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 | |
|---|---|---|---|---|---|---|
1151
Sensata Technologies
ST
$6.1B
| $59.1M | 0.02% |
1,139,701
+11,543
| +1% | +$615K |
|
|
MNK
1152
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $59M | 0.02% |
4,077,402
+735,529
| +22% | +$13.3M |
|
1153
Illumina
ILMN
$34.6B
| $59M | 0.02% |
256,689
-1,315
| -0.5% | -$301K |
|
1154
California Water Service
CWT
$2.97B
| $58.8M | 0.02% |
1,577,716
+7,036
| +0.4% | +$281K |
|
1155
Oxford Industries
OXM
$438M
| $58.7M | 0.02% |
787,885
+1,514
| +0.2% | +$121K |
|
1156
Valvoline
VVV
$3.46B
| $58.7M | 0.02% |
2,652,289
-24,180
| -0.9% | -$575K |
|
1157
Green Plains
GPRE
$1.06B
| $58.7M | 0.02% |
3,493,209
-21,135
| -0.6% | -$380K |
|
|
SRC
1158
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $58.7M | 0.02% |
1,686,371
+872
| +0.1% | +$31.1K |
|
1159
Cogent Communications
CCOI
$444M
| $58.7M | 0.02% |
1,352,100
+24,967
| +2% | +$1.1M |
|
|
TWNK
1160
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $58.7M | 0.02% |
3,966,993
+718,520
| +22% | +$10.1M |
|
1161
Hexcel
HXL
$6.89B
| $58.7M | 0.02% |
908,290
-11,515
| -1% | -$758K |
|
1162
Monro
MNRO
$381M
| $58.6M | 0.02% |
1,093,226
+39,656
| +4% | +$2.2M |
|
1163
Douglas Dynamics
PLOW
$908M
| $58.5M | 0.02% |
1,348,455
-11,407
| -0.8% | -$473K |
|
1164
Regeneron Pharmaceuticals
REGN
$79.7B
| $58.4M | 0.02% |
169,670
+2,053
| +1% | +$714K |
|
1165
Brunswick
BC
$4.39B
| $58.4M | 0.02% |
983,753
-3,092
| -0.3% | -$183K |
|
1166
SunCoke Energy
SXC
$816M
| $58.4M | 0.02% |
5,428,872
-11,346
| -0.2% | -$129K |
|
1167
Oneok
OKE
$58.4B
| $58.4M | 0.02% |
1,026,217
-72,794
| -7% | -$4.18M |
|
1168
Canadian Imperial Bank of Commerce
CM
$103B
| $58.3M | 0.02% |
1,321,506
+21,926
| +2% | +$1.03M |
|
1169
Agilent Technologies
A
$43.3B
| $58.3M | 0.02% |
870,851
-14,835
| -2% | -$1.04M |
|
1170
Sprouts Farmers Market
SFM
$6.63B
| $58.2M | 0.02% |
2,479,563
+58,647
| +2% | +$1.5M |
|
|
KEM
1171
DELISTED
KEMET Corporation
KEM
| $58.1M | 0.02% |
3,204,775
+141,320
| +5% | +$2.59M |
|
|
SHLM
1172
DELISTED
Schulman (A.) Inc
SHLM
| $58M | 0.02% |
1,349,480
-23,327
| -2% | -$950K |
|
|
DHC
1173
Diversified Healthcare Trust
DHC
$1.92B
| $58M | 0.02% |
3,704,309
+126,615
| +4% | +$2.11M |
|
|
NXH
1174
Neighborhood Intelligence Inc
NXH
$324M
| $57.9M | 0.02% |
2,126,392
-16,787
| -0.8% | -$787K |
|
|
DCOM
1175
DELISTED
Dime Community Bancshares
DCOM
| $57.8M | 0.02% |
3,143,917
+105,380
| +3% | +$2.05M |
|
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.