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 | |
|---|---|---|---|---|---|---|
|
SRDX
1501
DELISTED
Surmodics
SRDX
| $48.1M | 0.02% |
644,019
+7,463
| +1% | +$514K |
|
1502
Insteel Industries
IIIN
$582M
| $48M | 0.02% |
1,337,683
+1,171
| +0.1% | +$45K |
|
1503
James River Group Holdings
JRVR
$175M
| $48M | 0.02% |
1,126,139
-32,922
| -3% | -$1.35M |
|
1504
CorVel
CRVL
$3.56B
| $48M | 0.02% |
2,387,931
+9,570
| +0.4% | +$185K |
|
|
PGRE
1505
DELISTED
Paramount Group
PGRE
| $47.9M | 0.02% |
3,177,357
+59,147
| +2% | +$917K |
|
1506
Domino's
DPZ
$9.85B
| $47.9M | 0.02% |
162,572
+30
| +0% | +$8.5K |
|
1507
DTE Energy
DTE
$27.1B
| $47.8M | 0.02% |
514,953
+16,996
| +3% | +$1.58M |
|
|
MTSC
1508
DELISTED
MTS Systems Corp
MTSC
| $47.8M | 0.02% |
873,380
+43,618
| +5% | +$2.34M |
|
1509
UGI
UGI
$8.19B
| $47.7M | 0.02% |
859,446
+29,702
| +4% | +$1.6M |
|
|
EBIX
1510
DELISTED
Ebix Inc
EBIX
| $47.7M | 0.02% |
602,093
-23,635
| -4% | -$1.88M |
|
1511
Cheniere Energy
LNG
$55.7B
| $47.6M | 0.02% |
685,335
+134,520
| +24% | +$8.67M |
|
|
DOC
1512
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $47.5M | 0.02% |
2,818,373
+74,307
| +3% | +$1.23M |
|
1513
Hawaiian Electric Industries
HE
$1.74B
| $47.5M | 0.02% |
1,334,435
+3,780
| +0.3% | +$133K |
|
1514
Flowers Foods
FLO
$1.29B
| $47.5M | 0.02% |
2,544,115
+72,001
| +3% | +$1.45M |
|
1515
Ethan Allen Interiors
ETD
$541M
| $47.4M | 0.02% |
2,284,877
-2,324
| -0.1% | -$53.2K |
|
1516
Pool Corp
POOL
$6.09B
| $47.4M | 0.02% |
284,084
+4,145
| +1% | +$671K |
|
|
NXGN
1517
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $47.3M | 0.02% |
2,355,510
+59,044
| +3% | +$1.25M |
|
1518
Viavi Solutions
VIAV
$8.57B
| $47.2M | 0.02% |
4,165,036
+264,230
| +7% | +$2.85M |
|
1519
HealthStream
HSTM
$893M
| $47.2M | 0.02% |
1,522,759
+14,617
| +1% | +$437K |
|
1520
B&G Foods
BGS
$247M
| $47.1M | 0.02% |
1,717,418
-4,556
| -0.3% | -$141K |
|
1521
Tennant Co
TNC
$1.14B
| $47.1M | 0.02% |
620,312
-280
| -0% | -$21.7K |
|
1522
Stellantis
STLA
$14.6B
| $47.1M | 0.02% |
2,689,336
+778,545
| +41% | +$13.8M |
|
1523
BWX Technologies
BWXT
$13.4B
| $47M | 0.02% |
752,316
+8,418
| +1% | +$533K |
|
|
EBSB
1524
DELISTED
Meridian Bancorp, Inc.
EBSB
| $47M | 0.02% |
2,763,245
+86,367
| +3% | +$1.58M |
|
|
GG
1525
DELISTED
Goldcorp Inc
GG
| $46.9M | 0.02% |
4,600,844
+11,902
| +0.3% | +$139K |
|
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.