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 | |
|---|---|---|---|---|---|---|
1726
Hyatt Hotels
H
$16.2B
| $34.5M | 0.01% |
475,646
+2,676
| +0.6% | +$190K |
|
|
ADSW
1727
DELISTED
Advanced Disposal Services Inc
ADSW
| $34.5M | 0.01% |
1,232,243
+91,401
| +8% | +$2.38M |
|
1728
Advanced Drainage Systems
WMS
$11.1B
| $34.4M | 0.01% |
1,335,108
+142,407
| +12% | +$3.6M |
|
1729
Monolithic Power Systems
MPWR
$66B
| $34.3M | 0.01% |
253,451
+7,537
| +3% | +$989K |
|
1730
W&T Offshore
WTI
$522M
| $34.3M | 0.01% |
4,973,285
-69,346
| -1% | -$377K |
|
1731
Lamb Weston
LW
$7.29B
| $34.3M | 0.01% |
457,901
-1,387
| -0.3% | -$98.2K |
|
1732
Banco Santander Chile
BSAC
$16.4B
| $34.3M | 0.01% |
1,152,283
-4,690
| -0.4% | -$146K |
|
1733
TAL Education Group
TAL
$6.7B
| $34.2M | 0.01% |
948,889
-46,856
| -5% | -$1.52M |
|
1734
CRA International
CRAI
$1.16B
| $34.2M | 0.01% |
677,056
-9,650
| -1% | -$436K |
|
|
NATI
1735
DELISTED
National Instruments Corp
NATI
| $34.2M | 0.01% |
771,182
+8,440
| +1% | +$383K |
|
1736
Camden National
CAC
$1B
| $34.1M | 0.01% |
818,248
+11,215
| +1% | +$468K |
|
1737
Harmonic Inc
HLIT
$1.28B
| $34.1M | 0.01% |
6,287,793
-114,314
| -2% | -$606K |
|
1738
Veeva Systems
VEEV
$33.5B
| $34.1M | 0.01% |
268,660
+1,807
| +0.7% | +$204K |
|
|
KE
1739
Kimball Electronics
KE
$619M
| $34.1M | 0.01% |
2,198,818
-31,512
| -1% | -$507K |
|
1740
Vishay Precision Group
VPG
$1.22B
| $34M | 0.01% |
995,141
-2,307
| -0.2% | -$77.1K |
|
|
BRSS
1741
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $34M | 0.01% |
986,365
+25,545
| +3% | +$792K |
|
1742
Caesars Entertainment
CZR
$6.06B
| $33.9M | 0.01% |
727,033
+2,428
| +0.3% | +$111K |
|
1743
Dine Brands
DIN
$458M
| $33.9M | 0.01% |
371,855
+10,080
| +3% | +$856K |
|
|
AVP
1744
DELISTED
Avon Products, Inc.
AVP
| $33.9M | 0.01% |
11,539,946
+526,957
| +5% | +$1.33M |
|
|
TARO
1745
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $33.9M | 0.01% |
313,808
+12,827
| +4% | +$1.28M |
|
1746
Alliant Energy
LNT
$18.4B
| $33.9M | 0.01% |
719,181
+22,789
| +3% | +$1.02M |
|
|
VRTV
1747
DELISTED
VERITIV CORPORATION
VRTV
| $33.9M | 0.01% |
1,286,854
+73,421
| +6% | +$2.24M |
|
|
VIVO
1748
DELISTED
Meridian Bioscience Inc
VIVO
| $33.8M | 0.01% |
1,920,411
+18,848
| +1% | +$314K |
|
1749
Wayfair
W
$11.8B
| $33.8M | 0.01% |
227,464
-1,393
| -0.6% | -$182K |
|
1750
Waterstone Financial
WSBF
$375M
| $33.7M | 0.01% |
2,046,018
+57,587
| +3% | +$955K |
|
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.