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 | |
|---|---|---|---|---|---|---|
2076
Cactus
WHD
$5.21B
| $19.2M | 0.01% |
540,425
+218,194
| +68% | +$7.43M |
|
|
FARM
2077
DELISTED
Farmer Brothers
FARM
| $19.2M | 0.01% |
959,742
+30,355
| +3% | +$720K |
|
2078
PJT Partners
PJT
$4.3B
| $19.2M | 0.01% |
458,825
+17,608
| +4% | +$755K |
|
|
CS
2079
DELISTED
Credit Suisse Group
CS
| $19.2M | 0.01% |
1,643,904
-11,078
| -0.7% | -$132K |
|
2080
Natural Gas Services Group
NGS
$472M
| $19M | 0.01% |
1,099,722
+1,988
| +0.2% | +$35.5K |
|
|
BREW
2081
DELISTED
Craft Brew Alliance, Inc.
BREW
| $19M | 0.01% |
1,361,395
+27,056
| +2% | +$429K |
|
|
MFGP
2082
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $19M | 0.01% |
608,683
+95,048
| +19% | +$2.53M |
|
2083
Grupo Aeroportuario del Sureste
ASR
$8.27B
| $19M | 0.01% |
117,625
-2,820
| -2% | -$471K |
|
2084
Atara Biotherapeutics
ATRA
$75.5M
| $19M | 0.01% |
19,102
+103
| +0.5% | +$95.7K |
|
|
SAGE
2085
DELISTED
Sage Therapeutics
SAGE
| $19M | 0.01% |
119,222
+10,168
| +9% | +$1.47M |
|
|
FLIC
2086
DELISTED
First of Long Island Corp
FLIC
| $18.9M | 0.01% |
864,093
+131,548
| +18% | +$2.88M |
|
|
BSTC
2087
DELISTED
BioSpecifics Technologies Corp.
BSTC
| $18.9M | 0.01% |
303,660
+14,417
| +5% | +$954K |
|
|
PTVCB
2088
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $18.9M | 0.01% |
1,018,498
-10,895
| -1% | -$212K |
|
2089
Virtu Financial
VIRT
$5.11B
| $18.8M | 0.01% |
792,461
+271,191
| +52% | +$6.95M |
|
2090
Commault Systems
CVLT
$4.88B
| $18.8M | 0.01% |
290,607
+5,898
| +2% | +$381K |
|
2091
Equinor
EQNR
$97.7B
| $18.8M | 0.01% |
853,468
-1,912
| -0.2% | -$43K |
|
2092
Preformed Line Products
PLPC
$1.75B
| $18.8M | 0.01% |
353,203
+11,852
| +3% | +$668K |
|
2093
RCI Hospitality Holdings
RICK
$192M
| $18.7M | 0.01% |
815,665
-8,718
| -1% | -$196K |
|
2094
TFS Financial
TFSL
$5.16B
| $18.7M | 0.01% |
1,137,439
-7,017
| -0.6% | -$117K |
|
|
MCRN
2095
DELISTED
Milacron Holdings Corp.
MCRN
| $18.7M | 0.01% |
1,654,526
+149,402
| +10% | +$1.98M |
|
2096
Turning Point Brands
TPB
$1.45B
| $18.7M | 0.01% |
406,284
+96,982
| +31% | +$3.72M |
|
2097
Honda
HMC
$39.1B
| $18.7M | 0.01% |
688,864
-354
| -0.1% | -$9.94K |
|
2098
Compañía de Cervecerías Unidas
CCU
$2.12B
| $18.7M | 0.01% |
636,258
+4,143
| +0.7% | +$116K |
|
2099
Under Armour
UAA
$2.84B
| $18.7M | 0.01% |
883,312
+304
| +0% | +$6.37K |
|
2100
Upbound Group
UPBD
$1.13B
| $18.7M | 0.01% |
894,297
-10,989
| -1% | -$203K |
|
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.