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 | |
|---|---|---|---|---|---|---|
|
ALXN
1476
DELISTED
Alexion Pharmaceuticals
ALXN
| $44.5M | 0.02% |
372,039
+11,333
| +3% | +$1.38M |
|
1477
Ennis
EBF
$555M
| $44.5M | 0.02% |
2,142,677
+10,358
| +0.5% | +$207K |
|
|
SGI
1478
Somnigroup International
SGI
$14B
| $44.5M | 0.02% |
2,836,280
+90,016
| +3% | +$1.37M |
|
|
PRFT
1479
DELISTED
Perficient Inc
PRFT
| $44.3M | 0.02% |
2,324,145
+95,691
| +4% | +$1.85M |
|
1480
Marcus Corp
MCS
$985M
| $44.3M | 0.02% |
1,618,810
+23,846
| +1% | +$657K |
|
1481
UBS Group
UBS
$173B
| $44.2M | 0.02% |
2,405,921
+101,681
| +4% | +$1.77M |
|
1482
Boston Beer
SAM
$1.94B
| $44.2M | 0.02% |
231,404
-8,960
| -4% | -$1.6M |
|
1483
Neogen
NEOG
$2.72B
| $44.2M | 0.02% |
1,433,275
-70,229
| -5% | -$2.13M |
|
|
SEE
1484
DELISTED
Sealed Air
SEE
| $44.2M | 0.02% |
895,747
+38,827
| +5% | +$1.78M |
|
|
SVU
1485
DELISTED
SUPERVALU Inc.
SVU
| $44.1M | 0.02% |
2,043,760
+646,359
| +46% | +$11.8M |
|
1486
Stoneridge
SRI
$200M
| $44.1M | 0.02% |
1,930,387
+96,610
| +5% | +$2.16M |
|
1487
Comtech Telecommunications
CMTL
$50.3M
| $44.1M | 0.02% |
1,993,992
+43,213
| +2% | +$920K |
|
1488
Henry Schein
HSIC
$9.95B
| $44.1M | 0.02% |
804,693
-10,369
| -1% | -$601K |
|
|
GG
1489
DELISTED
Goldcorp Inc
GG
| $44.1M | 0.02% |
3,453,144
-177
| -0% | -$2.29K |
|
1490
Peoples Bancorp
PEBO
$1.5B
| $44.1M | 0.02% |
1,351,679
+27,900
| +2% | +$930K |
|
1491
Bio-Rad Laboratories Class A
BIO
$8.81B
| $44M | 0.02% |
184,320
-22,644
| -11% | -$5.49M |
|
1492
Veeco
VECO
$2.99B
| $44M | 0.02% |
2,962,158
+8,981
| +0.3% | +$155K |
|
|
EXAC
1493
DELISTED
Exactech Inc
EXAC
| $43.9M | 0.02% |
888,228
+14,067
| +2% | +$594K |
|
1494
MGIC Investment
MTG
$6.29B
| $43.9M | 0.02% |
3,109,166
+528,998
| +21% | +$7.44M |
|
1495
TriCo Bancshares
TCBK
$1.86B
| $43.9M | 0.02% |
1,158,614
+44,084
| +4% | +$1.81M |
|
1496
Philips
PHG
$25.8B
| $43.8M | 0.02% |
1,527,606
-66,494
| -4% | -$2M |
|
1497
BJ's Restaurants
BJRI
$1.46B
| $43.8M | 0.02% |
1,204,112
+128,677
| +12% | +$4.29M |
|
1498
SITE Centers
SITC
$177M
| $43.8M | 0.02% |
3,795,640
+116,084
| +3% | +$1.24M |
|
|
OPB
1499
DELISTED
Opus Bank Common Stock
OPB
| $43.7M | 0.02% |
1,600,974
+273,182
| +21% | +$7.08M |
|
1500
Woodward
WWD
$21.6B
| $43.7M | 0.02% |
570,946
-101,865
| -15% | -$7.95M |
|
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.