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 | |
|---|---|---|---|---|---|---|
|
EXTN
801
DELISTED
Exterran Corporation
EXTN
| $80.9M | 0.03% |
3,028,749
+219
| +0% | +$6.34K |
|
802
Mercury Insurance
MCY
$5.65B
| $80.8M | 0.03% |
1,760,517
+396,789
| +29% | +$18.9M |
|
803
Global Payments
GPN
$22.9B
| $80.7M | 0.03% |
723,530
-15,763
| -2% | -$1.74M |
|
804
Genuine Parts
GPC
$18B
| $80.5M | 0.03% |
896,193
+2,763
| +0.3% | +$267K |
|
|
SIVB
805
DELISTED
SVB Financial Group
SIVB
| $80.5M | 0.03% |
335,372
+19,303
| +6% | +$4.84M |
|
806
Methode Electronics
MEI
$473M
| $80.4M | 0.03% |
2,055,779
+16,560
| +0.8% | +$671K |
|
807
CBRE Group
CBRE
$40.1B
| $80.3M | 0.03% |
1,699,679
+24,313
| +1% | +$1.11M |
|
808
Integra LifeSciences
IART
$1.25B
| $80.2M | 0.03% |
1,449,905
-45,564
| -3% | -$2.39M |
|
|
MSFG
809
DELISTED
MainSource Financial Group Inc
MSFG
| $80.1M | 0.03% |
1,971,058
-1,701
| -0.1% | -$66.3K |
|
810
KB Home
KBH
$2.98B
| $79.6M | 0.03% |
2,798,572
+559
| +0% | +$17.4K |
|
|
ACC
811
DELISTED
American Campus Communities, Inc.
ACC
| $79.6M | 0.03% |
2,060,862
+87,279
| +4% | +$3.29M |
|
812
O'Reilly Automotive
ORLY
$67.7B
| $79.5M | 0.03% |
4,821,090
+444,585
| +10% | +$7.52M |
|
813
CarMax
KMX
$8.34B
| $79.4M | 0.03% |
1,282,622
+86,519
| +7% | +$5.66M |
|
814
Paycom
PAYC
$10.3B
| $79.4M | 0.03% |
739,431
-50,587
| -6% | -$4.86M |
|
|
SKX
815
DELISTED
Skechers
SKX
| $79.4M | 0.03% |
2,041,366
-14,958
| -0.7% | -$596K |
|
816
Littelfuse
LFUS
$10.1B
| $79.4M | 0.03% |
381,304
+35,012
| +10% | +$7.34M |
|
817
ICU Medical
ICUI
$3.89B
| $79.4M | 0.03% |
314,392
-14,842
| -5% | -$3.49M |
|
818
Andersons Inc
ANDE
$2.43B
| $79.2M | 0.03% |
2,393,545
+3,618
| +0.2% | +$123K |
|
819
Intuitive Surgical
ISRG
$135B
| $79.2M | 0.03% |
575,592
+4,314
| +0.8% | +$602K |
|
820
Diamondback Energy
FANG
$54.5B
| $79M | 0.03% |
624,416
+91,767
| +17% | +$11.6M |
|
|
HPP
821
Hudson Pacific Properties
HPP
$620M
| $79M | 0.03% |
346,775
+1,578
| +0.5% | +$351K |
|
|
VSTO
822
DELISTED
Vista Outdoor Inc.
VSTO
| $78.9M | 0.03% |
4,835,881
+223,903
| +5% | +$3.64M |
|
823
Watts Water Technologies
WTS
$11.6B
| $78.8M | 0.03% |
1,014,445
+9,713
| +1% | +$756K |
|
824
ArcelorMittal
MT
$55.1B
| $78.7M | 0.03% |
2,475,099
-2,627
| -0.1% | -$90.1K |
|
825
CubeSmart
CUBE
$8.94B
| $78.7M | 0.03% |
2,790,940
+6,168
| +0.2% | +$168K |
|
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.