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 | |
|---|---|---|---|---|---|---|
|
FNHC
2151
DELISTED
FedNat Holding Company Common Stock
FNHC
| $16.8M | 0.01% |
1,011,037
+28,996
| +3% | +$430K |
|
2152
AB InBev
BUD
$167B
| $16.8M | 0.01% |
150,158
+273
| +0.2% | +$32.1K |
|
2153
Guidewire Software
GWRE
$13.3B
| $16.7M | 0.01% |
225,388
+10,199
| +5% | +$788K |
|
|
VRS
2154
DELISTED
Verso Corporation
VRS
| $16.7M | 0.01% |
950,092
+534,783
| +129% | +$5.11M |
|
2155
Mesa Laboratories
MLAB
$566M
| $16.7M | 0.01% |
134,152
+5,495
| +4% | +$768K |
|
|
PBPB
2156
DELISTED
Potbelly
PBPB
| $16.7M | 0.01% |
1,355,275
+103,858
| +8% | +$1.28M |
|
|
FSP
2157
Franklin Street Properties
FSP
$48.4M
| $16.6M | 0.01% |
1,549,472
+48,551
| +3% | +$511K |
|
2158
Twin Disc
TWIN
$346M
| $16.5M | 0.01% |
622,001
+6,437
| +1% | +$158K |
|
2159
IDT Corp
IDT
$1.67B
| $16.5M | 0.01% |
1,842,174
+57,674
| +3% | +$632K |
|
2160
Stratus Properties
STRS
$160M
| $16.5M | 0.01% |
555,564
+11,846
| +2% | +$355K |
|
|
LXFT
2161
DELISTED
Luxoft Holding, Inc.
LXFT
| $16.4M | 0.01% |
294,717
+49,441
| +20% | +$2.48M |
|
|
SOHU
2162
Sohu.com
SOHU
$361M
| $16.4M | 0.01% |
378,182
-2,024
| -0.5% | -$109K |
|
|
PINC
2163
DELISTED
Premier
PINC
| $16.4M | 0.01% |
561,382
+132,215
| +31% | +$4.07M |
|
2164
Orion Group Holdings
ORN
$412M
| $16.3M | 0.01% |
2,087,504
+71,762
| +4% | +$533K |
|
2165
Shutterstock
SSTK
$221M
| $16.3M | 0.01% |
379,351
-3,284
| -0.9% | -$128K |
|
|
EGIO
2166
DELISTED
Edgio, Inc. Common Stock
EGIO
| $16.3M | 0.01% |
92,442
-1,591
| -2% | -$314K |
|
2167
Oil-Dri
ODC
$1.42B
| $16.3M | 0.01% |
784,988
+7,212
| +0.9% | +$158K |
|
2168
Liberty Broadband Class A
LBRDA
$5.17B
| $16.3M | 0.01% |
191,473
+1,579
| +0.8% | +$139K |
|
|
AY
2169
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $16.3M | 0.01% |
767,535
+52,211
| +7% | +$1.14M |
|
|
RRTS
2170
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $16.3M | 0.01% |
84,316
-397
| -0.5% | -$84.6K |
|
|
BITA
2171
DELISTED
Bitauto Holdings Limited
BITA
| $16.2M | 0.01% |
510,532
-9,559
| -2% | -$390K |
|
|
TBHC
2172
DELISTED
The Brand House Collective
TBHC
| $16.2M | 0.01% |
1,350,231
+32,262
| +2% | +$395K |
|
|
BHBK
2173
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $16.1M | 0.01% |
801,705
+79,773
| +11% | +$1.64M |
|
|
HALL
2174
DELISTED
Hallmark Financial Services, Inc.
HALL
| $16.1M | 0.01% |
154,431
-325
| -0.2% | -$36.1K |
|
2175
Reading International Class A
RDI
$32.3M
| $16M | 0.01% |
959,831
+44,516
| +5% | +$699K |
|
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.