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 | |
|---|---|---|---|---|---|---|
1226
Rambus
RMBS
$8.95B
| $60.8M | 0.02% |
5,576,058
+570,825
| +11% | +$6.95M |
|
|
LHO
1227
DELISTED
LaSalle Hotel Properties
LHO
| $60.8M | 0.02% |
1,757,197
-25,425
| -1% | -$880K |
|
|
RDUS
1228
DELISTED
Radius Recycling
RDUS
| $60.8M | 0.02% |
2,246,890
-15,506
| -0.7% | -$464K |
|
|
SYNT
1229
DELISTED
Syntel Inc
SYNT
| $60.8M | 0.02% |
1,483,074
+106,560
| +8% | +$4.26M |
|
|
ECHO
1230
EchoStar
ECHO
$24.3B
| $60.7M | 0.02% |
1,616,470
-10,868
| -0.7% | -$414K |
|
|
BBL
1231
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $60.7M | 0.02% |
1,379,427
-29,850
| -2% | -$1.29M |
|
1232
Cohu
COHU
$1.86B
| $60.7M | 0.02% |
2,416,781
+11,920
| +0.5% | +$298K |
|
1233
Virtus Investment Partners
VRTS
$1.12B
| $60.6M | 0.02% |
532,880
+9,703
| +2% | +$1.23M |
|
1234
Patrick Industries
PATK
$2.87B
| $60.6M | 0.02% |
1,534,869
+5,707
| +0.4% | +$235K |
|
1235
Apogee Enterprises
APOG
$833M
| $60.6M | 0.02% |
1,465,999
-3,725
| -0.3% | -$180K |
|
|
SPTN
1236
DELISTED
SpartanNash
SPTN
| $60.6M | 0.02% |
3,019,692
+31,265
| +1% | +$712K |
|
1237
Coty
COTY
$2.4B
| $60.5M | 0.02% |
4,819,210
+1,092,615
| +29% | +$14.1M |
|
1238
Seagate
STX
$173B
| $60.5M | 0.02% |
1,277,542
-11,004
| -0.9% | -$588K |
|
1239
Asbury Automotive
ABG
$4.62B
| $60.4M | 0.02% |
879,135
+14,915
| +2% | +$1.07M |
|
1240
Valvoline
VVV
$5.06B
| $60.4M | 0.02% |
2,808,337
+150,345
| +6% | +$3.27M |
|
1241
Badger Meter
BMI
$3.87B
| $60.4M | 0.02% |
1,140,117
+3,011
| +0.3% | +$157K |
|
1242
Vertex Pharmaceuticals
VRTX
$123B
| $60.4M | 0.02% |
313,237
-8,109
| -3% | -$1.44M |
|
1243
First Bancorp
FBNC
$2.61B
| $60.3M | 0.02% |
1,488,250
+70,394
| +5% | +$2.91M |
|
|
DO
1244
DELISTED
Diamond Offshore Drilling
DO
| $60.2M | 0.02% |
3,012,233
-16,609
| -0.5% | -$305K |
|
1245
Green Plains
GPRE
$1.15B
| $60.2M | 0.02% |
3,501,626
+65,365
| +2% | +$1.12M |
|
1246
AMERISAFE
AMSF
$562M
| $60.2M | 0.02% |
971,690
-9,503
| -1% | -$592K |
|
|
MCHB
1247
Mechanics Bancorp
MCHB
$3.65B
| $60.2M | 0.02% |
2,271,407
+20,458
| +0.9% | +$589K |
|
1248
JB Hunt Transport Services
JBHT
$25.9B
| $60.2M | 0.02% |
505,837
+13,748
| +3% | +$1.67M |
|
1249
Donaldson
DCI
$10.7B
| $60.2M | 0.02% |
1,032,453
+28,198
| +3% | +$1.42M |
|
1250
UBS Group
UBS
$170B
| $60M | 0.02% |
3,817,562
+357,898
| +10% | +$5.63M |
|
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.