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 | |
|---|---|---|---|---|---|---|
|
CWBC
2526
Community West Bancshares
CWBC
$679M
| $7.12M | ﹤0.01% |
364,188
+31,205
| +9% | +$611K |
|
2527
Tower Semiconductor
TSEM
$24.8B
| $7.09M | ﹤0.01% |
427,985
+35,655
| +9% | +$571K |
|
|
RRD
2528
DELISTED
RR Donnelley & Sons Co.
RRD
| $7.08M | ﹤0.01% |
1,500,829
+312,810
| +26% | +$1.61M |
|
2529
Orion Group Holdings
ORN
$396M
| $7.08M | ﹤0.01% |
2,423,295
-9,614
| -0.4% | -$40.5K |
|
|
MFNC
2530
DELISTED
Mackinac Financial Corporation
MFNC
| $7.02M | ﹤0.01% |
446,172
+15,412
| +4% | +$237K |
|
|
EVRI
2531
DELISTED
Everi Holdings
EVRI
| $7M | ﹤0.01% |
665,599
+3,472
| +0.5% | +$26.4K |
|
2532
Genco Shipping & Trading
GNK
$1.11B
| $7M | ﹤0.01% |
938,347
+50,608
| +6% | +$413K |
|
|
UMH
2533
UMH Properties
UMH
$1.29B
| $6.96M | ﹤0.01% |
494,565
+29,759
| +6% | +$399K |
|
|
WSR
2534
DELISTED
Whitestone REIT
WSR
| $6.95M | ﹤0.01% |
577,884
+2,475
| +0.4% | +$32.7K |
|
2535
Ultrapar
UGP
$6.95B
| $6.92M | ﹤0.01% |
1,157,590
-95,634
| -8% | -$680K |
|
2536
NovoCure
NVCR
$1.73B
| $6.92M | ﹤0.01% |
+143,626
| New | +$6.91M |
|
2537
Home Bancorp
HBCP
$561M
| $6.87M | ﹤0.01% |
206,440
+18,838
| +10% | +$668K |
|
|
EPZM
2538
DELISTED
Epizyme, Inc
EPZM
| $6.86M | ﹤0.01% |
553,937
-2,404
| -0.4% | -$26.9K |
|
2539
Civista Bancshares
CIVB
$604M
| $6.82M | ﹤0.01% |
312,579
+55,391
| +22% | +$1.1M |
|
2540
Clearfield
CLFD
$411M
| $6.81M | ﹤0.01% |
463,487
+31,913
| +7% | +$421K |
|
2541
Hallador Energy
HNRG
$670M
| $6.8M | ﹤0.01% |
1,293,415
+53,311
| +4% | +$289K |
|
|
MSON
2542
DELISTED
Misonix Inc
MSON
| $6.8M | ﹤0.01% |
353,753
-13,796
| -4% | -$262K |
|
|
FONR
2543
DELISTED
Fonar
FONR
| $6.79M | ﹤0.01% |
331,568
+19,548
| +6% | +$424K |
|
|
IO
2544
DELISTED
ION Geophysical Corporation
IO
| $6.78M | ﹤0.01% |
469,325
+31,989
| +7% | +$374K |
|
|
PRGX
2545
DELISTED
PRGX Global, Inc.
PRGX
| $6.78M | ﹤0.01% |
855,366
+31,388
| +4% | +$280K |
|
2546
eGain
EGAN
$187M
| $6.75M | ﹤0.01% |
645,939
+98,999
| +18% | +$938K |
|
|
AXAS
2547
DELISTED
Abraxas Petroleum Corp
AXAS
| $6.75M | ﹤0.01% |
270,004
-7,739
| -3% | -$196K |
|
2548
Natural Alternatives International
NAII
$14.4M
| $6.75M | ﹤0.01% |
586,844
-191
| -0% | -$2.13K |
|
|
PEI
2549
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $6.75M | ﹤0.01% |
71,524
-450
| -0.6% | -$44.5K |
|
|
WAAS
2550
DELISTED
AquaVenture Holdings Limited
WAAS
| $6.71M | ﹤0.01% |
346,669
+76,316
| +28% | +$1.58M |
|
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.