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 | |
|---|---|---|---|---|---|---|
|
THR
1576
DELISTED
Thermon Group Holdings
THR
| $44.9M | 0.02% |
1,739,830
+22,683
| +1% | +$572K |
|
1577
Toro Company
TTC
$8.73B
| $44.8M | 0.02% |
747,351
+87,531
| +13% | +$5.32M |
|
|
S
1578
DELISTED
Sprint Corporation
S
| $44.8M | 0.02% |
6,845,568
-80,898
| -1% | -$481K |
|
|
EMCI
1579
DELISTED
EMC INS Group Inc
EMCI
| $44.7M | 0.02% |
1,808,082
+16,804
| +0.9% | +$443K |
|
1580
Maximus
MMS
$2.97B
| $44.6M | 0.02% |
686,202
+27,762
| +4% | +$1.8M |
|
1581
OraSure Technologies
OSUR
$241M
| $44.6M | 0.02% |
2,886,966
+58,307
| +2% | +$956K |
|
1582
Great Southern Bancorp
GSBC
$865M
| $44.6M | 0.02% |
805,659
+26,308
| +3% | +$1.55M |
|
|
WLH
1583
DELISTED
WILLIAM LYON HOMES
WLH
| $44.5M | 0.02% |
2,802,485
+16,462
| +0.6% | +$342K |
|
1584
Ovintiv
OVV
$17.4B
| $44.5M | 0.02% |
679,028
-82,397
| -11% | -$5.34M |
|
|
RPAI
1585
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $44.5M | 0.02% |
3,650,932
-33,687
| -0.9% | -$424K |
|
1586
Littelfuse
LFUS
$10.2B
| $44.5M | 0.02% |
224,855
-560
| -0.2% | -$123K |
|
1587
Factset
FDS
$9.92B
| $44.5M | 0.02% |
198,775
+19,825
| +11% | +$4.3M |
|
1588
MSC Industrial Direct
MSM
$6.8B
| $44.4M | 0.02% |
504,431
+43,426
| +9% | +$3.7M |
|
1589
MDU Resources
MDU
$3.94B
| $44.4M | 0.02% |
4,546,574
+1,035,741
| +30% | +$11.1M |
|
1590
Sally Beauty Holdings
SBH
$1.48B
| $44.4M | 0.02% |
2,412,531
+2,396
| +0.1% | +$38.3K |
|
1591
HEICO Corp Class A
HEI.A
$30.9B
| $44.4M | 0.02% |
587,510
-29,064
| -5% | -$2M |
|
1592
Acuity Brands
AYI
$8.97B
| $44.3M | 0.02% |
282,107
+55,273
| +24% | +$7.93M |
|
|
ROCC
1593
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $44.3M | 0.02% |
549,598
+33,127
| +6% | +$2.72M |
|
1594
Ennis
EBF
$541M
| $44.1M | 0.02% |
2,158,406
+31,431
| +1% | +$664K |
|
1595
Red Robin
RRGB
$137M
| $44M | 0.02% |
1,096,526
+7,358
| +0.7% | +$313K |
|
1596
FirstEnergy
FE
$26.5B
| $44M | 0.02% |
1,184,353
+166,559
| +16% | +$6.09M |
|
|
KE
1597
Kimball Electronics
KE
$600M
| $44M | 0.02% |
2,239,679
+12,290
| +0.6% | +$242K |
|
1598
Cenovus Energy
CVE
$60.7B
| $44M | 0.02% |
4,386,160
-186,690
| -4% | -$1.82M |
|
|
VISN
1599
Vistance Networks Inc
VISN
$1.49B
| $44M | 0.02% |
1,430,126
+65,761
| +5% | +$2.02M |
|
|
PPL
1600
PPL Corp
PPL
$25.3B
| $44M | 0.02% |
1,502,776
+290,237
| +24% | +$8.48M |
|
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.