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 | |
|---|---|---|---|---|---|---|
851
Ziff Davis
ZD
$1.96B
| $82.2M | 0.03% |
1,091,681
+7,730
| +0.7% | +$534K |
|
|
CONE
852
DELISTED
CyrusOne Inc Common Stock
CONE
| $82.2M | 0.03% |
1,567,633
+123,702
| +9% | +$6.47M |
|
|
HMSY
853
DELISTED
HMS Holdings Corp.
HMSY
| $82M | 0.03% |
2,769,603
-391,793
| -12% | -$12.1M |
|
|
RHT
854
DELISTED
Red Hat Inc
RHT
| $81.7M | 0.03% |
447,299
-26,130
| -6% | -$4.68M |
|
855
Brink's
BCO
$4.6B
| $81.7M | 0.03% |
1,082,867
+6,970
| +0.6% | +$518K |
|
856
Illumina
ILMN
$28.6B
| $81.6M | 0.03% |
270,106
+6,090
| +2% | +$1.78M |
|
|
OPTU
857
Optimum Communications Inc
OPTU
$326M
| $81.6M | 0.03% |
3,796,863
+582,864
| +18% | +$11.8M |
|
858
Watts Water Technologies
WTS
$12.8B
| $81.4M | 0.03% |
1,007,536
-2,250
| -0.2% | -$171K |
|
859
Church & Dwight Co
CHD
$24.4B
| $81.3M | 0.03% |
1,141,957
+2,339
| +0.2% | +$154K |
|
860
Xylem
XYL
$28.3B
| $81.3M | 0.03% |
1,029,074
-5,198
| -0.5% | -$379K |
|
|
KAMN
861
DELISTED
Kaman Corp
KAMN
| $81.2M | 0.03% |
1,388,991
+9,744
| +0.7% | +$574K |
|
862
Medifast
MED
$142M
| $81.2M | 0.03% |
636,226
-22,396
| -3% | -$2.84M |
|
863
FormFactor
FORM
$9.22B
| $81.1M | 0.03% |
5,037,532
-378,724
| -7% | -$5.71M |
|
|
SASR
864
DELISTED
Sandy Spring Bancorp Inc
SASR
| $81M | 0.03% |
2,587,985
+67,016
| +3% | +$2.22M |
|
865
Marten Transport
MRTN
$1.24B
| $80.9M | 0.03% |
6,803,472
-42,491
| -0.6% | -$519K |
|
|
IRBT
866
DELISTED
iRobot
IRBT
| $80.8M | 0.03% |
686,730
+29,421
| +4% | +$3.13M |
|
|
MDR
867
DELISTED
McDermott International
MDR
| $80.8M | 0.03% |
10,862,530
+1,627,618
| +18% | +$13.4M |
|
868
First Solar
FSLR
$27.3B
| $80.8M | 0.03% |
1,528,773
+2,487
| +0.2% | +$125K |
|
869
First Horizon
FHN
$12.1B
| $80.8M | 0.03% |
5,777,082
+328,068
| +6% | +$4.85M |
|
870
Microchip Technology
MCHP
$46.1B
| $80.8M | 0.03% |
1,947,348
+30,818
| +2% | +$1.28M |
|
871
Graphic Packaging
GPK
$3.59B
| $80.7M | 0.03% |
6,387,623
+430,794
| +7% | +$5.23M |
|
872
LendingTree
TREE
$448M
| $80.6M | 0.03% |
229,230
-289
| -0.1% | -$87.2K |
|
873
PC Connection
CNXN
$2.12B
| $80.6M | 0.03% |
2,197,206
-53,485
| -2% | -$1.92M |
|
874
Emergent Biosolutions
EBS
$259M
| $80.5M | 0.03% |
1,592,790
-96,950
| -6% | -$5.72M |
|
875
UMB Financial
UMBF
$11.1B
| $80.4M | 0.03% |
1,255,910
+347
| +0% | +$22.9K |
|
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.