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 | |
|---|---|---|---|---|---|---|
|
MINI
351
DELISTED
Mobile Mini Inc
MINI
| $157M | 0.06% |
3,584,788
-46,102
| -1% | -$2.05M |
|
|
PXD
352
DELISTED
Pioneer Natural Resource Co.
PXD
| $157M | 0.06% |
901,872
+241,332
| +37% | +$43.2M |
|
353
General Dynamics
GD
$106B
| $157M | 0.06% |
767,013
+1,292
| +0.2% | +$253K |
|
|
GES
354
DELISTED
Guess Inc
GES
| $157M | 0.06% |
6,938,862
-16,439
| -0.2% | -$373K |
|
355
Goodyear
GT
$2.1B
| $157M | 0.06% |
6,698,140
-205,032
| -3% | -$4.82M |
|
356
Taylor Morrison
TMHC
| $157M | 0.06% |
8,683,141
+668,689
| +8% | +$13.3M |
|
357
KeyCorp
KEY
$24.2B
| $156M | 0.06% |
7,861,101
+518,271
| +7% | +$10.8M |
|
358
Wintrust Financial
WTFC
$10.8B
| $156M | 0.06% |
1,839,544
-315,638
| -15% | -$28.1M |
|
359
Range Resources
RRC
$9.05B
| $156M | 0.06% |
9,193,291
+195,811
| +2% | +$3.14M |
|
360
Molson Coors Class B
TAP
$8.07B
| $156M | 0.06% |
2,539,458
+78,313
| +3% | +$5.18M |
|
|
QVCGA
361
DELISTED
QVC Group Inc Series A
QVCGA
| $156M | 0.06% |
144,797
-1,031
| -0.7% | -$1.08M |
|
362
LiveRamp
RAMP
$2.3B
| $156M | 0.06% |
3,159,325
-78,994
| -2% | -$3.5M |
|
|
JNPR
363
DELISTED
Juniper Networks
JNPR
| $156M | 0.06% |
5,203,614
+44,627
| +0.9% | +$1.25M |
|
|
SAFM
364
DELISTED
Sanderson Farms Inc
SAFM
| $156M | 0.06% |
1,507,063
+62,586
| +4% | +$6.46M |
|
365
Loews
L
$24.8B
| $156M | 0.06% |
3,097,206
-22,371
| -0.7% | -$1.12M |
|
|
BBT
366
Beacon Financial Corp
BBT
$2.49B
| $156M | 0.06% |
3,821,362
+153,198
| +4% | +$6.37M |
|
|
DRE
367
DELISTED
Duke Realty Corp.
DRE
| $155M | 0.06% |
5,474,881
+18,840
| +0.3% | +$539K |
|
368
Lam Research
LRCX
$327B
| $155M | 0.06% |
10,237,300
+634,390
| +7% | +$10.8M |
|
|
PACW
369
DELISTED
PacWest Bancorp
PACW
| $155M | 0.06% |
3,257,774
+29,983
| +0.9% | +$1.51M |
|
370
Dick's Sporting Goods
DKS
$18.8B
| $155M | 0.06% |
4,372,647
+301,490
| +7% | +$10.8M |
|
371
Vodafone
VOD
$37.5B
| $155M | 0.06% |
7,147,891
-217,682
| -3% | -$5.06M |
|
|
FFG
372
DELISTED
FBL Financial Group
FFG
| $155M | 0.06% |
2,059,939
-6,453
| -0.3% | -$523K |
|
373
Horace Mann Educators
HMN
$2.14B
| $155M | 0.06% |
3,451,244
+32,370
| +0.9% | +$1.47M |
|
374
Aecom
ACM
$9.3B
| $155M | 0.06% |
4,738,530
-80,700
| -2% | -$2.66M |
|
375
Huntsman Corp
HUN
$2.07B
| $154M | 0.06% |
5,663,076
+807,709
| +17% | +$24.6M |
|
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.