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 |
American Tower
AMT
|
+$251M |
| 2 |
Pfizer
PFE
|
+$181M |
| 3 |
DuPont de Nemours
DD
|
+$167M |
| 4 |
Berkshire Hathaway Class B
BRK.B
|
+$167M |
| 5 |
Amazon
AMZN
|
+$160M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LNCE
Snyders-Lance, Inc.
LNCE
|
+$179M |
| 2 |
CAA
CalAtlantic Group, Inc.
CAA
|
+$175M |
| 3 |
EFOR
Everforth Inc
EFOR
|
+$161M |
| 4 |
CPN
Calpine Corporation
CPN
|
+$151M |
| 5 |
TIME
Time Inc.
TIME
|
+$126M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.63% |
| 2 | Industrials | 13.66% |
| 3 | Technology | 13.58% |
| 4 | Consumer Discretionary | 10.95% |
| 5 | Healthcare | 9.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WRK
301
DELISTED
WestRock Company
WRK
| $167M | 0.07% |
2,599,418
+1,156
| +0% | +$76.4K |
|
302
Dollar Tree
DLTR
$21.5B
| $167M | 0.07% |
1,756,896
+14,378
| +0.8% | +$1.51M |
|
|
ATVI
303
DELISTED
Activision Blizzard
ATVI
| $167M | 0.07% |
2,469,093
-7,915
| -0.3% | -$559K |
|
304
Jacobs Solutions
J
$16.8B
| $166M | 0.07% |
3,392,636
-191,051
| -5% | -$10.1M |
|
305
Trustmark
TRMK
$2.76B
| $165M | 0.07% |
5,305,474
+58,159
| +1% | +$1.87M |
|
|
SAFM
306
DELISTED
Sanderson Farms Inc
SAFM
| $165M | 0.07% |
1,387,606
-22,334
| -2% | -$2.84M |
|
307
Barclays
BCS
$86.2B
| $165M | 0.07% |
14,602,398
+752,855
| +5% | +$8.21M |
|
|
CELG
308
DELISTED
Celgene Corp
CELG
| $164M | 0.07% |
1,843,305
-3,622
| -0.2% | -$348K |
|
309
Healthpeak Properties
DOC
$13.9B
| $164M | 0.07% |
7,077,969
+192,367
| +3% | +$4.47M |
|
310
Sanmina
SANM
$10.6B
| $164M | 0.07% |
6,254,341
-73,283
| -1% | -$2.09M |
|
|
ILG
311
DELISTED
ILG, Inc Common Stock
ILG
| $163M | 0.07% |
5,251,257
-464,024
| -8% | -$14.5M |
|
|
RSPP
312
DELISTED
RSP Permian, Inc.
RSPP
| $163M | 0.07% |
3,482,243
+242,258
| +7% | +$9.53M |
|
313
ICICI Bank
IBN
$102B
| $163M | 0.07% |
18,399,609
-1,677,424
| -8% | -$16.6M |
|
314
Norwegian Cruise Line
NCLH
$6.67B
| $163M | 0.07% |
3,073,924
+57,229
| +2% | +$3.25M |
|
|
APC
315
DELISTED
Anadarko Petroleum
APC
| $162M | 0.07% |
2,684,548
+90,666
| +3% | +$5.32M |
|
|
FMBI
316
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $161M | 0.07% |
6,550,516
+165,246
| +3% | +$4.16M |
|
|
MINI
317
DELISTED
Mobile Mini Inc
MINI
| $160M | 0.07% |
3,689,338
-29,808
| -0.8% | -$1.21M |
|
318
Johnson Controls International
JCI
$83.7B
| $160M | 0.07% |
4,543,822
+861,634
| +23% | +$32.7M |
|
|
SNP
319
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $159M | 0.07% |
1,802,522
-10,442
| -0.6% | -$862K |
|
|
TMHC
320
DELISTED
Taylor Morrison
TMHC
| $159M | 0.07% |
6,847,993
+1,415,180
| +26% | +$35.3M |
|
321
Lincoln National
LNC
$8.35B
| $159M | 0.07% |
2,180,515
-18,066
| -0.8% | -$1.42M |
|
322
Mid-America Apartment Communities
MAA
$14.5B
| $159M | 0.07% |
1,743,118
+57,791
| +3% | +$5.23M |
|
323
Acadia Healthcare
ACHC
$2.53B
| $158M | 0.07% |
4,031,525
+1,178,151
| +41% | +$43.2M |
|
|
AVNS
324
DELISTED
Avanos Medical
AVNS
| $158M | 0.07% |
3,421,297
+40,934
| +1% | +$1.94M |
|
325
Green Dot
GDOT
$753M
| $158M | 0.07% |
2,455,835
-109,371
| -4% | -$6.89M |
|
Similar funds
Dimensional Fund Advisors's Q1 2018 Portfolio in Review
As of Q1 2018, Dimensional Fund Advisors held 3,413 positions worth $240B, down 0.53% from $241B the previous quarter. Its ten largest holdings account for 9.4% of the portfolio.
Trading was light in Q1 2018: portfolio turnover was 4.6%. Dimensional Fund Advisors opened 89 new positions and exited 69, leaving the 3,413-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 21% of assets, up from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2018 buy was GCI Liberty, Inc. Class A Common Stock (DE): 2,183,455 shares worth $115M.
- Dimensional Fund Advisors added most to American Tower in Q1 2018, an estimated $251M increase.
- Dimensional Fund Advisors's biggest Q1 2018 reduction was Everforth Inc, cutting an estimated $161M.
- Dimensional Fund Advisors fully exited Snyders-Lance, Inc. in Q1 2018, selling an estimated $179M.
- Dimensional Fund Advisors's ten largest holdings make up 9.4% of its $240B portfolio in Q1 2018.
- Dimensional Fund Advisors opened 89 new positions and closed 69 in Q1 2018.
- Dimensional Fund Advisors's portfolio value fell 0.53% quarter-over-quarter to $240B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2018, filed 11 May 2018.