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 | |
|---|---|---|---|---|---|---|
1901
PTC
PTC
$16.2B
| $26.2M | 0.01% |
284,397
-15,590
| -5% | -$1.38M |
|
|
SRDX
1902
DELISTED
Surmodics
SRDX
| $26.2M | 0.01% |
602,143
-17,823
| -3% | -$908K |
|
1903
Tyler Technologies
TYL
$13.2B
| $26.1M | 0.01% |
127,534
+4,461
| +4% | +$884K |
|
|
ORBC
1904
DELISTED
ORBCOMM, Inc.
ORBC
| $26.1M | 0.01% |
3,844,942
+202,299
| +6% | +$1.62M |
|
|
AUD
1905
DELISTED
Audacy, Inc.
AUD
| $26M | 0.01% |
4,961,775
+562,129
| +13% | +$3.72M |
|
1906
Adient
ADNT
$1.66B
| $26M | 0.01% |
2,007,522
-144,964
| -7% | -$2.54M |
|
1907
Ichor Holdings
ICHR
$2.62B
| $26M | 0.01% |
1,150,398
-85,958
| -7% | -$1.75M |
|
1908
National Beverage
FIZZ
$3.03B
| $26M | 0.01% |
899,688
+164,942
| +22% | +$5.87M |
|
1909
Takeda Pharmaceutical
TAK
$54.4B
| $26M | 0.01% |
+1,268,867
| New | +$25.5M |
|
1910
CNA Financial
CNA
$14.3B
| $25.9M | 0.01% |
597,549
-186,189
| -24% | -$8.24M |
|
1911
Global Indemnity Group
GBLI
$399M
| $25.9M | 0.01% |
852,010
-5,197
| -0.6% | -$181K |
|
1912
NeoGenomics
NEO
$1.99B
| $25.8M | 0.01% |
1,262,157
+123,916
| +11% | +$2.15M |
|
1913
Regenxbio
RGNX
$610M
| $25.8M | 0.01% |
449,979
+128,266
| +40% | +$6.35M |
|
1914
Cass Information Systems
CASS
$736M
| $25.7M | 0.01% |
542,918
+9,600
| +2% | +$492K |
|
1915
SiteOne Landscape Supply
SITE
$4.24B
| $25.7M | 0.01% |
448,926
-9,817
| -2% | -$536K |
|
1916
Pearson
PSO
$10.1B
| $25.7M | 0.01% |
2,336,443
-18,155
| -0.8% | -$212K |
|
1917
Sibanye-Stillwater
SBSW
$6.09B
| $25.6M | 0.01% |
6,202,565
-179,768
| -3% | -$679K |
|
1918
Palo Alto Networks
PANW
$274B
| $25.6M | 0.01% |
632,412
+13,518
| +2% | +$501K |
|
1919
Powell Industries
POWL
$7.57B
| $25.6M | 0.01% |
2,890,482
+20,757
| +0.7% | +$204K |
|
1920
Resideo Technologies
REZI
$5.39B
| $25.6M | 0.01% |
1,324,686
+1,040,235
| +366% | +$23.1M |
|
|
GBT
1921
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $25.5M | 0.01% |
481,869
-10,551
| -2% | -$518K |
|
1922
WisdomTree
WT
$3.02B
| $25.3M | 0.01% |
3,589,047
-10,073
| -0.3% | -$69.3K |
|
1923
Covenant Logistics
CVLG
$878M
| $25.3M | 0.01% |
2,669,794
-57,328
| -2% | -$635K |
|
1924
Ameresco
AMRC
$1.14B
| $25.3M | 0.01% |
1,564,311
+44,955
| +3% | +$706K |
|
|
GRUB
1925
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $25.3M | 0.01% |
182,116
-1,502
| -0.8% | -$233K |
|
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.