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 | |
|---|---|---|---|---|---|---|
1426
Jefferies Financial Group
JEF
$11B
| $46.7M | 0.02% |
2,294,541
+58,047
| +3% | +$1.32M |
|
1427
Dave & Buster's
PLAY
$228M
| $46.6M | 0.02% |
1,116,718
+74,161
| +7% | +$3.42M |
|
1428
Public Service Enterprise Group
PEG
$35.4B
| $46.5M | 0.02% |
925,922
-1,200
| -0.1% | -$58.9K |
|
|
ENLC
1429
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $46.5M | 0.02% |
3,173,164
+378,910
| +14% | +$6.37M |
|
1430
Lumentum
LITE
$80.2B
| $46.4M | 0.02% |
727,722
+84,905
| +13% | +$4.87M |
|
1431
Anika Therapeutics
ANIK
$282M
| $46.3M | 0.02% |
930,771
+29,467
| +3% | +$1.66M |
|
1432
Stratasys
SSYS
$700M
| $46.3M | 0.02% |
2,292,337
+306,763
| +15% | +$6.56M |
|
1433
Viasat
VSAT
$10.1B
| $46.2M | 0.02% |
703,640
-55,788
| -7% | -$4.07M |
|
1434
Watsco Inc
WSO
$12.6B
| $46.2M | 0.02% |
255,524
+3,579
| +1% | +$620K |
|
|
CORE
1435
DELISTED
Core Mark Holding Co., Inc.
CORE
| $46.2M | 0.02% |
2,174,430
+153,074
| +8% | +$3.45M |
|
1436
Neogen
NEOG
$2.8B
| $46.2M | 0.02% |
1,379,966
-53,309
| -4% | -$1.61M |
|
|
SJI
1437
DELISTED
South Jersey Industries, Inc.
SJI
| $46.2M | 0.02% |
1,638,859
+14,906
| +0.9% | +$419K |
|
|
BUFF
1438
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $46.1M | 0.02% |
1,158,786
+29,058
| +3% | +$1.05M |
|
|
BDN
1439
Brandywine Realty Trust
BDN
$501M
| $46.1M | 0.02% |
2,902,667
+86,964
| +3% | +$1.45M |
|
|
FINL
1440
DELISTED
Finish Line
FINL
| $46.1M | 0.02% |
3,402,813
+23,219
| +0.7% | +$268K |
|
|
LEG
1441
DELISTED
Leggett & Platt
LEG
| $45.9M | 0.02% |
1,034,888
+307,448
| +42% | +$14.1M |
|
|
GLOG
1442
DELISTED
GASLOG LTD
GLOG
| $45.9M | 0.02% |
2,790,102
+518,231
| +23% | +$9.81M |
|
1443
Eversource Energy
ES
$26B
| $45.9M | 0.02% |
778,927
+6,605
| +0.9% | +$391K |
|
|
XEC
1444
DELISTED
CIMAREX ENERGY CO
XEC
| $45.9M | 0.02% |
490,609
+69,292
| +16% | +$7.38M |
|
|
DISCK
1445
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $45.9M | 0.02% |
2,349,153
+133,630
| +6% | +$2.99M |
|
1446
Johnson Outdoors
JOUT
$465M
| $45.7M | 0.02% |
737,040
-3,778
| -0.5% | -$241K |
|
1447
Banc of California
BANC
$2.93B
| $45.7M | 0.02% |
2,366,271
-3,397
| -0.1% | -$69K |
|
1448
Enviri
NVRI
$579M
| $45.6M | 0.02% |
2,210,002
+30,801
| +1% | +$591K |
|
|
KG
1449
Kestrel Group
KG
$48.4M
| $45.6M | 0.02% |
350,782
+6,627
| +2% | +$920K |
|
1450
IDEX
IEX
$16.4B
| $45.6M | 0.02% |
319,749
-11,356
| -3% | -$1.59M |
|
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.