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 | |
|---|---|---|---|---|---|---|
1726
Acadia Realty Trust
AKR
$2.65B
| $37.1M | 0.01% |
1,322,778
+5,159
| +0.4% | +$143K |
|
1727
Banco Santander Chile
BSAC
$16.2B
| $37.1M | 0.01% |
1,158,885
+3,126
| +0.3% | +$98.4K |
|
1728
NewMarket
NEU
$8.18B
| $37M | 0.01% |
91,202
+5,408
| +6% | +$2.16M |
|
|
BRSL
1729
Brightstar Lottery PLC
BRSL
$1.9B
| $37M | 0.01% |
1,871,808
+6,156
| +0.3% | +$134K |
|
1730
BGC Group
BGC
$5.7B
| $37M | 0.01% |
4,862,614
-1,694,409
| -26% | -$12.5M |
|
1731
Brighthouse Financial
BHF
$2.84B
| $36.9M | 0.01% |
835,072
-36,713
| -4% | -$1.55M |
|
1732
CMS Energy
CMS
$20.8B
| $36.9M | 0.01% |
754,025
+44,778
| +6% | +$2.18M |
|
1733
Idacorp
IDA
$7.71B
| $36.9M | 0.01% |
371,856
-2,059
| -0.6% | -$198K |
|
1734
Quad
QUAD
$494M
| $36.8M | 0.01% |
1,767,024
+134,260
| +8% | +$2.9M |
|
|
LTM
1735
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $36.8M | 0.01% |
3,906,802
+51,956
| +1% | +$514K |
|
1736
Amphastar Pharmaceuticals
AMPH
$1.01B
| $36.7M | 0.01% |
1,909,883
+140,350
| +8% | +$2.5M |
|
|
ESND
1737
DELISTED
Essendant Inc.
ESND
| $36.7M | 0.01% |
2,862,823
-11,378
| -0.4% | -$163K |
|
|
TSC
1738
DELISTED
TriState Capital Holdings, Inc.
TSC
| $36.6M | 0.01% |
1,327,171
+95,584
| +8% | +$2.73M |
|
1739
Fortinet
FTNT
$127B
| $36.6M | 0.01% |
1,981,140
+397,940
| +25% | +$6.08M |
|
1740
TTEC Holdings
TTEC
$59.6M
| $36.6M | 0.01% |
1,411,364
+17,781
| +1% | +$517K |
|
|
LGF.B
1741
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $36.5M | 0.01% |
1,569,190
+213,995
| +16% | +$4.81M |
|
1742
Dolby
DLB
$5.38B
| $36.5M | 0.01% |
521,941
+6,005
| +1% | +$403K |
|
|
INWK
1743
DELISTED
InnerWorkings, Inc.
INWK
| $36.4M | 0.01% |
4,595,290
-22,416
| -0.5% | -$176K |
|
1744
NN Inc
NNBR
$278M
| $36.4M | 0.01% |
2,331,897
+24,156
| +1% | +$452K |
|
|
GTS
1745
DELISTED
Triple-S Management Corporation
GTS
| $36.3M | 0.01% |
2,021,995
-9,032
| -0.4% | -$239K |
|
1746
Lattice Semiconductor
LSCC
$15.4B
| $36.3M | 0.01% |
4,539,599
+255,571
| +6% | +$1.89M |
|
1747
Strategy Inc
MSTR
$52.5B
| $36.3M | 0.01% |
2,581,020
+18,170
| +0.7% | +$255K |
|
1748
Amneal Pharmaceuticals
AMRX
$6.37B
| $36.3M | 0.01% |
1,634,752
-685,536
| -30% | -$14.4M |
|
|
BERY
1749
DELISTED
Berry Global Group, Inc.
BERY
| $36.2M | 0.01% |
815,233
+18,112
| +2% | +$796K |
|
1750
Mercantile Bank Corp
MBWM
$1.04B
| $36.1M | 0.01% |
1,081,660
+32,735
| +3% | +$1.17M |
|
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.