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 | |
|---|---|---|---|---|---|---|
1776
Acuity Brands
AYI
$8.97B
| $31.5M | 0.01% |
226,055
+8,571
| +4% | +$1.32M |
|
|
SVU
1777
DELISTED
SUPERVALU Inc.
SVU
| $31.4M | 0.01% |
2,064,590
+20,830
| +1% | +$331K |
|
1778
Waterstone Financial
WSBF
$371M
| $31.4M | 0.01% |
1,814,973
+78,579
| +5% | +$1.36M |
|
|
TACO
1779
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $31.4M | 0.01% |
3,028,759
+264,462
| +10% | +$3.27M |
|
|
AKS
1780
DELISTED
AK Steel Holding Corp
AKS
| $31.2M | 0.01% |
6,897,010
+680,933
| +11% | +$3.74M |
|
1781
Quad
QUAD
$494M
| $31.2M | 0.01% |
1,231,393
+83,498
| +7% | +$2.03M |
|
1782
Alpha and Omega Semiconductor
AOSL
$763M
| $31.2M | 0.01% |
2,020,049
+1,832
| +0.1% | +$29.6K |
|
1783
MaxLinear
MXL
$6.8B
| $31.2M | 0.01% |
1,369,613
+55,131
| +4% | +$1.37M |
|
|
UCFC
1784
DELISTED
United Community Financial Corp
UCFC
| $31.1M | 0.01% |
3,153,227
+51,383
| +2% | +$495K |
|
|
SWN
1785
DELISTED
Southwestern Energy Company
SWN
| $31M | 0.01% |
7,167,901
+2,431,342
| +51% | +$10.9M |
|
1786
Forrester Research
FORR
$214M
| $31M | 0.01% |
748,186
+21,970
| +3% | +$937K |
|
1787
Regional Management Corp
RM
$296M
| $31M | 0.01% |
973,839
+104,066
| +12% | +$3.08M |
|
|
NSM
1788
DELISTED
Nationstar Mortgage Holdings
NSM
| $31M | 0.01% |
1,726,185
+237,633
| +16% | +$4.27M |
|
|
ITG
1789
DELISTED
Investment Technology Group Inc
ITG
| $30.9M | 0.01% |
1,566,552
-5,372
| -0.3% | -$109K |
|
1790
Matrix Service
MTRX
$282M
| $30.9M | 0.01% |
2,253,580
-5,471
| -0.2% | -$90K |
|
|
HTBK
1791
DELISTED
Heritage Commerce
HTBK
| $30.9M | 0.01% |
1,872,521
+131,054
| +8% | +$2.12M |
|
1792
Chefs' Warehouse
CHEF
$4.49B
| $30.8M | 0.01% |
1,340,486
+80,415
| +6% | +$1.73M |
|
|
BKI
1793
DELISTED
Black Knight, Inc. Common Stock
BKI
| $30.8M | 0.01% |
653,346
+62,228
| +11% | +$3.02M |
|
1794
Boot Barn
BOOT
$3.72B
| $30.7M | 0.01% |
1,732,918
+435,132
| +34% | +$7.84M |
|
|
ROIC
1795
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $30.7M | 0.01% |
1,738,372
+30,533
| +2% | +$548K |
|
1796
Republic Bancorp
RBCAA
$1.84B
| $30.6M | 0.01% |
799,096
+15,553
| +2% | +$605K |
|
1797
Churchill Downs
CHDN
$5.73B
| $30.5M | 0.01% |
748,746
-133,272
| -15% | -$5.67M |
|
1798
SFL Corp
SFL
$1.91B
| $30.4M | 0.01% |
2,128,893
-5,106
| -0.2% | -$76.4K |
|
1799
Lindsay Corp
LNN
$1.19B
| $30.4M | 0.01% |
332,845
+25,250
| +8% | +$2.29M |
|
1800
Hain Celestial
HAIN
$52.1M
| $30.4M | 0.01% |
948,179
-43,303
| -4% | -$1.57M |
|
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.