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 | |
|---|---|---|---|---|---|---|
1276
Ollie's Bargain Outlet
OLLI
$4.61B
| $55.9M | 0.02% |
655,620
-189,577
| -22% | -$15.3M |
|
|
WAIR
1277
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $55.9M | 0.02% |
6,363,442
+308,902
| +5% | +$2.54M |
|
|
HSII
1278
DELISTED
Heidrick & Struggles
HSII
| $55.9M | 0.02% |
1,458,406
-9,592
| -0.7% | -$346K |
|
1279
MGP Ingredients
MGPI
$367M
| $55.9M | 0.02% |
724,462
-8,921
| -1% | -$651K |
|
|
TSE
1280
DELISTED
Trinseo
TSE
| $55.9M | 0.02% |
1,233,368
+228,665
| +23% | +$11.1M |
|
1281
FirstEnergy
FE
$28.1B
| $55.8M | 0.02% |
1,342,140
+9,737
| +0.7% | +$387K |
|
|
WBT
1282
DELISTED
Welbilt, Inc.
WBT
| $55.8M | 0.02% |
3,407,141
-17,916
| -0.5% | -$261K |
|
1283
Cavco Industries
CVCO
$4.34B
| $55.8M | 0.02% |
474,472
+13,241
| +3% | +$1.81M |
|
1284
Allegion
ALLE
$14B
| $55.7M | 0.02% |
614,468
+89,491
| +17% | +$7.78M |
|
1285
Stoneridge
SRI
$212M
| $55.7M | 0.02% |
1,930,578
-1,865
| -0.1% | -$51K |
|
|
WRI
1286
DELISTED
Weingarten Realty Investors
WRI
| $55.7M | 0.02% |
1,896,524
-7,558
| -0.4% | -$212K |
|
1287
Jefferies Financial Group
JEF
$12.9B
| $55.6M | 0.02% |
3,308,058
+349,269
| +12% | +$6.17M |
|
1288
Repligen
RGEN
$8.33B
| $55.6M | 0.02% |
940,663
-71,419
| -7% | -$4.11M |
|
1289
Sabra Healthcare REIT
SBRA
$5.18B
| $55.5M | 0.02% |
2,850,818
+42,035
| +1% | +$797K |
|
1290
Qualys
QLYS
$5.62B
| $55.5M | 0.02% |
670,853
+28,807
| +4% | +$2.4M |
|
1291
Carter's
CRI
$1.46B
| $55.4M | 0.02% |
549,726
+59,176
| +12% | +$5.28M |
|
|
CY
1292
DELISTED
Cypress Semiconductor
CY
| $55.4M | 0.02% |
3,713,719
+103,944
| +3% | +$1.51M |
|
1293
Henry Schein
HSIC
$10.1B
| $55.3M | 0.02% |
920,103
-32,716
| -3% | -$1.97M |
|
1294
Hanmi Financial
HAFC
$967M
| $55.3M | 0.02% |
2,599,734
+78,855
| +3% | +$1.71M |
|
1295
Liberty Latin America Class C
LILAK
$1.67B
| $55.3M | 0.02% |
3,320,474
+589,337
| +22% | +$9.18M |
|
|
AXON
1296
Axon Enterprise
AXON
$48.5B
| $55.3M | 0.02% |
1,016,024
-237,291
| -19% | -$12.2M |
|
|
ZAYO
1297
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $55.2M | 0.02% |
1,941,299
+16,834
| +0.9% | +$446K |
|
1298
City Holding Co
CHCO
$2.07B
| $55.2M | 0.02% |
724,039
-5,983
| -0.8% | -$444K |
|
1299
Avista
AVA
$3.31B
| $55.1M | 0.02% |
1,357,139
+15,707
| +1% | +$646K |
|
1300
Globe Life
GL
$14.3B
| $55.1M | 0.02% |
671,777
+1,427
| +0.2% | +$117K |
|
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.