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 | |
|---|---|---|---|---|---|---|
2051
VSE Corp
VSEC
$5.45B
| $20M | 0.01% |
632,998
+15,622
| +3% | +$508K |
|
2052
Keurig Dr Pepper
KDP
$42.3B
| $20M | 0.01% |
714,590
+22,864
| +3% | +$617K |
|
2053
Capital City Bank Group
CCBG
$888M
| $20M | 0.01% |
916,450
+13,299
| +1% | +$318K |
|
2054
Napco Security Technologies
NSSC
$1.32B
| $19.9M | 0.01% |
1,923,038
-15,176
| -0.8% | -$143K |
|
2055
Clearway Energy Class C
CWEN
$4.94B
| $19.9M | 0.01% |
1,316,696
+38,811
| +3% | +$583K |
|
|
AKS
2056
DELISTED
AK Steel Holding Corp
AKS
| $19.9M | 0.01% |
7,233,437
-189,941
| -3% | -$538K |
|
2057
Northrim BanCorp
NRIM
$590M
| $19.9M | 0.01% |
2,309,228
-4,112
| -0.2% | -$37K |
|
|
QTNA
2058
DELISTED
Quantenna Communications, Inc. Common Stock
QTNA
| $19.9M | 0.01% |
816,474
+336,233
| +70% | +$5.85M |
|
2059
Champion Homes
SKY
$4.37B
| $19.9M | 0.01% |
1,045,358
+258,719
| +33% | +$4.74M |
|
2060
QCR Holdings
QCRH
$1.69B
| $19.8M | 0.01% |
583,537
+37,336
| +7% | +$1.28M |
|
|
ITCI
2061
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $19.8M | 0.01% |
1,623,196
+178,973
| +12% | +$2.29M |
|
|
HSKA
2062
DELISTED
Heska Corp
HSKA
| $19.8M | 0.01% |
232,279
+12,849
| +6% | +$1.16M |
|
2063
Under Armour Class C
UA
$2.77B
| $19.7M | 0.01% |
1,043,926
-56,944
| -5% | -$1.08M |
|
2064
RadNet
RDNT
$5.02B
| $19.7M | 0.01% |
1,586,315
+5,175
| +0.3% | +$67.9K |
|
2065
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $19.6M | 0.01% |
220,906
-11,576
| -5% | -$1.04M |
|
2066
Park Aerospace
PKE
$737M
| $19.6M | 0.01% |
1,251,187
+72,115
| +6% | +$1.36M |
|
2067
Mistras Group
MG
$484M
| $19.6M | 0.01% |
1,421,859
+42,898
| +3% | +$642K |
|
2068
NWPX Infrastructure Inc
NWPX
$1.19B
| $19.5M | 0.01% |
814,500
+13,452
| +2% | +$319K |
|
|
VMW
2069
DELISTED
VMware, Inc
VMW
| $19.5M | 0.01% |
108,164
+1,289
| +1% | +$210K |
|
|
OPI
2070
DELISTED
Office Properties Income Trust
OPI
| $19.5M | 0.01% |
+704,198
| New | +$21.3M |
|
2071
National CineMedia
NCMI
$376M
| $19.5M | 0.01% |
276,012
+14,970
| +6% | +$1.07M |
|
|
PRTY
2072
DELISTED
Party City Holdco Inc.
PRTY
| $19.4M | 0.01% |
2,444,441
+1,300,484
| +114% | +$13.5M |
|
|
PRMW
2073
DELISTED
Primo Water Corporation
PRMW
| $19.4M | 0.01% |
1,254,033
-3,599
| -0.3% | -$51.9K |
|
|
PAMT
2074
PAMT Corp
PAMT
$337M
| $19.3M | 0.01% |
1,580,848
+23,544
| +2% | +$290K |
|
2075
Bank of Marin Bancorp
BMRC
$472M
| $19.3M | 0.01% |
475,174
+37,692
| +9% | +$1.6M |
|
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.