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 | |
|---|---|---|---|---|---|---|
|
ALXN
1501
DELISTED
Alexion Pharmaceuticals
ALXN
| $42.9M | 0.02% |
384,441
+12,402
| +3% | +$1.48M |
|
1502
TTEC Holdings
TTEC
$59.6M
| $42.8M | 0.02% |
1,393,352
+2,222
| +0.2% | +$82.5K |
|
1503
Scorpio Tankers
STNG
$4.4B
| $42.7M | 0.02% |
2,179,239
+274,321
| +14% | +$6.96M |
|
1504
F5
FFIV
$24.6B
| $42.7M | 0.02% |
295,339
+10,199
| +4% | +$1.46M |
|
1505
MSC Industrial Direct
MSM
$6.8B
| $42.7M | 0.02% |
465,655
-5,432
| -1% | -$502K |
|
1506
MYR Group
MYRG
$4.31B
| $42.6M | 0.02% |
1,382,873
-3,454
| -0.2% | -$117K |
|
|
KNL
1507
DELISTED
Knoll, Inc.
KNL
| $42.6M | 0.02% |
2,110,710
+16,108
| +0.8% | +$356K |
|
|
MASI
1508
DELISTED
Masimo
MASI
| $42.6M | 0.02% |
484,138
-25,442
| -5% | -$2.22M |
|
|
RPAI
1509
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $42.6M | 0.02% |
3,651,170
+180,384
| +5% | +$2.17M |
|
1510
Franklin Templeton
BEN
$16.8B
| $42.5M | 0.02% |
1,226,616
+23,274
| +2% | +$946K |
|
1511
Waters Corp
WAT
$42.2B
| $42.4M | 0.02% |
213,604
+1,577
| +0.7% | +$326K |
|
|
CPLA
1512
DELISTED
Capella Education Company
CPLA
| $42.4M | 0.02% |
485,366
-256
| -0.1% | -$21K |
|
1513
Ennis
EBF
$541M
| $42.4M | 0.02% |
2,151,609
+8,932
| +0.4% | +$181K |
|
1514
National Health Investors
NHI
$3.4B
| $42.4M | 0.02% |
629,717
+30,317
| +5% | +$2.07M |
|
1515
Hawaiian Electric Industries
HE
$1.74B
| $42.2M | 0.02% |
1,227,642
+316,249
| +35% | +$10.7M |
|
1516
Tennant Co
TNC
$1.14B
| $42.2M | 0.02% |
623,398
+1,152
| +0.2% | +$78.3K |
|
1517
ScottsMiracle-Gro
SMG
$3.14B
| $42.2M | 0.02% |
491,913
-12,738
| -3% | -$1.21M |
|
|
RUTH
1518
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $42.2M | 0.02% |
1,724,477
-197
| -0% | -$4.64K |
|
1519
Univest Financial
UVSP
$1.17B
| $42.1M | 0.02% |
1,518,717
+139,344
| +10% | +$3.9M |
|
|
STBZ
1520
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
| $42M | 0.02% |
1,401,114
+139,986
| +11% | +$4.22M |
|
1521
FerroAtlántica
GSM
$796M
| $42M | 0.02% |
3,917,043
-222,224
| -5% | -$3.39M |
|
|
SRCL
1522
DELISTED
Stericycle Inc
SRCL
| $42M | 0.02% |
716,864
+12,940
| +2% | +$876K |
|
1523
Henry Schein
HSIC
$9.48B
| $42M | 0.02% |
795,828
-8,865
| -1% | -$491K |
|
1524
B&G Foods
BGS
$247M
| $41.9M | 0.02% |
1,769,386
-2,236
| -0.1% | -$68.4K |
|
|
COHR
1525
DELISTED
Coherent Inc
COHR
| $41.9M | 0.02% |
223,750
-204,986
| -48% | -$49.4M |
|
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.