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 |
Berkshire Hathaway Class B
BRK.B
|
+$680M |
| 2 |
AT&T
T
|
+$398M |
| 3 |
Bank of America
BAC
|
+$266M |
| 4 |
Pfizer
PFE
|
+$254M |
| 5 |
EFOR
Everforth Inc
EFOR
|
+$168M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TWX
Time Warner Inc
TWX
|
+$823M |
| 2 |
Qualcomm
QCOM
|
+$263M |
| 3 |
Cisco
CSCO
|
+$233M |
| 4 |
JPMorgan Chase
JPM
|
+$147M |
| 5 |
MON
Monsanto Co
MON
|
+$115M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.59% |
| 2 | Industrials | 12.95% |
| 3 | Technology | 12.72% |
| 4 | Consumer Discretionary | 10.67% |
| 5 | Healthcare | 9.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
876
Parker-Hannifin
PH
$123B
| $79.3M | 0.03% |
508,700
+2,426
| +0.5% | +$414K |
|
|
PPBI
877
DELISTED
Pacific Premier Bancorp
PPBI
| $79.2M | 0.03% |
2,076,930
+462,393
| +29% | +$18.9M |
|
|
CCMP
878
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $79.2M | 0.03% |
736,436
-102,693
| -12% | -$11.3M |
|
879
Tenet Healthcare
THC
$20.5B
| $79.1M | 0.03% |
2,355,637
+106,461
| +5% | +$3.31M |
|
|
ENDP
880
DELISTED
Endo International plc
ENDP
| $79.1M | 0.03% |
8,384,077
-2,336,398
| -22% | -$15.7M |
|
881
Encompass Health
EHC
$11B
| $79M | 0.03% |
1,466,314
+14,059
| +1% | +$703K |
|
|
STMP
882
DELISTED
Stamps.com, Inc.
STMP
| $79M | 0.03% |
312,089
-23,183
| -7% | -$5.59M |
|
|
HI
883
DELISTED
Hillenbrand
HI
| $78.8M | 0.03% |
1,672,241
-11,043
| -0.7% | -$518K |
|
884
Park Hotels & Resorts
PK
$3.03B
| $78.8M | 0.03% |
2,574,138
+240,609
| +10% | +$7.18M |
|
885
Watts Water Technologies
WTS
$11.5B
| $78.8M | 0.03% |
1,005,087
-9,358
| -0.9% | -$726K |
|
886
Standard Motor Products
SMP
$851M
| $78.7M | 0.03% |
1,628,305
+19,364
| +1% | +$907K |
|
|
KEM
887
DELISTED
KEMET Corporation
KEM
| $78.7M | 0.03% |
3,256,799
+52,024
| +2% | +$1.06M |
|
888
Kennametal
KMT
$2.59B
| $78.6M | 0.03% |
2,189,690
+119,160
| +6% | +$4.58M |
|
889
Energizer
ENR
$1.44B
| $78.5M | 0.03% |
1,247,543
+566
| +0% | +$33.3K |
|
890
CVB Financial
CVBF
$3.94B
| $78.4M | 0.03% |
3,496,914
+215,461
| +7% | +$4.95M |
|
|
SYNH
891
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $78.3M | 0.03% |
1,669,471
-114,687
| -6% | -$4.75M |
|
892
OceanFirst Financial
OCFC
$1.68B
| $78.3M | 0.03% |
2,612,305
+380,171
| +17% | +$10.7M |
|
893
E.W. Scripps
SSP
$257M
| $78.2M | 0.03% |
5,841,400
-48,427
| -0.8% | -$603K |
|
|
RTEC
894
DELISTED
Rudolph Technologies Inc
RTEC
| $78.2M | 0.03% |
2,640,469
-10,965
| -0.4% | -$333K |
|
895
First Citizens BancShares
FCNCA
$24.9B
| $78.1M | 0.03% |
193,769
-16,806
| -8% | -$7.24M |
|
896
Dominion Energy
D
$60.8B
| $78.1M | 0.03% |
1,145,265
+16,699
| +1% | +$1.09M |
|
897
Timken Company
TKR
$9.56B
| $77.9M | 0.03% |
1,788,248
+93,934
| +6% | +$4.38M |
|
898
Webster Financial
WBS
$12.5B
| $77.8M | 0.03% |
1,221,607
-116,102
| -9% | -$7.23M |
|
899
Mine Safety
MSA
$7.35B
| $77.7M | 0.03% |
806,003
-20,450
| -2% | -$1.85M |
|
|
CONE
900
DELISTED
CyrusOne Inc Common Stock
CONE
| $77.6M | 0.03% |
1,330,039
+85,527
| +7% | +$4.64M |
|
Similar funds
Dimensional Fund Advisors's Q2 2018 Portfolio in Review
As of Q2 2018, Dimensional Fund Advisors held 3,442 positions worth $251B, up 4.5% from $240B the previous quarter. Its ten largest holdings account for 9.5% of the portfolio.
Trading was light in Q2 2018: portfolio turnover was 5%. Dimensional Fund Advisors opened 95 new positions and exited 76, leaving the 3,442-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 Q2 2018 buy was nVent Electric: 2,369,790 shares worth $59.5M.
- Dimensional Fund Advisors added most to Berkshire Hathaway Class B in Q2 2018, an estimated $680M increase.
- Dimensional Fund Advisors's biggest Q2 2018 reduction was Qualcomm, cutting an estimated $263M.
- Dimensional Fund Advisors fully exited Time Warner Inc in Q2 2018, selling an estimated $823M.
- Dimensional Fund Advisors's ten largest holdings make up 9.5% of its $251B portfolio in Q2 2018.
- Dimensional Fund Advisors opened 95 new positions and closed 76 in Q2 2018.
- Dimensional Fund Advisors's portfolio value rose 4.5% quarter-over-quarter to $251B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2018, filed 10 Aug 2018.