 0.02% |
1,042,557
+2,373
| +0.2% | +$121K |
|
1199
Aptiv
APTV
$12B
| $57.4M | 0.02% |
677,071
+8,740
| +1% | +$832K |
|
1200
Tractor Supply
TSCO
$16.1B
| $57.3M | 0.02% |
3,830,580
+1,096,825
| +40% | +$14.1M |
|
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.