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 | |
|---|---|---|---|---|---|---|
2401
Altisource Portfolio Solutions
ASPS
$63.8M
| $9.35M | ﹤0.01% |
41,726
| – | – |
|
2402
TechTarget
TTGT
$321M
| $9.34M | ﹤0.01% |
670,736
+18,269
| +3% | +$238K |
|
2403
Bank of Marin Bancorp
BMRC
$472M
| $9.31M | ﹤0.01% |
273,874
+50,212
| +22% | +$1.73M |
|
|
TIER
2404
DELISTED
TIER REIT, Inc.
TIER
| $9.3M | ﹤0.01% |
456,252
+43,529
| +11% | +$858K |
|
|
SHPG
2405
DELISTED
Shire pic
SHPG
| $9.26M | ﹤0.01% |
59,716
-2,111
| -3% | -$313K |
|
2406
Babcock & Wilcox
BW
$1.42B
| $9.25M | ﹤0.01% |
162,885
+43,957
| +37% | +$1.99M |
|
2407
InterContinental Hotels
IHG
$23.9B
| $9.24M | ﹤0.01% |
138,217
-2,003
| -1% | -$121K |
|
2408
Alico
ALCO
$283M
| $9.23M | ﹤0.01% |
312,960
+8,923
| +3% | +$288K |
|
2409
DigitalBridge
DBRG
$2.94B
| $9.23M | ﹤0.01% |
202,242
+415
| +0.2% | +$20.4K |
|
|
PKD
2410
DELISTED
Parker Drilling Company
PKD
| $9.21M | ﹤0.01% |
614,090
-14,312
| -2% | -$221K |
|
|
SRT
2411
DELISTED
Startek Inc.
SRT
| $9.19M | ﹤0.01% |
921,475
-7,771
| -0.8% | -$83.9K |
|
|
FRED
2412
DELISTED
Fred's Inc
FRED
| $9.17M | ﹤0.01% |
2,265,164
-110,525
| -5% | -$536K |
|
|
SNR
2413
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $9.15M | ﹤0.01% |
1,210,924
+34,041
| +3% | +$284K |
|
2414
STMicroelectronics
STM
$47.1B
| $9.15M | ﹤0.01% |
419,008
-29,500
| -7% | -$653K |
|
2415
Ericsson
ERIC
$33B
| $9.1M | ﹤0.01% |
1,362,206
-38,974
| -3% | -$243K |
|
2416
Independent Bank Corp
IBCP
$791M
| $9.09M | ﹤0.01% |
406,696
+66,188
| +19% | +$1.49M |
|
|
TUES
2417
DELISTED
Tuesday Morning Corp
TUES
| $9.01M | ﹤0.01% |
3,276,647
-81,165
| -2% | -$229K |
|
|
TBRG
2418
DELISTED
TruBridge
TBRG
| $8.97M | ﹤0.01% |
298,589
-393
| -0.1% | -$11.7K |
|
|
TTPH
2419
DELISTED
Tetraphase Pharmaceuticals, Inc.
TTPH
| $8.97M | ﹤0.01% |
71,159
-1,931
| -3% | -$247K |
|
2420
W&T Offshore
WTI
$484M
| $8.93M | ﹤0.01% |
2,696,661
+2,196,956
| +440% | +$6.82M |
|
|
MOFG
2421
DELISTED
MidWestOne Financial Group
MOFG
| $8.92M | ﹤0.01% |
266,136
+31,244
| +13% | +$1.1M |
|
2422
Smith & Nephew
SNN
$12.7B
| $8.87M | ﹤0.01% |
253,267
| – | – |
|
2423
Flotek Industries
FTK
$1.3B
| $8.87M | ﹤0.01% |
317,039
+90,636
| +40% | +$2.58M |
|
2424
Weibo
WB
$1.95B
| $8.82M | ﹤0.01% |
85,161
+36,160
| +74% | +$3.74M |
|
|
ESSA
2425
DELISTED
ESSA Bancorp
ESSA
| $8.72M | ﹤0.01% |
556,715
+2,675
| +0.5% | +$42.2K |
|
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.