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 | |
|---|---|---|---|---|---|---|
1301
Axcelis
ACLS
$4.01B
| $52.5M | 0.02% |
1,829,605
-5,946
| -0.3% | -$187K |
|
1302
Perdoceo Education
PRDO
$1.99B
| $52.5M | 0.02% |
4,346,744
-147,870
| -3% | -$1.76M |
|
1303
Equifax
EFX
$20.3B
| $52.5M | 0.02% |
445,144
-20,330
| -4% | -$2.29M |
|
|
ORIT
1304
DELISTED
Oritani Financial Corp. New
ORIT
| $52.5M | 0.02% |
3,199,957
+158,952
| +5% | +$2.67M |
|
|
LTRPA
1305
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $52.5M | 0.02% |
5,565,215
+409,285
| +8% | +$4.21M |
|
|
IPG
1306
DELISTED
Interpublic Group of Companies
IPG
| $52.4M | 0.02% |
2,597,200
+19,656
| +0.8% | +$392K |
|
1307
Silgan Holdings
SLGN
$4.23B
| $52.3M | 0.02% |
1,781,139
+64,668
| +4% | +$1.87M |
|
|
TRCO
1308
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $52.2M | 0.02% |
1,230,118
-3,094
| -0.3% | -$128K |
|
|
SNI
1309
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $52.2M | 0.02% |
611,407
+576
| +0.1% | +$47.6K |
|
|
LSXMK
1310
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $52.2M | 0.02% |
1,727,590
-8,643
| -0.5% | -$274K |
|
1311
Cohu
COHU
$2.26B
| $52.2M | 0.02% |
2,377,575
+58,570
| +3% | +$1.4M |
|
1312
Franklin Resources
BEN
$17.6B
| $52.1M | 0.02% |
1,203,342
-11,271
| -0.9% | -$488K |
|
1313
Howard Hughes
HHH
$3.81B
| $52.1M | 0.02% |
416,437
+51,920
| +14% | +$6.19M |
|
|
LEXEA
1314
DELISTED
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
| $52M | 0.02% |
1,173,667
+371,902
| +46% | +$17.9M |
|
1315
Novanta
NOVT
$5.08B
| $51.9M | 0.02% |
1,037,939
-5,030
| -0.5% | -$245K |
|
1316
Range Resources
RRC
$9.38B
| $51.9M | 0.02% |
3,040,945
+805,875
| +36% | +$14.5M |
|
1317
Carter's
CRI
$1.42B
| $51.9M | 0.02% |
441,506
+28,225
| +7% | +$2.92M |
|
1318
Otter Tail
OTTR
$3.71B
| $51.8M | 0.02% |
1,166,107
+7,387
| +0.6% | +$339K |
|
1319
Steris
STE
$22.3B
| $51.8M | 0.02% |
592,132
-29,826
| -5% | -$2.66M |
|
|
LABL
1320
DELISTED
Multi-Color Corp
LABL
| $51.8M | 0.02% |
692,053
+31,465
| +5% | +$2.44M |
|
1321
Xcel Energy
XEL
$48.8B
| $51.8M | 0.02% |
1,076,343
+15,802
| +1% | +$784K |
|
1322
Metallus
MTUS
$838M
| $51.8M | 0.02% |
3,407,087
+171,580
| +5% | +$2.61M |
|
1323
Fox Factory Holding Corp
FOXF
$755M
| $51.7M | 0.02% |
1,330,342
+24,254
| +2% | +$981K |
|
|
EBSB
1324
DELISTED
Meridian Bancorp, Inc.
EBSB
| $51.6M | 0.02% |
2,504,750
+41,371
| +2% | +$818K |
|
|
RHT
1325
DELISTED
Red Hat Inc
RHT
| $51.6M | 0.02% |
429,450
+2,787
| +0.7% | +$342K |
|
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.