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 | |
|---|---|---|---|---|---|---|
1126
Avery Dennison
AVY
$12.8B
| $66.5M | 0.03% |
613,550
+22,018
| +4% | +$2.37M |
|
1127
Mitsubishi UFJ Financial
MUFG
$247B
| $66.5M | 0.03% |
10,738,568
-91,180
| -0.8% | -$550K |
|
1128
Kadant
KAI
$3.58B
| $66.3M | 0.03% |
614,480
-80,853
| -12% | -$8.04M |
|
1129
Church & Dwight Co
CHD
$23.7B
| $66.2M | 0.03% |
1,115,928
+8,740
| +0.8% | +$495K |
|
|
DHC
1130
Diversified Healthcare Trust
DHC
$2.15B
| $66.2M | 0.03% |
3,770,978
+18,044
| +0.5% | +$331K |
|
1131
Enerpac Tool Group
EPAC
$1.86B
| $66M | 0.03% |
2,365,956
-7,365
| -0.3% | -$212K |
|
1132
Mettler-Toledo International
MTD
$28.1B
| $66M | 0.03% |
108,297
+5,204
| +5% | +$3.06M |
|
|
PR
1133
Permian Resources
PR
$17.4B
| $65.9M | 0.03% |
3,017,627
+460,773
| +18% | +$8.67M |
|
1134
Adient
ADNT
$1.69B
| $65.9M | 0.03% |
1,676,933
-174,430
| -9% | -$7.86M |
|
1135
J&J Snack Foods
JJSF
$1.49B
| $65.8M | 0.03% |
436,045
+972
| +0.2% | +$144K |
|
1136
Yum China
YUMC
$15.7B
| $65.8M | 0.03% |
1,874,054
+389,171
| +26% | +$13.9M |
|
1137
Teleflex
TFX
$5.96B
| $65.8M | 0.03% |
247,195
-2,388
| -1% | -$619K |
|
1138
Bread Financial
BFH
$4.32B
| $65.7M | 0.03% |
348,726
+25,371
| +8% | +$4.78M |
|
1139
Sensata Technologies
ST
$6.69B
| $65.6M | 0.03% |
1,324,276
+186,582
| +16% | +$9.77M |
|
1140
Western Alliance Bancorporation
WAL
$8.81B
| $65.5M | 0.03% |
1,152,177
+9,173
| +0.8% | +$528K |
|
|
WAIR
1141
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $65.5M | 0.02% |
5,825,490
+137,073
| +2% | +$1.64M |
|
|
FARO
1142
DELISTED
Faro Technologies
FARO
| $65.5M | 0.02% |
1,017,756
-76,728
| -7% | -$4.89M |
|
1143
Brunswick
BC
$5.23B
| $65.5M | 0.02% |
976,684
+515
| +0.1% | +$34.1K |
|
|
TGI
1144
DELISTED
Triumph Group
TGI
| $65.2M | 0.02% |
2,798,720
-439,904
| -14% | -$9.21M |
|
|
FLIR
1145
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $65.1M | 0.02% |
1,059,846
-70,724
| -6% | -$4.16M |
|
1146
Texas Capital Bancshares
TCBI
$4.28B
| $65.1M | 0.02% |
787,604
+2,400
| +0.3% | +$218K |
|
|
CVA
1147
DELISTED
Covanta Holding Corporation
CVA
| $65.1M | 0.02% |
4,005,001
+20,762
| +0.5% | +$356K |
|
|
ABMD
1148
DELISTED
Abiomed Inc
ABMD
| $65.1M | 0.02% |
144,681
+1,764
| +1% | +$695K |
|
1149
Thor Industries
THO
$4.06B
| $65M | 0.02% |
776,363
+108,422
| +16% | +$10.4M |
|
1150
Fair Isaac
FICO
$31.8B
| $64.9M | 0.02% |
284,161
+2,231
| +0.8% | +$484K |
|
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.