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 | |
|---|---|---|---|---|---|---|
|
UCTT
1676
Ultra Clean Holdings
UCTT
$3.06B
| $39.7M | 0.02% |
3,164,512
+419,419
| +15% | +$6.1M |
|
|
VRTV
1677
DELISTED
VERITIV CORPORATION
VRTV
| $39.6M | 0.02% |
1,088,220
+107,818
| +11% | +$4.62M |
|
1678
LeMaitre Vascular
LMAT
$1.82B
| $39.5M | 0.02% |
1,020,116
+14,038
| +1% | +$506K |
|
1679
Clearwater Paper
CLW
$339M
| $39.5M | 0.02% |
1,329,124
-59,230
| -4% | -$1.59M |
|
|
GCP
1680
DELISTED
GCP Applied Technologies Inc.
GCP
| $39.4M | 0.02% |
1,484,380
+92,735
| +7% | +$2.51M |
|
|
CAI
1681
DELISTED
CAI International, Inc.
CAI
| $39.4M | 0.02% |
1,722,159
+3,501
| +0.2% | +$85.5K |
|
1682
First Community Bankshares
FCBC
$884M
| $39.4M | 0.02% |
1,162,342
+32,268
| +3% | +$1.07M |
|
|
AFI
1683
DELISTED
Armstrong Flooring, Inc.
AFI
| $39.3M | 0.02% |
2,172,411
+23,669
| +1% | +$384K |
|
1684
Rexford Industrial Realty
REXR
$8.57B
| $39.3M | 0.02% |
1,229,250
+26,627
| +2% | +$836K |
|
1685
Yelp
YELP
$1.1B
| $39.3M | 0.01% |
798,117
+150,651
| +23% | +$6.58M |
|
|
CIVI
1686
DELISTED
Civitas Resources
CIVI
| $39.2M | 0.01% |
1,316,404
+271,240
| +26% | +$9.04M |
|
1687
Rollins
ROL
$15.9B
| $39.1M | 0.01% |
1,451,592
+16,411
| +1% | +$423K |
|
|
EPAY
1688
DELISTED
Bottomline Technologies Inc
EPAY
| $39.1M | 0.01% |
538,195
+125,106
| +30% | +$7.65M |
|
1689
Ducommun
DCO
$2.52B
| $39.1M | 0.01% |
957,938
+5,805
| +0.6% | +$217K |
|
|
DOOR
1690
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $39M | 0.01% |
608,865
+20,597
| +4% | +$1.41M |
|
1691
Masco
MAS
$13.5B
| $39M | 0.01% |
1,065,461
+7,808
| +0.7% | +$300K |
|
|
HMHC
1692
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $38.9M | 0.01% |
5,553,983
+441,905
| +9% | +$2.98M |
|
|
ORBC
1693
DELISTED
ORBCOMM, Inc.
ORBC
| $38.8M | 0.01% |
3,574,274
-46,448
| -1% | -$491K |
|
1694
Trade Desk
TTD
$6.7B
| $38.8M | 0.01% |
2,568,090
+640,800
| +33% | +$7.6M |
|
1695
Empire State Realty Trust
ESRT
$720M
| $38.7M | 0.01% |
2,328,907
-1,619
| -0.1% | -$27.6K |
|
1696
AMC Entertainment Holdings
AMC
$2.42B
| $38.6M | 0.01% |
188,455
-902
| -0.5% | -$163K |
|
|
CTRL
1697
DELISTED
Control4 Corporation
CTRL
| $38.6M | 0.01% |
1,124,332
+52,800
| +5% | +$1.63M |
|
|
PEGI
1698
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $38.6M | 0.01% |
1,942,421
+30,164
| +2% | +$582K |
|
1699
ScottsMiracle-Gro
SMG
$3.14B
| $38.5M | 0.01% |
488,786
+475
| +0.1% | +$37.3K |
|
1700
Telkom Indonesia
TLK
$14B
| $38.5M | 0.01% |
1,572,318
+35,588
| +2% | +$880K |
|
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.