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 | |
|---|---|---|---|---|---|---|
1201
Gentherm
THRM
$1.32B
| $60M | 0.02% |
1,627,206
+12,679
| +0.8% | +$516K |
|
1202
Cabot Corp
CBT
$4.23B
| $59.9M | 0.02% |
1,438,146
+129,934
| +10% | +$5.84M |
|
1203
RPM International
RPM
$14.7B
| $59.8M | 0.02% |
1,030,726
+20,642
| +2% | +$1.17M |
|
|
SPN
1204
DELISTED
Superior Energy Services, Inc.
SPN
| $59.7M | 0.02% |
1,277,876
-9,467
| -0.7% | -$407K |
|
|
WDR
1205
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $59.6M | 0.02% |
3,446,606
+23,674
| +0.7% | +$417K |
|
1206
Teradyne
TER
$63.1B
| $59.6M | 0.02% |
1,495,728
-5,313
| -0.4% | -$199K |
|
1207
Hyster-Yale Materials Handling
HY
$629M
| $59.5M | 0.02% |
954,399
-36,756
| -4% | -$2.49M |
|
1208
Ryman Hospitality Properties
RHP
$8.09B
| $59.5M | 0.02% |
723,614
+4,780
| +0.7% | +$382K |
|
1209
Graco
GGG
$13.3B
| $59.5M | 0.02% |
1,201,320
+75,359
| +7% | +$3.41M |
|
|
MCHB
1210
Mechanics Bancorp
MCHB
$3.7B
| $59.5M | 0.02% |
2,257,443
-13,713
| -0.6% | -$356K |
|
1211
Stratasys
SSYS
$764M
| $59.5M | 0.02% |
2,496,810
-70,389
| -3% | -$1.69M |
|
1212
Methode Electronics
MEI
$536M
| $59.5M | 0.02% |
2,066,186
+21,802
| +1% | +$595K |
|
1213
Brunswick
BC
$5.41B
| $59.4M | 0.02% |
1,180,984
+169,872
| +17% | +$8.57M |
|
1214
Woodward
WWD
$22.1B
| $59.3M | 0.02% |
625,304
-8,348
| -1% | -$738K |
|
1215
Ingevity
NGVT
$2.6B
| $59.3M | 0.02% |
561,395
+21,435
| +4% | +$2.15M |
|
1216
Apogee Enterprises
APOG
$888M
| $59.3M | 0.02% |
1,581,286
+41,087
| +3% | +$1.43M |
|
|
PPL
1217
PPL Corp
PPL
$26.5B
| $59.3M | 0.02% |
1,866,814
+145,838
| +8% | +$4.53M |
|
1218
Columbia Sportswear
COLM
$2.95B
| $59.2M | 0.02% |
568,375
+3,531
| +0.6% | +$340K |
|
|
ECHO
1219
DELISTED
Echo Global Logistics, Inc.
ECHO
| $59.2M | 0.02% |
2,387,516
+9,747
| +0.4% | +$230K |
|
1220
Northwest Natural Holdings
NWN
$2.05B
| $59.1M | 0.02% |
900,728
-1,150
| -0.1% | -$72.1K |
|
|
EE
1221
DELISTED
El Paso Electric Company
EE
| $59.1M | 0.02% |
1,004,256
+476
| +0% | +$25.7K |
|
1222
Commerce Bancshares
CBSH
$8.62B
| $59M | 0.02% |
1,430,012
-279
| -0% | -$11.9K |
|
1223
NCR Voyix
VYX
$1.22B
| $59M | 0.02% |
3,521,680
+201,202
| +6% | +$3.33M |
|
1224
Modine Manufacturing
MOD
$10.7B
| $58.9M | 0.02% |
4,247,832
-17,150
| -0.4% | -$241K |
|
|
BPYU
1225
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
| $58.9M | 0.02% |
2,873,962
-79,528
| -3% | -$1.51M |
|
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.