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 | |
|---|---|---|---|---|---|---|
1326
Cboe Global Markets
CBOE
$32.5B
| $51.6M | 0.02% |
413,855
-2,507
| -0.6% | -$293K |
|
1327
AngioDynamics
ANGO
$611M
| $51.5M | 0.02% |
3,099,116
+13,311
| +0.4% | +$227K |
|
|
EMCI
1328
DELISTED
EMC INS Group Inc
EMCI
| $51.5M | 0.02% |
1,796,369
+16,571
| +0.9% | +$488K |
|
1329
Ulta Beauty
ULTA
$22B
| $51.5M | 0.02% |
230,413
-74
| -0% | -$15.7K |
|
|
XEC
1330
DELISTED
CIMAREX ENERGY CO
XEC
| $51.4M | 0.02% |
421,317
+71,503
| +20% | +$8.34M |
|
1331
Douglas Dynamics
PLOW
$1.02B
| $51.4M | 0.02% |
1,359,862
-4,744
| -0.3% | -$189K |
|
1332
Zebra Technologies
ZBRA
$14B
| $51.3M | 0.02% |
494,082
+20,786
| +4% | +$2.26M |
|
|
BRSL
1333
Brightstar Lottery PLC
BRSL
$1.84B
| $51.3M | 0.02% |
1,933,413
+73,101
| +4% | +$1.87M |
|
|
BDN
1334
Brandywine Realty Trust
BDN
$524M
| $51.2M | 0.02% |
2,815,703
+55,204
| +2% | +$978K |
|
|
LDL
1335
DELISTED
Lydall, Inc.
LDL
| $51.2M | 0.02% |
1,009,106
-38,506
| -4% | -$2.11M |
|
|
SHLM
1336
DELISTED
Schulman (A.) Inc
SHLM
| $51.1M | 0.02% |
1,372,807
-94,059
| -6% | -$3.5M |
|
1337
Fair Isaac
FICO
$24.3B
| $51.1M | 0.02% |
333,230
-82,035
| -20% | -$12.4M |
|
1338
Idexx Laboratories
IDXX
$44.1B
| $51M | 0.02% |
326,023
+282
| +0.1% | +$44.4K |
|
1339
CNA Financial
CNA
$14.2B
| $51M | 0.02% |
961,144
-48,266
| -5% | -$2.54M |
|
|
TRST
1340
Trustco Bank Corp NY
TRST
$970M
| $50.8M | 0.02% |
1,104,521
+8,304
| +0.8% | +$379K |
|
1341
Brinker International
EAT
$9.17B
| $50.8M | 0.02% |
1,306,762
-16,616
| -1% | -$573K |
|
|
POT
1342
DELISTED
Potash Corp Of Saskatchewan
POT
| $50.8M | 0.02% |
2,457,610
-707,415
| -22% | -$13.7M |
|
|
SJI
1343
DELISTED
South Jersey Industries, Inc.
SJI
| $50.7M | 0.02% |
1,623,953
+68,693
| +4% | +$2.27M |
|
|
BMCH
1344
DELISTED
BMC Stock Holdings, Inc
BMCH
| $50.6M | 0.02% |
2,000,890
+146,502
| +8% | +$3.28M |
|
|
KND
1345
DELISTED
Kindred Healthcare
KND
| $50.6M | 0.02% |
5,218,399
-97,476
| -2% | -$725K |
|
|
GLOG
1346
DELISTED
GASLOG LTD
GLOG
| $50.5M | 0.02% |
2,271,871
+106,755
| +5% | +$1.97M |
|
1347
Broadridge
BR
$17.8B
| $50.5M | 0.02% |
557,583
+4,279
| +0.8% | +$373K |
|
1348
World Acceptance Corp
WRLD
$838M
| $50.4M | 0.02% |
624,478
+77,787
| +14% | +$6.26M |
|
1349
Weis Markets
WMK
$1.91B
| $50.3M | 0.02% |
1,216,270
+107,209
| +10% | +$4.32M |
|
|
LHO
1350
DELISTED
LaSalle Hotel Properties
LHO
| $50.3M | 0.02% |
1,792,860
+81,056
| +5% | +$2.32M |
|
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.