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 | |
|---|---|---|---|---|---|---|
|
CATM
1076
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $66.6M | 0.03% |
1,870,786
+22,145
| +1% | +$660K |
|
1077
Matthews International
MATW
$880M
| $66.5M | 0.03% |
1,800,769
+63,374
| +4% | +$2.58M |
|
1078
Perdoceo Education
PRDO
$2.06B
| $66.5M | 0.03% |
4,027,731
-40,439
| -1% | -$584K |
|
|
AMWD
1079
DELISTED
American Woodmark
AMWD
| $66.5M | 0.03% |
804,842
-57,043
| -7% | -$4.26M |
|
1080
WEX
WEX
$6.45B
| $66.5M | 0.03% |
346,210
-3,543
| -1% | -$599K |
|
1081
MBIA
MBI
$268M
| $66.4M | 0.03% |
6,973,148
| – | – |
|
1082
ArcBest
ARCB
$3.23B
| $66.4M | 0.03% |
2,155,787
-6,915
| -0.3% | -$250K |
|
1083
Deluxe
DLX
$1.24B
| $66.3M | 0.03% |
1,516,559
+70,383
| +5% | +$3.16M |
|
1084
Bread Financial
BFH
$4.54B
| $66M | 0.03% |
472,974
+3,437
| +0.7% | +$468K |
|
1085
Century Aluminum
CENX
$4.66B
| $66M | 0.03% |
7,434,828
+78,763
| +1% | +$682K |
|
|
VG
1086
DELISTED
Vonage Holdings Corporation
VG
| $66M | 0.03% |
6,575,807
-201,021
| -3% | -$1.93M |
|
|
BMS
1087
DELISTED
Bemis
BMS
| $66M | 0.03% |
1,189,638
-26,806
| -2% | -$1.36M |
|
1088
Valvoline
VVV
$5.01B
| $65.9M | 0.03% |
3,553,244
+341,823
| +11% | +$6.77M |
|
|
BBL
1089
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $65.9M | 0.03% |
1,365,711
-12,517
| -0.9% | -$561K |
|
|
NWLI
1090
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $65.9M | 0.03% |
251,144
+3,356
| +1% | +$984K |
|
1091
Advanced Energy
AEIS
$13.7B
| $65.9M | 0.03% |
1,326,746
+46,971
| +4% | +$2.28M |
|
1092
Mativ Holdings
MATV
$507M
| $65.8M | 0.03% |
1,698,911
+44,534
| +3% | +$1.52M |
|
|
GLOG
1093
DELISTED
GASLOG LTD
GLOG
| $65.8M | 0.03% |
3,767,193
+168,639
| +5% | +$2.93M |
|
1094
Badger Meter
BMI
$4.07B
| $65.6M | 0.03% |
1,179,500
+16,491
| +1% | +$917K |
|
1095
Eversource Energy
ES
$27.3B
| $65.6M | 0.03% |
924,486
+23,459
| +3% | +$1.62M |
|
1096
Sempra
SRE
$56.6B
| $65.6M | 0.03% |
1,042,340
+51,998
| +5% | +$3.06M |
|
1097
Kelly Services Class A
KELYA
$528M
| $65.5M | 0.03% |
2,970,310
-7,666
| -0.3% | -$176K |
|
1098
Arthur J. Gallagher & Co
AJG
$63.6B
| $65.4M | 0.03% |
837,611
+13,803
| +2% | +$1.06M |
|
1099
Mercer International
MERC
$47.5M
| $65.3M | 0.03% |
4,836,875
+30,763
| +0.6% | +$423K |
|
1100
Raymond James Financial
RJF
$34.3B
| $65.3M | 0.03% |
1,218,811
-2,925
| -0.2% | -$157K |
|
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.