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 | |
|---|---|---|---|---|---|---|
|
HSKA
2201
DELISTED
Heska Corp
HSKA
| $15.1M | 0.01% |
191,044
+8,513
| +5% | +$623K |
|
2202
JELD-WEN Holding
JELD
$164M
| $15.1M | 0.01% |
+492,660
| New | +$17.9M |
|
|
VWTR
2203
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $15.1M | 0.01% |
1,315,691
| – | – |
|
2204
Paylocity
PCTY
$7.76B
| $15.1M | 0.01% |
294,017
+115,202
| +64% | +$5.71M |
|
|
MNR
2205
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $15.1M | 0.01% |
1,000,655
+22,621
| +2% | +$354K |
|
2206
Lifetime Brands
LCUT
$193M
| $14.9M | 0.01% |
1,202,294
| – | – |
|
2207
Ameresco
AMRC
$1.26B
| $14.9M | 0.01% |
1,143,461
+140,550
| +14% | +$1.33M |
|
2208
Ambarella
AMBA
$2.95B
| $14.9M | 0.01% |
303,351
+130,586
| +76% | +$6.77M |
|
2209
Methanex
MEOH
$4.72B
| $14.8M | 0.01% |
244,676
+980
| +0.4% | +$57.5K |
|
|
FSB
2210
DELISTED
Franklin Financial Network, Inc.
FSB
| $14.8M | 0.01% |
453,310
+129,854
| +40% | +$4.33M |
|
|
CTO
2211
CTO Realty Growth
CTO
$765M
| $14.7M | 0.01% |
862,299
+39,717
| +5% | +$701K |
|
2212
NACCO Industries
NC
$283M
| $14.7M | 0.01% |
446,470
| – | – |
|
2213
Orion Group Holdings
ORN
$366M
| $14.7M | 0.01% |
2,224,261
+136,757
| +7% | +$982K |
|
|
MCBC
2214
DELISTED
Macatawa Bank Corp
MCBC
| $14.6M | 0.01% |
1,421,766
+53,776
| +4% | +$549K |
|
2215
CareTrust REIT
CTRE
$9.02B
| $14.6M | 0.01% |
1,086,730
+50,537
| +5% | +$748K |
|
2216
Distribution Solutions Group
DSGR
$1.61B
| $14.5M | 0.01% |
1,151,346
+8,032
| +0.7% | +$98.4K |
|
|
FFKT
2217
DELISTED
Farmers Capital Bank Corp
FFKT
| $14.5M | 0.01% |
362,693
+21,127
| +6% | +$824K |
|
2218
Compañía de Cervecerías Unidas
CCU
$2.1B
| $14.5M | 0.01% |
491,939
-487
| -0.1% | -$14K |
|
2219
Clean Energy Fuels
CLNE
$384M
| $14.4M | 0.01% |
8,723,418
+31,346
| +0.4% | +$51.5K |
|
2220
Old Second Bancorp
OSBC
$1.27B
| $14.4M | 0.01% |
1,034,457
-2,281
| -0.2% | -$32.5K |
|
2221
Global Net Lease
GNL
$2.06B
| $14.3M | 0.01% |
848,394
+82,599
| +11% | +$1.45M |
|
|
GCAP
2222
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $14.3M | 0.01% |
2,120,732
| – | – |
|
2223
Heritage Insurance Holdings
HRTG
$1.05B
| $14.3M | 0.01% |
941,381
-4,181
| -0.4% | -$71.6K |
|
2224
Lennar Class B
LEN.B
$18.9B
| $14.3M | 0.01% |
314,735
+39,763
| +14% | +$1.89M |
|
|
YELL
2225
DELISTED
Yellow Corporation Common Stock
YELL
| $14.3M | 0.01% |
1,615,560
-29,391
| -2% | -$348K |
|
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.