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 |
Walt Disney
DIS
|
+$243M |
| 2 |
Chevron
CVX
|
+$221M |
| 3 |
JPMorgan Chase
JPM
|
+$202M |
| 4 |
FITB
Fifth Third Bancorp
FITB
|
+$194M |
| 5 |
RTX Corp
RTX
|
+$130M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TotalEnergies
TTE
|
+$690M |
| 2 |
ESL
Esterline Technologies
ESL
|
+$286M |
| 3 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$221M |
| 4 |
MBFI
MB Financial Corp
MBFI
|
+$199M |
| 5 |
AHL
ASPEN Insurance Holding Limited
AHL
|
+$191M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.19% |
| 2 | Industrials | 13.21% |
| 3 | Technology | 13.18% |
| 4 | Consumer Discretionary | 10.65% |
| 5 | Healthcare | 9.94% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NLSN
776
DELISTED
Nielsen Holdings plc
NLSN
| $88.4M | 0.04% |
3,736,052
+203,280
| +6% | +$5.26M |
|
777
Mettler-Toledo International
MTD
$28.6B
| $88.4M | 0.04% |
122,264
+2,313
| +2% | +$1.5M |
|
|
MDRX
778
DELISTED
Veradigm Inc. Common Stock
MDRX
| $88.4M | 0.04% |
9,261,017
-515,257
| -5% | -$5.69M |
|
779
Gibraltar Industries
ROCK
$1.49B
| $88.3M | 0.04% |
2,174,666
-165,163
| -7% | -$6.3M |
|
780
Shinhan Financial Group
SHG
$35.6B
| $88.2M | 0.04% |
2,374,253
-76,179
| -3% | -$2.86M |
|
781
Brixmor Property Group
BRX
$9.32B
| $88.2M | 0.04% |
4,800,317
+47,494
| +1% | +$810K |
|
782
Saia
SAIA
$9.72B
| $88M | 0.04% |
1,439,768
-15,770
| -1% | -$977K |
|
783
Entegris
ENTG
$23.2B
| $87.9M | 0.04% |
2,463,149
-175,404
| -7% | -$5.84M |
|
784
Amdocs
DOX
$6.22B
| $87.8M | 0.04% |
1,622,793
+111,769
| +7% | +$6.28M |
|
785
Hormel Foods
HRL
$13.8B
| $87.7M | 0.03% |
1,959,654
+33,431
| +2% | +$1.43M |
|
|
CCMP
786
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $87.6M | 0.03% |
782,733
+22,350
| +3% | +$2.31M |
|
787
Darden Restaurants
DRI
$24.4B
| $87.6M | 0.03% |
721,320
-5,980
| -0.8% | -$656K |
|
|
SRCI
788
DELISTED
SRC Energy Inc
SRCI
| $87.5M | 0.03% |
17,095,091
+776,697
| +5% | +$3.8M |
|
789
EPR Properties
EPR
$4.77B
| $87.4M | 0.03% |
1,136,622
-22,980
| -2% | -$1.67M |
|
790
Nutrien
NTR
$30.7B
| $87.2M | 0.03% |
1,652,803
+21,366
| +1% | +$1.11M |
|
791
Packaging Corp of America
PKG
$22.8B
| $87.2M | 0.03% |
877,363
+35,145
| +4% | +$3.34M |
|
792
Boise Cascade
BCC
$3.02B
| $87.2M | 0.03% |
3,257,584
+80,166
| +3% | +$2.16M |
|
793
The Greenbrier Companies
GBX
$1.46B
| $87.2M | 0.03% |
2,704,518
-18,512
| -0.7% | -$737K |
|
794
California Water Service
CWT
$3.12B
| $87.2M | 0.03% |
1,605,675
+3,673
| +0.2% | +$185K |
|
795
Myriad Genetics
MYGN
$312M
| $87M | 0.03% |
2,620,904
+87,501
| +3% | +$2.66M |
|
796
TechnipFMC
FTI
$27.3B
| $86.9M | 0.03% |
4,966,429
+140,130
| +3% | +$2.37M |
|
797
Thor Industries
THO
$4.14B
| $86.9M | 0.03% |
1,393,483
+400,882
| +40% | +$25.4M |
|
798
Strategic Education
STRA
$1.92B
| $86.7M | 0.03% |
660,550
-115,584
| -15% | -$14.1M |
|
799
Evercore
EVR
$11.8B
| $86.6M | 0.03% |
951,611
+58,997
| +7% | +$5.18M |
|
800
American States Water
AWR
$3.46B
| $86.6M | 0.03% |
1,214,512
-29,144
| -2% | -$2M |
|
Similar funds
Dimensional Fund Advisors's Q1 2019 Portfolio in Review
As of Q1 2019, Dimensional Fund Advisors held 3,518 positions worth $251B, up 14% from $221B the previous quarter. Its ten largest holdings account for 9.6% of the portfolio.
Trading was light in Q1 2019: portfolio turnover was 4%. Dimensional Fund Advisors opened 69 new positions and exited 72, leaving the 3,518-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q1 2019 buy was Fox Class A: 1,480,073 shares worth $54.3M.
- Dimensional Fund Advisors added most to Walt Disney in Q1 2019, an estimated $243M increase.
- Dimensional Fund Advisors's biggest Q1 2019 reduction was TotalEnergies, cutting an estimated $690M.
- Dimensional Fund Advisors fully exited Esterline Technologies in Q1 2019, selling an estimated $286M.
- Dimensional Fund Advisors's ten largest holdings make up 9.6% of its $251B portfolio in Q1 2019.
- Dimensional Fund Advisors opened 69 new positions and closed 72 in Q1 2019.
- Dimensional Fund Advisors's portfolio value rose 14% quarter-over-quarter to $251B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2019, filed 10 May 2019.