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 | |
|---|---|---|---|---|---|---|
|
ANSS
1251
DELISTED
Ansys
ANSS
| $60M | 0.02% |
321,399
-1,918
| -0.6% | -$343K |
|
1252
OFG Bancorp
OFG
$2.21B
| $60M | 0.02% |
3,713,649
+13,272
| +0.4% | +$215K |
|
1253
Hyster-Yale Materials Handling
HY
$576M
| $60M | 0.02% |
974,450
+23,774
| +3% | +$1.5M |
|
1254
Enova International
ENVA
$6.09B
| $60M | 0.02% |
2,081,809
-11,061
| -0.5% | -$377K |
|
1255
Essent Group
ESNT
$6.28B
| $59.9M | 0.02% |
1,354,574
+65,391
| +5% | +$2.68M |
|
1256
Heritage Financial
HFWA
$1.22B
| $59.9M | 0.02% |
1,705,001
+6,399
| +0.4% | +$230K |
|
1257
Columbus McKinnon
CMCO
$422M
| $59.8M | 0.02% |
1,513,015
-4,691
| -0.3% | -$196K |
|
1258
Mueller Industries
MLI
$14.5B
| $59.8M | 0.02% |
8,257,068
+153,784
| +2% | +$1.18M |
|
1259
Compass Minerals
CMP
$1.23B
| $59.8M | 0.02% |
889,440
+2,510
| +0.3% | +$164K |
|
1260
Northwest Natural Holdings
NWN
$2.15B
| $59.8M | 0.02% |
893,207
+2,062
| +0.2% | +$135K |
|
|
ATH
1261
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
| $59.7M | 0.02% |
1,156,290
+173,957
| +18% | +$8.39M |
|
1262
Bio-Rad Laboratories Class A
BIO
$8.76B
| $59.7M | 0.02% |
190,659
+16,674
| +10% | +$5.18M |
|
|
PE
1263
DELISTED
PARSLEY ENERGY INC
PE
| $59.7M | 0.02% |
2,039,718
+747,541
| +58% | +$22.2M |
|
1264
Repligen
RGEN
$6.91B
| $59.6M | 0.02% |
1,073,887
+57,067
| +6% | +$2.94M |
|
1265
Henry Schein
HSIC
$9.78B
| $59.5M | 0.02% |
892,388
+59,772
| +7% | +$3.72M |
|
1266
Primoris Services
PRIM
$4.06B
| $59.4M | 0.02% |
2,394,104
+35,145
| +1% | +$921K |
|
1267
Advanced Energy
AEIS
$10.1B
| $59.4M | 0.02% |
1,150,050
+41,664
| +4% | +$2.41M |
|
|
AZPN
1268
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $59.4M | 0.02% |
521,283
+88
| +0% | +$10K |
|
|
ZAYO
1269
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $59.4M | 0.02% |
1,709,959
+267,372
| +19% | +$9.76M |
|
1270
Forum Energy Technologies
FET
$578M
| $59.4M | 0.02% |
286,775
-5,105
| -2% | -$1.2M |
|
|
HDS
1271
DELISTED
HD Supply Holdings, Inc.
HDS
| $59.4M | 0.02% |
1,387,061
+93,551
| +7% | +$4.1M |
|
1272
Silgan Holdings
SLGN
$4.51B
| $59.3M | 0.02% |
2,133,026
+96,496
| +5% | +$2.65M |
|
1273
Arthur J. Gallagher & Co
AJG
$69.1B
| $59.2M | 0.02% |
795,411
+28,434
| +4% | +$2.04M |
|
1274
CRH
CRH
$66.6B
| $59.2M | 0.02% |
1,808,913
+111,113
| +7% | +$3.74M |
|
1275
Onto Innovation
ONTO
$10.9B
| $59.1M | 0.02% |
1,574,627
+36,956
| +2% | +$1.45M |
|
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.