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 | |
|---|---|---|---|---|---|---|
1826
Essential Utilities
WTRG
$11B
| $29.8M | 0.01% |
760,732
-51,219
| -6% | -$1.87M |
|
1827
Ingevity
NGVT
$2.52B
| $29.8M | 0.01% |
423,161
+10,875
| +3% | +$785K |
|
|
NXGN
1828
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $29.8M | 0.01% |
2,194,791
+71,190
| +3% | +$1.02M |
|
1829
Republic Bancorp
RBCAA
$1.95B
| $29.8M | 0.01% |
783,543
+7,795
| +1% | +$313K |
|
|
WFT
1830
DELISTED
Weatherford International plc
WFT
| $29.8M | 0.01% |
7,143,108
+669,104
| +10% | +$2.47M |
|
|
BGC
1831
DELISTED
General Cable Corporation
BGC
| $29.7M | 0.01% |
1,002,828
-214,924
| -18% | -$5.08M |
|
1832
CenterPoint Energy
CNP
$27.6B
| $29.7M | 0.01% |
1,046,415
+15,857
| +2% | +$462K |
|
1833
RPC Inc
RES
$1.28B
| $29.6M | 0.01% |
1,161,139
+145,962
| +14% | +$3.52M |
|
1834
Waterstone Financial
WSBF
$375M
| $29.6M | 0.01% |
1,736,394
+44,612
| +3% | +$837K |
|
|
RP
1835
DELISTED
RealPage, Inc.
RP
| $29.6M | 0.01% |
667,840
+65,393
| +11% | +$2.85M |
|
1836
Enova International
ENVA
$6.44B
| $29.5M | 0.01% |
1,940,494
+110,183
| +6% | +$1.62M |
|
1837
NatWest
NWG
$77.3B
| $29.5M | 0.01% |
3,583,148
-11,353
| -0.3% | -$90.8K |
|
1838
Donegal Group Class A
DGICA
$732M
| $29.5M | 0.01% |
1,703,357
+43,780
| +3% | +$747K |
|
1839
Core Laboratories
CLB
$491M
| $29.5M | 0.01% |
268,905
+10,117
| +4% | +$1.01M |
|
|
WUBA
1840
DELISTED
58.com Inc
WUBA
| $29.4M | 0.01% |
410,969
-75,836
| -16% | -$5.25M |
|
|
HDS
1841
DELISTED
HD Supply Holdings, Inc.
HDS
| $29.4M | 0.01% |
734,571
+35,747
| +5% | +$1.31M |
|
|
XCRA
1842
DELISTED
Xcerra Corporation
XCRA
| $29.4M | 0.01% |
3,002,533
-4,056
| -0.1% | -$40K |
|
1843
ANI Pharmaceuticals
ANIP
$1.82B
| $29.4M | 0.01% |
455,817
+31,020
| +7% | +$1.93M |
|
|
VRE
1844
DELISTED
Veris Residential
VRE
| $29.3M | 0.01% |
1,360,868
+41,597
| +3% | +$938K |
|
1845
TransUnion
TRU
$15.3B
| $29.3M | 0.01% |
533,763
+12,683
| +2% | +$675K |
|
1846
Superior Group of Companies
SGC
$202M
| $29.3M | 0.01% |
1,097,104
+12,773
| +1% | +$313K |
|
|
BRSS
1847
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $29.3M | 0.01% |
884,925
+38,755
| +5% | +$1.32M |
|
1848
Lifecore Biomedical
LFCR
$165M
| $29.3M | 0.01% |
2,323,989
+13,245
| +0.6% | +$167K |
|
1849
Rollins
ROL
$18.4B
| $29.2M | 0.01% |
1,411,625
-882
| -0.1% | -$18K |
|
|
PIR
1850
DELISTED
Pier 1 Imports, Inc.
PIR
| $29.2M | 0.01% |
352,248
+4,021
| +1% | +$358K |
|
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.