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 | |
|---|---|---|---|---|---|---|
|
CVGW
1176
DELISTED
Calavo Growers
CVGW
| $63.5M | 0.02% |
657,414
-1,077
| -0.2% | -$106K |
|
1177
American Electric Power
AEP
$70.4B
| $63.5M | 0.02% |
896,007
+5,470
| +0.6% | +$389K |
|
1178
Casella Waste Systems
CWST
$5.76B
| $63.5M | 0.02% |
2,043,446
+3,605
| +0.2% | +$103K |
|
|
AUO
1179
DELISTED
AU Optronics Corp
AUO
| $63.4M | 0.02% |
15,060,599
-290,314
| -2% | -$1.23M |
|
1180
Autodesk
ADSK
$51.8B
| $63.3M | 0.02% |
405,687
+35,754
| +10% | +$5.05M |
|
1181
SunCoke Energy
SXC
$794M
| $63.3M | 0.02% |
5,448,180
+42,701
| +0.8% | +$508K |
|
1182
Progress Software
PRGS
$1.75B
| $63.3M | 0.02% |
1,793,015
+2,567
| +0.1% | +$102K |
|
|
TWNK
1183
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $63.3M | 0.02% |
5,715,597
+886,636
| +18% | +$11.3M |
|
1184
Jack Henry & Associates
JKHY
$11.4B
| $63.3M | 0.02% |
395,132
-2,089
| -0.5% | -$307K |
|
1185
Fastenal
FAST
$54.8B
| $63.2M | 0.02% |
4,360,164
+113,588
| +3% | +$1.62M |
|
1186
Sun Life Financial
SLF
$45.6B
| $63.2M | 0.02% |
1,588,515
+8,066
| +0.5% | +$323K |
|
|
NP
1187
DELISTED
Neenah, Inc. Common Stock
NP
| $63.1M | 0.02% |
731,415
-5,635
| -0.8% | -$503K |
|
|
MODV
1188
DELISTED
ModivCare
MODV
| $63.1M | 0.02% |
937,816
-17,337
| -2% | -$1.2M |
|
|
RHT
1189
DELISTED
Red Hat Inc
RHT
| $63M | 0.02% |
462,606
+31,904
| +7% | +$4.56M |
|
1190
C.H. Robinson
CHRW
$20.5B
| $63M | 0.02% |
643,337
+54,646
| +9% | +$5.13M |
|
1191
Modine Manufacturing
MOD
$9.46B
| $63M | 0.02% |
4,225,965
+82,073
| +2% | +$1.4M |
|
|
ECOL
1192
DELISTED
US Ecology, Inc.
ECOL
| $62.9M | 0.02% |
853,102
-187
| -0% | -$13.2K |
|
1193
Standex International
SXI
$3.33B
| $62.9M | 0.02% |
602,962
+137
| +0% | +$14.6K |
|
|
PRFT
1194
DELISTED
Perficient Inc
PRFT
| $62.8M | 0.02% |
2,357,414
-45,063
| -2% | -$1.25M |
|
|
EQC
1195
DELISTED
Equity Commonwealth
EQC
| $62.8M | 0.02% |
1,956,009
+4,000
| +0.2% | +$127K |
|
1196
Gorman-Rupp
GRC
$2.07B
| $62.7M | 0.02% |
1,717,234
-675
| -0% | -$24.8K |
|
1197
Customers Bancorp
CUBI
$2.66B
| $62.6M | 0.02% |
2,660,288
+30,627
| +1% | +$794K |
|
1198
Stratasys
SSYS
$666M
| $62.5M | 0.02% |
2,703,020
+58,472
| +2% | +$1.32M |
|
|
ARII
1199
DELISTED
American Railcar Industries, Inc.
ARII
| $62.4M | 0.02% |
1,354,327
-3,857
| -0.3% | -$174K |
|
1200
Adtran
ADTN
$675M
| $62.4M | 0.02% |
3,537,240
+77,813
| +2% | +$1.3M |
|
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.