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 | |
|---|---|---|---|---|---|---|
|
GLDD
1501
DELISTED
Great Lakes Dredge & Dock
GLDD
| $46.3M | 0.02% |
5,200,255
-28,477
| -0.5% | -$221K |
|
1502
Cooper-Standard Automotive
CPS
$538M
| $46.3M | 0.02% |
985,834
+72,341
| +8% | +$4.65M |
|
|
AIMC
1503
DELISTED
Altra Industrial Motion Corp
AIMC
| $46.3M | 0.02% |
1,490,498
+6,542
| +0.4% | +$198K |
|
1504
Globus Medical
GMED
$11.1B
| $46.2M | 0.02% |
935,291
-30,366
| -3% | -$1.37M |
|
1505
COPT Defense Properties
CDP
$4.26B
| $46.2M | 0.02% |
1,691,444
+34,283
| +2% | +$866K |
|
1506
James River Group Holdings
JRVR
$213M
| $46.1M | 0.02% |
1,150,562
+16,993
| +1% | +$666K |
|
1507
SunCoke Energy
SXC
$714M
| $46M | 0.02% |
5,422,281
-23,799
| -0.4% | -$231K |
|
1508
Westamerica Bancorp
WABC
$1.39B
| $45.9M | 0.02% |
742,351
-73
| -0% | -$4.53K |
|
|
BDN
1509
Brandywine Realty Trust
BDN
$541M
| $45.8M | 0.02% |
2,890,528
+29,923
| +1% | +$452K |
|
1510
Center Bancorp
CNOB
$1.68B
| $45.8M | 0.02% |
2,326,090
+150,365
| +7% | +$3.08M |
|
1511
Standex International
SXI
$3.78B
| $45.8M | 0.02% |
624,267
+13,376
| +2% | +$1.01M |
|
|
PEGI
1512
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $45.7M | 0.02% |
2,078,116
+52,021
| +3% | +$1.08M |
|
|
WIFI
1513
DELISTED
Boingo Wireless, Inc.
WIFI
| $45.6M | 0.02% |
1,958,029
-13,943
| -0.7% | -$317K |
|
1514
Ennis
EBF
$558M
| $45.6M | 0.02% |
2,195,203
-20,344
| -0.9% | -$419K |
|
|
SFBS
1515
ServisFirst Bancshares
SFBS
$4.92B
| $45.5M | 0.02% |
1,348,674
+18,650
| +1% | +$636K |
|
1516
Cheniere Energy
LNG
$54.1B
| $45.5M | 0.02% |
666,140
-4,527
| -0.7% | -$298K |
|
|
TRST
1517
Trustco Bank Corp NY
TRST
$975M
| $45.3M | 0.02% |
1,168,410
-2,469
| -0.2% | -$97.7K |
|
1518
Installed Building Products
IBP
$6.15B
| $45.3M | 0.02% |
934,106
+28,782
| +3% | +$1.23M |
|
1519
John B. Sanfilippo & Son
JBSS
$993M
| $45.3M | 0.02% |
630,282
-4,855
| -0.8% | -$324K |
|
|
TMX
1520
DELISTED
Terminix Global Holdings, Inc.
TMX
| $45.3M | 0.02% |
969,083
-46,670
| -5% | -$1.95M |
|
1521
eHealth
EHTH
$43.8M
| $45M | 0.02% |
722,459
-4,835
| -0.7% | -$266K |
|
1522
Piper Sandler
PIPR
$5.13B
| $45M | 0.02% |
2,473,436
+35,816
| +1% | +$635K |
|
|
LBAI
1523
DELISTED
Lakeland Bancorp Inc
LBAI
| $44.9M | 0.02% |
3,010,416
+110,174
| +4% | +$1.75M |
|
|
SHOE
1524
Shoe Station Group
SHOE
$419M
| $44.9M | 0.02% |
2,638,802
-86,012
| -3% | -$1.56M |
|
1525
MSC Industrial Direct
MSM
$6.98B
| $44.8M | 0.02% |
542,205
+12,210
| +2% | +$1.01M |
|
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.