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 | |
|---|---|---|---|---|---|---|
1626
Bright Horizons
BFAM
$4.01B
| $37.8M | 0.02% |
402,005
+5,199
| +1% | +$461K |
|
1627
Kratos Defense & Security Solutions
KTOS
$9.23B
| $37.8M | 0.02% |
3,567,708
+262,534
| +8% | +$3M |
|
1628
Central Garden & Pet Co
CENT
$2.72B
| $37.7M | 0.02% |
1,212,114
-14,802
| -1% | -$453K |
|
|
STBZ
1629
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $37.6M | 0.02% |
1,261,128
+62,514
| +5% | +$1.84M |
|
|
CPLA
1630
DELISTED
Capella Education Company
CPLA
| $37.6M | 0.02% |
485,622
+3,152
| +0.7% | +$245K |
|
1631
JD.com
JD
$44.6B
| $37.6M | 0.02% |
906,998
-15,504
| -2% | -$610K |
|
1632
Washington Trust Bancorp
WASH
$755M
| $37.5M | 0.02% |
703,460
+6,407
| +0.9% | +$355K |
|
1633
F5
FFIV
$23.1B
| $37.4M | 0.02% |
285,140
+36,190
| +15% | +$4.5M |
|
1634
Grupo Aeroportuario del Pacifico
PAC
$13B
| $37.4M | 0.02% |
363,639
-71,347
| -16% | -$7.02M |
|
|
RUTH
1635
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $37.3M | 0.02% |
1,724,674
+62,424
| +4% | +$1.31M |
|
1636
O-I Glass
OI
$1.14B
| $37.3M | 0.02% |
1,683,266
+194,018
| +13% | +$4.63M |
|
1637
Haverty Furniture Companies
HVT
$416M
| $37.3M | 0.02% |
1,647,551
+5,232
| +0.3% | +$126K |
|
|
TOWR
1638
DELISTED
Tower International, Inc.
TOWR
| $37.3M | 0.02% |
1,221,400
+45,162
| +4% | +$1.37M |
|
1639
Seacoast Banking Corp of Florida
SBCF
$3.38B
| $37.3M | 0.02% |
1,479,698
+124,600
| +9% | +$3.12M |
|
1640
Booz Allen Hamilton
BAH
$8.56B
| $37.2M | 0.02% |
975,265
+68,523
| +8% | +$2.59M |
|
1641
Insteel Industries
IIIN
$602M
| $37.2M | 0.02% |
1,312,258
-2,061
| -0.2% | -$55.2K |
|
|
BUFF
1642
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $37M | 0.02% |
1,129,728
+73,059
| +7% | +$2.17M |
|
|
PPL
1643
PPL Corp
PPL
$26.5B
| $36.9M | 0.02% |
1,193,666
+9,189
| +0.8% | +$330K |
|
|
CNSL
1644
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $36.9M | 0.02% |
3,030,237
+386,906
| +15% | +$6.08M |
|
1645
Motorola Solutions
MSI
$72.6B
| $36.9M | 0.02% |
408,314
+6,413
| +2% | +$584K |
|
1646
Onto Innovation
ONTO
$13.4B
| $36.8M | 0.02% |
1,477,817
+35,462
| +2% | +$945K |
|
1647
QuidelOrtho
QDEL
$1.21B
| $36.8M | 0.02% |
848,716
+3,742
| +0.4% | +$153K |
|
|
HSII
1648
DELISTED
Heidrick & Struggles
HSII
| $36.6M | 0.02% |
1,489,567
+62,290
| +4% | +$1.46M |
|
1649
Park-Ohio Holdings
PKOH
$581M
| $36.6M | 0.02% |
795,552
+33,114
| +4% | +$1.48M |
|
1650
TransDigm Group
TDG
$71.9B
| $36.5M | 0.02% |
133,010
+1,580
| +1% | +$429K |
|
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.