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 | |
|---|---|---|---|---|---|---|
701
PRA Group
PRAA
$756M
| $89.9M | 0.04% |
2,365,883
+154,317
| +7% | +$5.63M |
|
|
CCMP
702
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $89.9M | 0.04% |
839,129
-24,179
| -3% | -$2.49M |
|
703
Analog Devices
ADI
$175B
| $89.9M | 0.04% |
986,174
+14,807
| +2% | +$1.35M |
|
|
GTT
704
DELISTED
GTT Communications, Inc.
GTT
| $89.5M | 0.04% |
1,579,083
-86,633
| -5% | -$4.27M |
|
705
Northern Trust
NTRS
$32.3B
| $89.1M | 0.04% |
863,865
+1,728
| +0.2% | +$181K |
|
706
Mercury Systems
MRCY
$5.25B
| $89.1M | 0.04% |
1,843,182
+10,753
| +0.6% | +$513K |
|
707
NNN REIT
NNN
$7.99B
| $89M | 0.04% |
2,268,192
+102,255
| +5% | +$3.99M |
|
708
Nu Skin
NUS
$223M
| $89M | 0.04% |
1,207,886
+32,439
| +3% | +$2.3M |
|
709
Scotiabank
BNS
$113B
| $88.8M | 0.04% |
1,439,361
+18,011
| +1% | +$1.14M |
|
|
AVX
710
DELISTED
AVX Corporation
AVX
| $88.4M | 0.04% |
5,342,458
+239,501
| +5% | +$4.23M |
|
|
PRA
711
DELISTED
ProAssurance
PRA
| $88.4M | 0.04% |
1,820,449
+256,834
| +16% | +$13.3M |
|
|
UNT
712
DELISTED
UNIT Corporation
UNT
| $88.3M | 0.04% |
4,468,928
+221,893
| +5% | +$4.84M |
|
713
International Paper
IP
$18B
| $88.3M | 0.04% |
1,745,157
-22,948
| -1% | -$1.27M |
|
714
Cars.com
CARS
$617M
| $88.1M | 0.04% |
3,109,238
+824,872
| +36% | +$24.1M |
|
715
Stewart Information Services
STC
$2B
| $88M | 0.04% |
2,002,322
+3,027
| +0.2% | +$130K |
|
716
Stepan Co
SCL
$1.4B
| $87.9M | 0.04% |
1,056,767
+7,503
| +0.7% | +$594K |
|
717
Manulife Financial
MFC
$72.4B
| $87.7M | 0.04% |
4,722,012
+146,342
| +3% | +$2.93M |
|
718
Deluxe
DLX
$1.08B
| $87.7M | 0.04% |
1,185,442
+25,682
| +2% | +$1.9M |
|
719
Conduent
CNDT
$252M
| $87.7M | 0.04% |
4,702,885
+173,815
| +4% | +$3.06M |
|
|
KAMN
720
DELISTED
Kaman Corp
KAMN
| $87.6M | 0.04% |
1,409,951
+6,318
| +0.5% | +$388K |
|
|
CHS
721
DELISTED
Chicos FAS, Inc.
CHS
| $87.4M | 0.04% |
9,663,588
+1,107,087
| +13% | +$10.3M |
|
|
PRSU
722
Pursuit Attractions and Hospitality Inc
PRSU
$1.33B
| $87.2M | 0.04% |
1,661,752
-10,599
| -0.6% | -$579K |
|
723
Ormat Technologies
ORA
$5.65B
| $87M | 0.04% |
1,543,463
+59,441
| +4% | +$3.7M |
|
724
First Citizens BancShares
FCNCA
$23.7B
| $87M | 0.04% |
210,575
-4,760
| -2% | -$2.05M |
|
725
Ashland
ASH
$3.23B
| $86.9M | 0.04% |
1,245,674
+2,868
| +0.2% | +$207K |
|
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.