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 | 19.34% |
| 2 | Industrials | 13.69% |
| 3 | Technology | 13.4% |
| 4 | Consumer Discretionary | 10.8% |
| 5 | Healthcare | 10.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1476
Builders FirstSource
BLDR
$6.21B
| $49.3M | 0.02% |
3,359,783
-19,336
| -0.6% | -$328K |
|
|
TRST
1477
Trustco Bank Corp NY
TRST
$958M
| $49.2M | 0.02% |
1,156,954
+22,333
| +2% | +$1.01M |
|
1478
Ingevity
NGVT
$2.34B
| $49.1M | 0.02% |
482,397
+29,271
| +6% | +$2.83M |
|
1479
Cal-Maine
CALM
$3.46B
| $49.1M | 0.02% |
1,017,321
+17,249
| +2% | +$825K |
|
1480
Woodward
WWD
$18.9B
| $49.1M | 0.02% |
606,918
-141
| -0% | -$11.3K |
|
1481
Euronet Worldwide
EEFT
$2.54B
| $49M | 0.02% |
488,606
-25,256
| -5% | -$2.38M |
|
|
XOXO
1482
DELISTED
Xo Group Inc
XOXO
| $49M | 0.02% |
1,419,852
+5,845
| +0.4% | +$181K |
|
1483
M/I Homes
MHO
$3.57B
| $48.9M | 0.02% |
2,042,529
-24,775
| -1% | -$643K |
|
1484
IDEX
IEX
$16.4B
| $48.9M | 0.02% |
324,369
+3,945
| +1% | +$588K |
|
1485
National Health Investors
NHI
$3.4B
| $48.8M | 0.02% |
645,077
+6,456
| +1% | +$493K |
|
1486
Cullen/Frost Bankers
CFR
$9.92B
| $48.7M | 0.02% |
466,575
+9,859
| +2% | +$1.09M |
|
1487
Wynn Resorts
WYNN
$8.54B
| $48.7M | 0.02% |
383,137
+17,289
| +5% | +$2.57M |
|
1488
COPT Defense Properties
CDP
$3.92B
| $48.7M | 0.02% |
1,631,706
+26,285
| +2% | +$787K |
|
1489
Bright Horizons
BFAM
$3.26B
| $48.6M | 0.02% |
412,022
+572
| +0.1% | +$64.6K |
|
|
BMTC
1490
DELISTED
Bryn Mawr Bank Corp
BMTC
| $48.5M | 0.02% |
1,035,154
+19,063
| +2% | +$919K |
|
|
PRAH
1491
DELISTED
PRA Health Sciences, Inc.
PRAH
| $48.5M | 0.02% |
440,554
-5,889
| -1% | -$613K |
|
1492
Waters Corp
WAT
$42.2B
| $48.5M | 0.02% |
249,131
+33,929
| +16% | +$6.57M |
|
|
EGN
1493
DELISTED
Energen
EGN
| $48.5M | 0.02% |
562,759
-23,104
| -4% | -$1.76M |
|
1494
VeriSign
VRSN
$27.3B
| $48.4M | 0.02% |
302,375
+38,467
| +15% | +$5.89M |
|
1495
Center Bancorp
CNOB
$1.59B
| $48.3M | 0.02% |
2,035,210
+97,718
| +5% | +$2.43M |
|
|
LION
1496
DELISTED
Fidelity Southern Corporation
LION
| $48.3M | 0.02% |
1,950,590
+102,684
| +6% | +$2.54M |
|
1497
MarineMax
HZO
$1.16B
| $48.2M | 0.02% |
2,269,576
+23,839
| +1% | +$498K |
|
1498
Lakeland Financial Corp
LKFN
$1.48B
| $48.2M | 0.02% |
1,037,325
+1,349
| +0.1% | +$65.9K |
|
|
NAV
1499
DELISTED
Navistar International
NAV
| $48.2M | 0.02% |
1,251,677
-1,228
| -0.1% | -$51.2K |
|
1500
Ligand Pharmaceuticals
LGND
$5.68B
| $48.1M | 0.02% |
280,862
-38,271
| -12% | -$5.77M |
|
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.