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 | |
|---|---|---|---|---|---|---|
2276
Comscore
SCOR
$106M
| $13.2M | 0.01% |
32,583
+7,912
| +32% | +$3.22M |
|
2277
Minerva Neurosciences
NERV
$185M
| $13.2M | 0.01% |
209,547
+9,285
| +5% | +$558K |
|
2278
Oil-Dri
ODC
$1.44B
| $13.2M | 0.01% |
845,910
+8,760
| +1% | +$125K |
|
2279
AB InBev
BUD
$170B
| $13.2M | 0.01% |
156,699
-5,273
| -3% | -$405K |
|
|
CNR
2280
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $13.2M | 0.01% |
2,136,016
+102,851
| +5% | +$755K |
|
2281
Brookfield
BN
$104B
| $13.1M | 0.01% |
788,896
+20,261
| +3% | +$315K |
|
2282
NVE Corp
NVEC
$562M
| $13.1M | 0.01% |
133,940
+7,847
| +6% | +$758K |
|
|
AVYA
2283
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $13.1M | 0.01% |
+778,837
| New | +$12.2M |
|
|
DPLO
2284
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $13.1M | 0.01% |
2,254,474
+126,116
| +6% | +$1.3M |
|
|
AGR
2285
DELISTED
Avangrid, Inc.
AGR
| $13.1M | 0.01% |
259,976
+5,060
| +2% | +$250K |
|
|
ERF
2286
DELISTED
Enerplus Corporation
ERF
| $13.1M | 0.01% |
1,555,650
+1,816
| +0.1% | +$15.6K |
|
2287
Ecopetrol
EC
$34.5B
| $13M | 0.01% |
608,065
-55,279
| -8% | -$1.08M |
|
|
GCAP
2288
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $13M | 0.01% |
2,073,484
-19,984
| -1% | -$133K |
|
|
WCN
2289
Waste Connections
WCN
$42.2B
| $13M | 0.01% |
146,772
+4,622
| +3% | +$381K |
|
2290
Rogers Communications
RCI
$18.3B
| $13M | 0.01% |
241,599
+29,244
| +14% | +$1.58M |
|
2291
IES Holdings
IESC
$14.8B
| $13M | 0.01% |
730,158
-2,813
| -0.4% | -$49.7K |
|
2292
Foster
FSTR
$430M
| $13M | 0.01% |
688,466
+26,018
| +4% | +$462K |
|
2293
KVH Industries
KVHI
$181M
| $12.9M | 0.01% |
1,269,639
-32,409
| -2% | -$355K |
|
2294
Atlassian
TEAM
$25.6B
| $12.9M | 0.01% |
115,087
+9,438
| +9% | +$964K |
|
|
DLA
2295
DELISTED
Delta Apparel Inc.
DLA
| $12.9M | 0.01% |
581,906
-6,976
| -1% | -$157K |
|
2296
Live Oak Bancshares
LOB
$1.98B
| $12.9M | 0.01% |
884,718
+284,609
| +47% | +$4.37M |
|
2297
Weibo
WB
$2B
| $12.9M | 0.01% |
208,987
-1,913
| -0.9% | -$119K |
|
2298
Chegg
CHGG
$110M
| $12.8M | 0.01% |
336,969
+56,604
| +20% | +$2.06M |
|
|
CNBKA
2299
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $12.8M | 0.01% |
175,564
+4,234
| +2% | +$320K |
|
2300
Simulations Plus
SLP
$369M
| $12.8M | 0.01% |
606,921
+35,056
| +6% | +$702K |
|
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.