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 |
ESL
Esterline Technologies
ESL
|
+$286M |
| 2 |
TFCFA
Twenty-First Century Fox, Inc. Class A
TFCFA
|
+$221M |
| 3 |
MBFI
MB Financial Corp
MBFI
|
+$199M |
| 4 |
AHL
ASPEN Insurance Holding Limited
AHL
|
+$191M |
| 5 |
TFCF
Twenty-First Century Fox, Inc. Class B
TFCF
|
+$99.7M |
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 | |
|---|---|---|---|---|---|---|
|
BMCH
1101
DELISTED
BMC Stock Holdings, Inc
BMCH
| $65.3M | 0.03% |
3,696,786
+379,014
| +11% | +$6.57M |
|
1102
NVR
NVR
$16.8B
| $65.3M | 0.03% |
23,597
+2,035
| +9% | +$5.36M |
|
1103
Transocean
RIG
$5.78B
| $65.3M | 0.03% |
7,493,987
+14,217
| +0.2% | +$122K |
|
1104
America Movil
AMX
$74.7B
| $65.2M | 0.03% |
4,569,379
+712
| +0% | +$10.7K |
|
1105
Mueller Industries
MLI
$15.1B
| $65.2M | 0.03% |
8,324,928
-13,724
| -0.2% | -$101K |
|
|
MXIM
1106
DELISTED
Maxim Integrated Products
MXIM
| $65.2M | 0.03% |
1,226,443
+76,250
| +7% | +$4.1M |
|
|
FOE
1107
DELISTED
Ferro Corporation
FOE
| $65.2M | 0.03% |
3,443,124
+40,825
| +1% | +$720K |
|
|
CKH
1108
DELISTED
Seacor Holdings Inc.
CKH
| $65.2M | 0.03% |
1,541,445
+14,053
| +0.9% | +$599K |
|
1109
Essent Group
ESNT
$6.14B
| $65.1M | 0.03% |
1,497,298
+5,529
| +0.4% | +$228K |
|
1110
LivaNova
LIVN
$4.69B
| $65M | 0.03% |
668,010
-71,492
| -10% | -$6.67M |
|
|
HRC
1111
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $64.9M | 0.03% |
613,199
+3,233
| +0.5% | +$326K |
|
1112
ASML
ASML
$658B
| $64.9M | 0.03% |
345,066
+4,518
| +1% | +$800K |
|
1113
Synaptics
SYNA
$4.16B
| $64.8M | 0.03% |
1,630,153
-111,061
| -6% | -$4.39M |
|
1114
Unilever
UL
$138B
| $64.8M | 0.03% |
997,161
+121,691
| +14% | +$7.41M |
|
1115
Rambus
RMBS
$10.9B
| $64.7M | 0.03% |
6,194,700
+285,594
| +5% | +$2.74M |
|
1116
Towne Bank
TOWN
$3.53B
| $64.7M | 0.03% |
2,612,816
+104,647
| +4% | +$2.75M |
|
1117
Cousins Properties
CUZ
$5.09B
| $64.6M | 0.03% |
1,673,087
+13,928
| +0.8% | +$509K |
|
1118
Silgan Holdings
SLGN
$4.47B
| $64.6M | 0.03% |
2,178,883
+2,083
| +0.1% | +$57.4K |
|
|
FRC
1119
DELISTED
First Republic Bank
FRC
| $64.5M | 0.03% |
641,659
+62,107
| +11% | +$6.12M |
|
1120
Wabash National
WNC
$507M
| $64.5M | 0.03% |
4,757,067
-53,043
| -1% | -$751K |
|
1121
Silicon Laboratories
SLAB
$7.2B
| $64.4M | 0.03% |
796,805
-518
| -0.1% | -$43.1K |
|
1122
JB Hunt Transport Services
JBHT
$25.8B
| $64.4M | 0.03% |
635,688
+57,522
| +10% | +$5.96M |
|
1123
Huron Consulting
HURN
$2.43B
| $64.4M | 0.03% |
1,363,283
-49,810
| -4% | -$2.46M |
|
|
UNT
1124
DELISTED
UNIT Corporation
UNT
| $64.2M | 0.03% |
4,510,705
-32,824
| -0.7% | -$522K |
|
1125
Marcus Corp
MCS
$959M
| $64.2M | 0.03% |
1,603,251
-19,407
| -1% | -$803K |
|
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 Marathon Petroleum, cutting an estimated $95.7M.
- 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.