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 | |
|---|---|---|---|---|---|---|
2451
Napco Security Technologies
NSSC
$1.44B
| $8.11M | ﹤0.01% |
1,854,112
+21,594
| +1% | +$103K |
|
|
WAGE
2452
DELISTED
WageWorks, Inc.
WAGE
| $8.11M | ﹤0.01% |
130,733
+99,581
| +320% | +$6.24M |
|
|
GOOD
2453
Gladstone Commercial Corp
GOOD
$593M
| $8.1M | ﹤0.01% |
384,813
+29,045
| +8% | +$643K |
|
|
BVH
2454
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $8.1M | ﹤0.01% |
203,373
+56,176
| +38% | +$2.21M |
|
|
LTS
2455
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $8.06M | ﹤0.01% |
2,551,324
+214,331
| +9% | +$665K |
|
2456
Crawford & Co Class A
CRD.A
$629M
| $7.99M | ﹤0.01% |
940,421
+46,817
| +5% | +$412K |
|
2457
Vermilion Energy
VET
$1.61B
| $7.95M | ﹤0.01% |
218,994
+62,147
| +40% | +$2.16M |
|
|
ABCD
2458
DELISTED
Cambium Learning Group, Inc.
ABCD
| $7.92M | ﹤0.01% |
1,393,485
-7,686
| -0.5% | -$46K |
|
|
BT
2459
DELISTED
BT Group plc (ADR)
BT
| $7.88M | ﹤0.01% |
432,714
-368
| -0.1% | -$6.51K |
|
|
WSR
2460
DELISTED
Whitestone REIT
WSR
| $7.87M | ﹤0.01% |
545,851
+30,417
| +6% | +$430K |
|
|
INAP
2461
DELISTED
Internap Corporation
INAP
| $7.84M | ﹤0.01% |
+499,158
| New | +$8.48M |
|
|
KYO
2462
DELISTED
Kyocera Adr
KYO
| $7.78M | ﹤0.01% |
118,789
-555
| -0.5% | -$37.5K |
|
|
CHFN
2463
DELISTED
Charter Financial Corp
CHFN
| $7.78M | ﹤0.01% |
443,294
+33,247
| +8% | +$612K |
|
2464
Aware
AWRE
$27.7M
| $7.77M | ﹤0.01% |
1,726,317
+28,825
| +2% | +$132K |
|
2465
Monarch Casino & Resort
MCRI
$2.18B
| $7.72M | ﹤0.01% |
172,200
-703
| -0.4% | -$31.2K |
|
|
SSNI
2466
DELISTED
Silver Spring Networks, Inc.
SSNI
| $7.71M | ﹤0.01% |
475,047
| – | – |
|
2467
QuinStreet
QNST
$889M
| $7.68M | ﹤0.01% |
916,992
-15,655
| -2% | -$133K |
|
2468
Radiant Logistics
RLGT
$392M
| $7.64M | ﹤0.01% |
1,662,040
+103,051
| +7% | +$499K |
|
|
TPCO
2469
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $7.62M | ﹤0.01% |
433,388
+68,489
| +19% | +$1.11M |
|
2470
Wayfair
W
$14.2B
| $7.62M | ﹤0.01% |
94,935
+33,444
| +54% | +$2.35M |
|
|
MPX
2471
DELISTED
Marine Products Corp
MPX
| $7.62M | ﹤0.01% |
597,689
+6,315
| +1% | +$93.8K |
|
2472
Sportsman's Warehouse
SPWH
$46M
| $7.61M | ﹤0.01% |
1,151,814
+184,434
| +19% | +$884K |
|
2473
TIM SA
TIMB
$8.73B
| $7.61M | ﹤0.01% |
393,769
-51,202
| -12% | -$949K |
|
|
IPHI
2474
DELISTED
INPHI CORPORATION
IPHI
| $7.6M | ﹤0.01% |
207,677
-3,554
| -2% | -$139K |
|
|
WIN
2475
DELISTED
Windstream Holdings Inc
WIN
| $7.58M | ﹤0.01% |
819,429
-24,083
| -3% | -$247K |
|
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.