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 | |
|---|---|---|---|---|---|---|
|
ENDP
1626
DELISTED
Endo International plc
ENDP
| $39.2M | 0.02% |
4,878,048
-1,343,362
| -22% | -$12.6M |
|
1627
Canadian National Railway
CNI
$76.1B
| $39.1M | 0.02% |
437,529
+76,171
| +21% | +$6.39M |
|
1628
Team
TISI
$77.7M
| $39.1M | 0.02% |
223,613
-3,987
| -2% | -$631K |
|
1629
Enel Chile
ENIC
$6.24B
| $39M | 0.02% |
7,541,798
-305,109
| -4% | -$1.59M |
|
|
NVO
1630
Novo Nordisk
NVO
$208B
| $39M | 0.02% |
1,491,286
-19,610
| -1% | -$482K |
|
|
CLR
1631
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $38.9M | 0.02% |
868,225
+98,460
| +13% | +$4.4M |
|
|
OSG
1632
Octave Specialty Group
OSG
$255M
| $38.9M | 0.02% |
2,144,412
-75,377
| -3% | -$1.44M |
|
|
EGOV
1633
DELISTED
NIC Inc
EGOV
| $38.8M | 0.02% |
2,272,657
+15,163
| +0.7% | +$240K |
|
|
CTRA
1634
DELISTED
Coterra Energy
CTRA
| $38.8M | 0.02% |
1,484,723
-16,942
| -1% | -$425K |
|
1635
Vera Bradley
VRA
$99.2M
| $38.7M | 0.02% |
2,918,020
-62,615
| -2% | -$640K |
|
|
BMTC
1636
DELISTED
Bryn Mawr Bank Corp
BMTC
| $38.6M | 0.02% |
1,068,886
+28,744
| +3% | +$1.09M |
|
1637
Mercantile Bank Corp
MBWM
$1.05B
| $38.6M | 0.02% |
1,179,226
+48,184
| +4% | +$1.6M |
|
1638
West Pharmaceutical
WST
$24.5B
| $38.6M | 0.02% |
350,153
-3,418
| -1% | -$356K |
|
|
S
1639
DELISTED
Sprint Corporation
S
| $38.6M | 0.02% |
6,826,740
-28,688
| -0.4% | -$178K |
|
1640
AMC Entertainment Holdings
AMC
$2.54B
| $38.6M | 0.02% |
259,610
+63,665
| +32% | +$9.06M |
|
1641
Lazard
LAZ
$4.21B
| $38.5M | 0.02% |
1,064,931
+230,247
| +28% | +$8.66M |
|
1642
Affiliated Managers Group
AMG
$10.1B
| $38.4M | 0.02% |
358,267
+14,030
| +4% | +$1.49M |
|
1643
Sonic Automotive
SAH
$2.76B
| $38.4M | 0.02% |
2,590,153
-42,708
| -2% | -$641K |
|
1644
Hilton Grand Vacations
HGV
$3.52B
| $38.3M | 0.02% |
1,242,111
+259,804
| +26% | +$7.96M |
|
|
UNVR
1645
DELISTED
Univar Solutions Inc.
UNVR
| $38.3M | 0.02% |
1,726,751
+184,229
| +12% | +$3.97M |
|
1646
Dr. Reddy's Laboratories
RDY
$10.1B
| $38.2M | 0.02% |
4,720,565
+112,125
| +2% | +$852K |
|
1647
Healthcare Services Group
HCSG
$1.61B
| $38.2M | 0.02% |
1,156,755
+46,618
| +4% | +$1.79M |
|
1648
Cenovus Energy
CVE
$54.5B
| $38.2M | 0.02% |
4,395,815
+9,655
| +0.2% | +$80.2K |
|
1649
Terreno Realty
TRNO
$7.58B
| $38.1M | 0.02% |
906,166
+19,607
| +2% | +$784K |
|
1650
Cboe Global Markets
CBOE
$31.2B
| $38.1M | 0.02% |
399,014
+650
| +0.2% | +$61.7K |
|
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.