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 |
Broadcom
AVGO
|
+$134M |
| 2 |
FedEx
FDX
|
+$115M |
| 3 |
Prologis
PLD
|
+$105M |
| 4 |
Marriott Vacations Worldwide
VAC
|
+$91.5M |
| 5 |
Berkshire Hathaway Class B
BRK.B
|
+$88.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPMorgan Chase
JPM
|
+$427M |
| 2 |
Cisco
CSCO
|
+$288M |
| 3 |
Wells Fargo
WFC
|
+$187M |
| 4 |
GGP
GGP Inc.
GGP
|
+$172M |
| 5 |
ILG
ILG, Inc Common Stock
ILG
|
+$164M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.87% |
| 2 | Industrials | 13.37% |
| 3 | Technology | 12.91% |
| 4 | Consumer Discretionary | 10.5% |
| 5 | Healthcare | 10.29% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
XOMA
3076
DELISTED
Xoma
XOMA
| $949K | ﹤0.01% |
54,017
+26,832
| +99% | +$538K |
|
3077
Lifeway Foods
LWAY
$473M
| $948K | ﹤0.01% |
356,218
-18,164
| -5% | -$66.5K |
|
3078
Abeona Therapeutics
ABEO
$340M
| $933K | ﹤0.01% |
+2,917
| New | +$1.03M |
|
3079
Haverty Furniture Companies Class A
HVT.A
| $932K | ﹤0.01% |
42,097
| – | – |
|
3080
Sypris Solutions
SYPR
$44.2M
| $929K | ﹤0.01% |
683,453
-74,564
| -10% | -$114K |
|
|
AT
3081
DELISTED
Atlantic Power Corporation
AT
| $927K | ﹤0.01% |
421,456
| – | – |
|
|
SPNS
3082
DELISTED
Sapiens International
SPNS
| $919K | ﹤0.01% |
69,531
+27,719
| +66% | +$307K |
|
3083
Broadwind
BWEN
$92.9M
| $908K | ﹤0.01% |
416,435
-26,351
| -6% | -$59.6K |
|
|
CPAC
3084
Cementos Pacasmayo
CPAC
$1.04B
| $906K | ﹤0.01% |
86,580
| – | – |
|
|
DWCH
3085
DELISTED
Datawatch Corp
DWCH
| $903K | ﹤0.01% |
77,543
| – | – |
|
3086
Farmers & Merchants Bancorp
FMAO
$473M
| $896K | ﹤0.01% |
21,039
+5,421
| +35% | +$241K |
|
3087
ImmunityBio
IBRX
$7.2B
| $895K | ﹤0.01% |
241,815
+25,543
| +12% | +$80.8K |
|
|
FLXN
3088
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $895K | ﹤0.01% |
+47,851
| New | +$1.1M |
|
3089
First Majestic Silver
AG
$7.77B
| $894K | ﹤0.01% |
157,375
| – | – |
|
3090
Eagle Bancorp Montana
EBMT
$188M
| $891K | ﹤0.01% |
49,089
| – | – |
|
3091
Arq
ARQ
$85.9M
| $880K | ﹤0.01% |
73,577
+55,768
| +313% | +$636K |
|
|
BCOV
3092
DELISTED
Brightcove, Inc.
BCOV
| $871K | ﹤0.01% |
103,721
+91,251
| +732% | +$783K |
|
3093
Summit State Bank
SSBI
$88.5M
| $867K | ﹤0.01% |
62,126
+110
| +0.2% | +$1.56K |
|
3094
American Shared Hospital Services
AMS
$10.3M
| $857K | ﹤0.01% |
244,989
+3,914
| +2% | +$11.7K |
|
|
CUO
3095
DELISTED
Continental Materials Corporation
CUO
| $851K | ﹤0.01% |
52,380
-100
| -0.2% | -$1.65K |
|
3096
Arrowhead Research
ARWR
$11.8B
| $850K | ﹤0.01% |
44,358
| – | – |
|
3097
Mid Penn Bancorp
MPB
$989M
| $850K | ﹤0.01% |
29,147
-2,426
| -8% | -$76.9K |
|
|
ENT
3098
DELISTED
Global Eagle Entertainment Inc.
ENT
| $850K | ﹤0.01% |
12,062
-2,898
| -19% | -$187K |
|
|
SMRT
3099
DELISTED
Stein Mart Inc
SMRT
| $841K | ﹤0.01% |
357,756
| – | – |
|
3100
Alpha Pro Tech
APT
$50.3M
| $839K | ﹤0.01% |
236,333
| – | – |
|
Similar funds
Dimensional Fund Advisors's Q3 2018 Portfolio in Review
As of Q3 2018, Dimensional Fund Advisors held 3,484 positions worth $263B, up 4.7% from $251B the previous quarter. Its ten largest holdings account for 9.6% of the portfolio.
Dimensional Fund Advisors's Q3 2018 filing shows 116 new, 2,090 increased, 975 reduced and 60 closed positions. Its largest new stake was Brookfield Property REIT Inc. Class A Common Stock: 3,066,748 shares worth $64.2M. The largest sale was JPMorgan Chase, an estimated $427M.
By sector, the portfolio is most concentrated in Financials at 19% of assets, down from 20% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q3 2018 buy was Brookfield Property REIT Inc. Class A Common Stock: 3,066,748 shares worth $64.2M.
- Dimensional Fund Advisors added most to Broadcom in Q3 2018, an estimated $134M increase.
- Dimensional Fund Advisors's biggest Q3 2018 reduction was JPMorgan Chase, cutting an estimated $427M.
- Dimensional Fund Advisors fully exited GGP Inc. in Q3 2018, selling an estimated $172M.
- Dimensional Fund Advisors's ten largest holdings make up 9.6% of its $263B portfolio in Q3 2018.
- Dimensional Fund Advisors opened 116 new positions and closed 60 in Q3 2018.
- Dimensional Fund Advisors's portfolio value rose 4.7% quarter-over-quarter to $263B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2018, filed 13 Nov 2018.