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 | |
|---|---|---|---|---|---|---|
1376
Banc of California
BANC
$3.03B
| $48.9M | 0.02% |
2,369,668
-3,060
| -0.1% | -$63.9K |
|
1377
Cinemark Holdings
CNK
$4.24B
| $48.9M | 0.02% |
1,405,140
+71,000
| +5% | +$2.52M |
|
1378
Eversource Energy
ES
$26.9B
| $48.8M | 0.02% |
772,322
+17,553
| +2% | +$1.11M |
|
1379
Anika Therapeutics
ANIK
$258M
| $48.6M | 0.02% |
901,304
+5,704
| +0.6% | +$316K |
|
1380
C.H. Robinson
CHRW
$17.4B
| $48.6M | 0.02% |
544,955
+7,691
| +1% | +$628K |
|
|
CERN
1381
DELISTED
Cerner Corp
CERN
| $48.5M | 0.02% |
720,008
+5,205
| +0.7% | +$360K |
|
1382
Medifast
MED
$109M
| $48.5M | 0.02% |
694,623
+24,624
| +4% | +$1.63M |
|
|
WP
1383
DELISTED
Worldpay, Inc.
WP
| $48.4M | 0.02% |
658,449
+15,545
| +2% | +$1.11M |
|
1384
Flowers Foods
FLO
$1.49B
| $48.3M | 0.02% |
2,502,434
+114,935
| +5% | +$2.21M |
|
1385
Hubbell
HUBB
$25B
| $48.3M | 0.02% |
356,651
+2,421
| +0.7% | +$302K |
|
|
KNL
1386
DELISTED
Knoll, Inc.
KNL
| $48.3M | 0.02% |
2,094,602
+102,405
| +5% | +$2.13M |
|
1387
Robert Half
RHI
$3.87B
| $48.2M | 0.02% |
867,145
-126,432
| -13% | -$6.73M |
|
|
ANSS
1388
DELISTED
Ansys
ANSS
| $48.1M | 0.02% |
326,048
-4,644
| -1% | -$657K |
|
|
TWNK
1389
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $48.1M | 0.02% |
3,248,473
+1,126,268
| +53% | +$14.8M |
|
1390
TriNet
TNET
$3.02B
| $48.1M | 0.02% |
1,084,810
-34,805
| -3% | -$1.39M |
|
1391
Century Communities
CCS
$1.91B
| $48.1M | 0.02% |
1,546,024
+367,328
| +31% | +$10.5M |
|
1392
First Bancorp
FBNC
$2.6B
| $48M | 0.02% |
1,360,513
+66,197
| +5% | +$2.4M |
|
1393
Gentherm
THRM
$1.25B
| $48M | 0.02% |
1,512,339
+16,180
| +1% | +$560K |
|
1394
Church & Dwight Co
CHD
$23.4B
| $48M | 0.02% |
955,793
+35,888
| +4% | +$1.68M |
|
1395
Eagle Materials
EXP
$6.29B
| $47.9M | 0.02% |
423,202
-19,257
| -4% | -$2.08M |
|
1396
Orthofix Medical
OFIX
$477M
| $47.9M | 0.02% |
875,930
-4,971
| -0.6% | -$258K |
|
|
SRCL
1397
DELISTED
Stericycle Inc
SRCL
| $47.9M | 0.02% |
703,924
-5,408
| -0.8% | -$367K |
|
1398
Sabra Healthcare REIT
SBRA
$5.34B
| $47.8M | 0.02% |
2,549,076
+143,626
| +6% | +$2.86M |
|
|
LBAI
1399
DELISTED
Lakeland Bancorp Inc
LBAI
| $47.8M | 0.02% |
2,484,016
+86,588
| +4% | +$1.75M |
|
|
VISN
1400
Vistance Networks Inc
VISN
$2.65B
| $47.8M | 0.02% |
1,263,849
+97,988
| +8% | +$3.42M |
|
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.