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 | |
|---|---|---|---|---|---|---|
1251
Green Plains
GPRE
$1.2B
| $57.4M | 0.02% |
3,440,384
-25,851
| -0.7% | -$388K |
|
|
CSGS
1252
DELISTED
CSG Systems International
CSGS
| $57.4M | 0.02% |
1,356,012
-3,820
| -0.3% | -$148K |
|
1253
Adeia
ADEA
$3.51B
| $57.3M | 0.02% |
9,263,291
+396,371
| +4% | +$2.33M |
|
1254
Five Below
FIVE
$12.2B
| $57.2M | 0.02% |
460,532
-300,057
| -39% | -$36.3M |
|
1255
SEI Investments
SEIC
$12.7B
| $57.2M | 0.02% |
1,094,641
+228,163
| +26% | +$11.4M |
|
|
CTLT
1256
DELISTED
CATALENT, INC.
CTLT
| $57.2M | 0.02% |
1,408,284
+82,054
| +6% | +$3.21M |
|
1257
Avis
CAR
$4.94B
| $57.1M | 0.02% |
1,639,163
-9,722
| -0.6% | -$291K |
|
1258
Addus HomeCare
ADUS
$2.15B
| $57.1M | 0.02% |
898,441
-7,573
| -0.8% | -$487K |
|
|
CMD
1259
DELISTED
Cantel Medical Corporation
CMD
| $57.1M | 0.02% |
853,093
+11,259
| +1% | +$853K |
|
|
BID
1260
DELISTED
Sotheby's
BID
| $56.9M | 0.02% |
1,507,647
+25,181
| +2% | +$1.01M |
|
1261
United Natural Foods
UNFI
$2.93B
| $56.9M | 0.02% |
4,304,747
+101,400
| +2% | +$1.37M |
|
|
HTLF
1262
DELISTED
Heartland Financial USA, Inc.
HTLF
| $56.9M | 0.02% |
1,333,146
+81,313
| +6% | +$3.77M |
|
|
EMCI
1263
DELISTED
EMC INS Group Inc
EMCI
| $56.7M | 0.02% |
1,778,440
-26,910
| -1% | -$859K |
|
1264
Nu Skin
NUS
$260M
| $56.6M | 0.02% |
1,182,814
+50,496
| +4% | +$3.06M |
|
|
FDC
1265
DELISTED
First Data Corporation
FDC
| $56.6M | 0.02% |
2,153,573
+167,605
| +8% | +$3.98M |
|
|
SJI
1266
DELISTED
South Jersey Industries, Inc.
SJI
| $56.4M | 0.02% |
1,759,990
+2,757
| +0.2% | +$83.5K |
|
1267
Radian Group
RDN
$5.26B
| $56.4M | 0.02% |
2,719,269
+17,818
| +0.7% | +$346K |
|
|
ATRI
1268
DELISTED
Atrion Corp
ATRI
| $56.2M | 0.02% |
63,988
+251
| +0.4% | +$198K |
|
|
COHR
1269
DELISTED
Coherent Inc
COHR
| $56.2M | 0.02% |
396,664
+97,303
| +33% | +$12.3M |
|
|
CVGW
1270
DELISTED
Calavo Growers
CVGW
| $56.2M | 0.02% |
669,800
+2,604
| +0.4% | +$211K |
|
|
ELLI
1271
DELISTED
Ellie Mae Inc
ELLI
| $56.1M | 0.02% |
568,918
-63,618
| -10% | -$5.52M |
|
|
RAVN
1272
DELISTED
Raven Industries Inc
RAVN
| $56.1M | 0.02% |
1,462,047
-7,838
| -0.5% | -$297K |
|
1273
Apple Hospitality REIT
APLE
$3.9B
| $56.1M | 0.02% |
3,438,723
+44,144
| +1% | +$708K |
|
1274
AMERISAFE
AMSF
$556M
| $56.1M | 0.02% |
943,631
-21,595
| -2% | -$1.28M |
|
1275
Portland General Electric
POR
$5.91B
| $56M | 0.02% |
1,080,597
-48,105
| -4% | -$2.35M |
|
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.