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 | |
|---|---|---|---|---|---|---|
|
ITIC
1951
Investors Title Co
ITIC
$546M
| $23.6M | 0.01% |
149,577
+175
| +0.1% | +$29.7K |
|
1952
Sony
SONY
$137B
| $23.6M | 0.01% |
2,790,830
-38,100
| -1% | -$357K |
|
|
TAST
1953
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $23.5M | 0.01% |
2,360,281
+5,052
| +0.2% | +$49.3K |
|
|
WWE
1954
DELISTED
World Wrestling Entertainment
WWE
| $23.5M | 0.01% |
270,694
-39,947
| -13% | -$3.36M |
|
|
CAMP
1955
DELISTED
CalAmp Corp.
CAMP
| $23.5M | 0.01% |
81,117
+6,817
| +9% | +$2.15M |
|
|
ROCC
1956
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $23.5M | 0.01% |
531,840
-22,179
| -4% | -$1.19M |
|
|
RP
1957
DELISTED
RealPage, Inc.
RP
| $23.5M | 0.01% |
386,452
+8,012
| +2% | +$459K |
|
|
FSB
1958
DELISTED
Franklin Financial Network, Inc.
FSB
| $23.4M | 0.01% |
807,201
+55,523
| +7% | +$1.71M |
|
|
CHUY
1959
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $23.4M | 0.01% |
1,028,191
+11,612
| +1% | +$254K |
|
|
BSMX
1960
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $23.3M | 0.01% |
3,449,008
+375,834
| +12% | +$2.57M |
|
1961
Trade Desk
TTD
$8.48B
| $23.3M | 0.01% |
1,177,640
-773,400
| -40% | -$12.7M |
|
1962
Daktronics
DAKT
$955M
| $23.2M | 0.01% |
3,108,890
-5,407
| -0.2% | -$41.9K |
|
1963
Alpha and Omega Semiconductor
AOSL
$950M
| $23.1M | 0.01% |
2,007,889
+4,953
| +0.2% | +$54.8K |
|
1964
Hurco Companies Inc
HURC
$135M
| $23M | 0.01% |
570,894
+6,437
| +1% | +$255K |
|
|
TPIC
1965
DELISTED
TPI Composites
TPIC
| $23M | 0.01% |
804,462
+49,210
| +7% | +$1.46M |
|
|
DF
1966
DELISTED
Dean Foods Company
DF
| $23M | 0.01% |
7,595,637
-23,680
| -0.3% | -$95.3K |
|
|
AY
1967
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $23M | 0.01% |
1,180,900
+42,219
| +4% | +$802K |
|
1968
Omega Flex
OFLX
$297M
| $22.9M | 0.01% |
302,377
+4,809
| +2% | +$330K |
|
1969
Dime Commercial Bancshares
DCOM
$1.8B
| $22.9M | 0.01% |
781,045
+49,933
| +7% | +$1.51M |
|
1970
National Grid
NGG
$80.4B
| $22.9M | 0.01% |
463,222
+9,591
| +2% | +$464K |
|
|
IVC
1971
DELISTED
Invacare Corporation
IVC
| $22.8M | 0.01% |
2,726,431
+2,663
| +0.1% | +$19.2K |
|
1972
The RMR Group
RMR
$325M
| $22.8M | 0.01% |
374,086
+306
| +0.1% | +$20.2K |
|
1973
Greenlight Captial
GLRE
$552M
| $22.8M | 0.01% |
2,098,023
+6,657
| +0.3% | +$71.1K |
|
1974
Sociedad Química y Minera de Chile
SQM
$19.2B
| $22.7M | 0.01% |
591,743
-400
| -0.1% | -$16.4K |
|
1975
Calix
CALX
$2.26B
| $22.7M | 0.01% |
2,947,075
-34,311
| -1% | -$303K |
|
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.