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 | |
|---|---|---|---|---|---|---|
1826
Gen Digital
GEN
$18.1B
| $33.1M | 0.01% |
1,553,493
+13,371
| +0.9% | +$272K |
|
1827
Hooker Furnishings Corp
HOFT
$140M
| $33M | 0.01% |
976,933
+13,583
| +1% | +$599K |
|
1828
Stock Yards Bancorp
SYBT
$2.48B
| $33M | 0.01% |
909,253
+40,296
| +5% | +$1.54M |
|
1829
H&R Block
HRB
$5.52B
| $33M | 0.01% |
1,280,244
+96,929
| +8% | +$2.46M |
|
1830
HCI Group
HCI
$2.34B
| $32.9M | 0.01% |
753,014
-10,258
| -1% | -$425K |
|
1831
MGIC Investment
MTG
$6.09B
| $32.9M | 0.01% |
2,474,258
+37,060
| +2% | +$459K |
|
1832
Imperial Oil
IMO
$63B
| $32.8M | 0.01% |
1,012,063
-7,682
| -0.8% | -$246K |
|
1833
OGE Energy
OGE
$9.56B
| $32.7M | 0.01% |
901,033
+74,238
| +9% | +$2.7M |
|
1834
Innoviva
INVA
$1.52B
| $32.6M | 0.01% |
2,141,849
+232,738
| +12% | +$3.35M |
|
|
EGOV
1835
DELISTED
NIC Inc
EGOV
| $32.6M | 0.01% |
2,201,335
+40,379
| +2% | +$654K |
|
1836
American Coastal Insurance
ACIC
$433M
| $32.6M | 0.01% |
1,455,467
+114,239
| +9% | +$2.36M |
|
|
GLDD
1837
DELISTED
Great Lakes Dredge & Dock
GLDD
| $32.5M | 0.01% |
5,234,357
+28,626
| +0.5% | +$160K |
|
|
LGF.A
1838
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $32.4M | 0.01% |
1,330,735
+132,140
| +11% | +$3.12M |
|
1839
Bruker
BRKR
$9.61B
| $32.4M | 0.01% |
967,519
+6,388
| +0.7% | +$210K |
|
1840
GoDaddy
GDDY
$12.4B
| $32.2M | 0.01% |
386,540
+66,507
| +21% | +$5.19M |
|
|
MIK
1841
DELISTED
Michaels Stores, Inc
MIK
| $32.2M | 0.01% |
1,985,863
+285,206
| +17% | +$5.43M |
|
1842
Terreno Realty
TRNO
$7.22B
| $32.2M | 0.01% |
854,555
+23,317
| +3% | +$874K |
|
1843
Peapack-Gladstone Financial
PGC
$805M
| $32.2M | 0.01% |
1,042,789
+83,194
| +9% | +$2.77M |
|
1844
Chunghwa Telecom
CHT
$35.5B
| $32.2M | 0.01% |
896,703
-2,724
| -0.3% | -$95.9K |
|
1845
CoStar Group
CSGP
$11.9B
| $32.2M | 0.01% |
764,900
+67,970
| +10% | +$2.91M |
|
1846
HEICO Corp
HEI
$41.4B
| $32.2M | 0.01% |
347,192
-51,203
| -13% | -$4.21M |
|
1847
Titan International
TWI
$461M
| $32.1M | 0.01% |
4,320,493
+7,233
| +0.2% | +$61.4K |
|
1848
Triumph Financial Inc
TFIN
$1.51B
| $32M | 0.01% |
838,605
+54,041
| +7% | +$2.25M |
|
|
HTBK
1849
DELISTED
Heritage Commerce
HTBK
| $32M | 0.01% |
2,144,984
+101,831
| +5% | +$1.61M |
|
|
PHH
1850
DELISTED
PHH Corporation
PHH
| $32M | 0.01% |
2,908,205
-113,157
| -4% | -$1.23M |
|
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.