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 | |
|---|---|---|---|---|---|---|
|
CRZO
1526
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $44.8M | 0.02% |
3,595,600
+459,287
| +15% | +$5.46M |
|
|
PDLI
1527
DELISTED
PDL BioPharma, Inc.
PDLI
| $44.8M | 0.02% |
12,043,406
-409,715
| -3% | -$1.38M |
|
1528
Atmos Energy
ATO
$28.9B
| $44.8M | 0.02% |
434,979
+53,015
| +14% | +$5.17M |
|
|
AMTD
1529
DELISTED
TD Ameritrade Holding Corp
AMTD
| $44.8M | 0.02% |
895,388
-8,833
| -1% | -$479K |
|
|
CDK
1530
DELISTED
CDK Global, Inc.
CDK
| $44.7M | 0.02% |
760,603
+36,449
| +5% | +$1.99M |
|
|
DHC
1531
Diversified Healthcare Trust
DHC
$2.13B
| $44.6M | 0.02% |
3,787,744
+22,864
| +0.6% | +$293K |
|
1532
Alarm.com
ALRM
$2.75B
| $44.6M | 0.02% |
687,495
+51,064
| +8% | +$3.1M |
|
1533
Herc Holdings
HRI
$5.48B
| $44.4M | 0.02% |
1,140,195
+103,792
| +10% | +$3.92M |
|
1534
Evolent Health
EVH
$353M
| $44.3M | 0.02% |
3,525,319
+282,300
| +9% | +$4.47M |
|
1535
Seacoast Banking Corp of Florida
SBCF
$3.38B
| $44.2M | 0.02% |
1,678,922
-9,100
| -0.5% | -$255K |
|
|
PRSP
1536
DELISTED
Perspecta Inc. Common Stock
PRSP
| $44.2M | 0.02% |
2,183,666
+343,121
| +19% | +$6.9M |
|
1537
Rollins
ROL
$18.4B
| $44M | 0.02% |
1,584,726
+21,109
| +1% | +$549K |
|
1538
REX American Resources
REX
$1.42B
| $43.9M | 0.02% |
3,264,402
-16,206
| -0.5% | -$205K |
|
1539
Vail Resorts
MTN
$5.32B
| $43.8M | 0.02% |
201,542
+1,447
| +0.7% | +$296K |
|
1540
American Vanguard Corp
AVD
$70.4M
| $43.8M | 0.02% |
2,542,589
-7,142
| -0.3% | -$126K |
|
1541
Integra LifeSciences
IART
$1.39B
| $43.8M | 0.02% |
785,182
+61,604
| +9% | +$3.14M |
|
|
DNKN
1542
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $43.7M | 0.02% |
582,159
+1,862
| +0.3% | +$130K |
|
|
RPAI
1543
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $43.7M | 0.02% |
3,586,183
-21,559
| -0.6% | -$263K |
|
1544
Liberty Media Series C
FWONK
$24.5B
| $43.6M | 0.02% |
1,286,255
+935,134
| +266% | +$29.3M |
|
|
NUAN
1545
DELISTED
Nuance Communications, Inc.
NUAN
| $43.6M | 0.02% |
2,971,527
-153,934
| -5% | -$2.13M |
|
1546
Paylocity
PCTY
$7.48B
| $43.2M | 0.02% |
484,732
+30,737
| +7% | +$2.39M |
|
|
CHS
1547
DELISTED
Chicos FAS, Inc.
CHS
| $43.2M | 0.02% |
10,106,290
-587,567
| -5% | -$3.26M |
|
1548
Resources Connection
RGP
$153M
| $43.1M | 0.02% |
2,606,516
+36,376
| +1% | +$608K |
|
1549
Flowserve
FLS
$9.78B
| $43M | 0.02% |
953,715
-87,407
| -8% | -$3.82M |
|
1550
Eagle Materials
EXP
$6.59B
| $43M | 0.02% |
510,454
+12,225
| +2% | +$883K |
|
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.