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 | |
|---|---|---|---|---|---|---|
|
HZNP
726
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $86.9M | 0.04% |
6,119,677
-671,956
| -10% | -$9.93M |
|
727
Home BancShares
HOMB
$5.95B
| $86.9M | 0.04% |
3,809,059
+28,473
| +0.8% | +$682K |
|
|
AVTA
728
DELISTED
Avantax, Inc. Common Stock
AVTA
| $86.8M | 0.04% |
3,526,791
| – | – |
|
729
Parker-Hannifin
PH
$116B
| $86.6M | 0.04% |
506,274
+9,963
| +2% | +$1.89M |
|
730
Applied Industrial Technologies
AIT
$11.6B
| $86.4M | 0.04% |
1,185,721
+3,154
| +0.3% | +$226K |
|
731
Globus Medical
GMED
$10.1B
| $86.4M | 0.04% |
1,733,938
-14,883
| -0.9% | -$700K |
|
732
Avient
AVNT
$3.75B
| $86.3M | 0.04% |
2,029,749
-23,643
| -1% | -$1.02M |
|
733
Modine Manufacturing
MOD
$9.62B
| $86.2M | 0.04% |
4,076,251
+16,864
| +0.4% | +$384K |
|
734
Cavco Industries
CVCO
$4.13B
| $86.2M | 0.04% |
496,140
-1,395
| -0.3% | -$231K |
|
735
Matador Resources
MTDR
$7.14B
| $86.2M | 0.04% |
2,880,742
-114,720
| -4% | -$3.48M |
|
|
SLCA
736
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $86.1M | 0.04% |
3,372,933
+1,331,451
| +65% | +$40.8M |
|
737
Salesforce
CRM
$206B
| $86M | 0.04% |
739,770
+1,620
| +0.2% | +$186K |
|
738
Materion
MTRN
$5.17B
| $86M | 0.04% |
1,685,071
-116
| -0% | -$5.92K |
|
|
HOLX
739
DELISTED
Hologic
HOLX
| $86M | 0.04% |
2,301,792
+301,278
| +15% | +$12.2M |
|
740
Kelly Services Class A
KELYA
$566M
| $85.9M | 0.04% |
2,957,735
+800
| +0% | +$23.3K |
|
741
UMB Financial
UMBF
$10.2B
| $85.8M | 0.04% |
1,185,801
+32,859
| +3% | +$2.46M |
|
742
Douglas Emmett
DEI
$1.74B
| $85.7M | 0.04% |
2,331,373
+115,256
| +5% | +$4.32M |
|
743
Synaptics
SYNA
$3.49B
| $85.6M | 0.04% |
1,870,956
+269,298
| +17% | +$12.2M |
|
|
ATSG
744
DELISTED
Air Transport Services Group
ATSG
| $85.4M | 0.04% |
3,663,013
-572,199
| -14% | -$14M |
|
745
Ameris Bancorp
ABCB
$5.62B
| $85.4M | 0.04% |
1,614,498
+38,458
| +2% | +$2.07M |
|
746
Glacier Bancorp
GBCI
$5.85B
| $85.3M | 0.04% |
2,223,336
-3,429
| -0.2% | -$135K |
|
747
Bank of Hawaii
BOH
$2.95B
| $85.3M | 0.04% |
1,026,178
+15,764
| +2% | +$1.33M |
|
748
Martin Marietta Materials
MLM
$35.3B
| $85.2M | 0.04% |
411,084
+18,814
| +5% | +$4.08M |
|
749
Air Products & Chemicals
APD
$63.9B
| $85M | 0.04% |
534,673
+6,326
| +1% | +$1.04M |
|
|
USG
750
DELISTED
Usg
USG
| $85M | 0.04% |
2,103,499
-8,020
| -0.4% | -$291K |
|
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.