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 | |
|---|---|---|---|---|---|---|
|
MACK
2676
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $4.54M | ﹤0.01% |
831,224
+105,714
| +15% | +$486K |
|
|
HDSN
2677
Hudson Technologies
HDSN
$254M
| $4.54M | ﹤0.01% |
2,351,794
-44,418
| -2% | -$62.5K |
|
2678
inTEST
INTT
$155M
| $4.53M | ﹤0.01% |
673,547
+36,866
| +6% | +$266K |
|
2679
Friedman Industries
FRD
$240M
| $4.51M | ﹤0.01% |
587,774
-1,882
| -0.3% | -$14.6K |
|
|
CAJ
2680
DELISTED
Canon, Inc.
CAJ
| $4.5M | ﹤0.01% |
154,984
-9,793
| -6% | -$280K |
|
|
SOHU
2681
Sohu.com
SOHU
$362M
| $4.5M | ﹤0.01% |
271,602
-4,249
| -2% | -$82.1K |
|
|
EVBN
2682
DELISTED
Evans Bancorp Inc
EVBN
| $4.49M | ﹤0.01% |
125,913
+3,968
| +3% | +$139K |
|
2683
Aclaris Therapeutics
ACRS
$726M
| $4.49M | ﹤0.01% |
749,127
+259,611
| +53% | +$1.72M |
|
2684
Inovio Pharmaceuticals
INO
$55.7M
| $4.49M | ﹤0.01% |
100,258
+38,761
| +63% | +$1.95M |
|
|
HBMD
2685
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
| $4.48M | ﹤0.01% |
302,797
+37,780
| +14% | +$531K |
|
|
VRN
2686
DELISTED
Veren
VRN
| $4.46M | ﹤0.01% |
1,374,904
-613,445
| -31% | -$1.89M |
|
|
ALTR
2687
DELISTED
Altair Engineering Inc
ALTR
| $4.44M | ﹤0.01% |
120,700
+101,282
| +522% | +$3.41M |
|
|
PIR
2688
DELISTED
Pier 1 Imports, Inc.
PIR
| $4.43M | ﹤0.01% |
289,853
-41,907
| -13% | -$756K |
|
2689
Extreme Networks
EXTR
$3.94B
| $4.35M | ﹤0.01% |
580,765
-96,847
| -14% | -$707K |
|
|
CSS
2690
DELISTED
CSS Industries, Inc.
CSS
| $4.35M | ﹤0.01% |
725,642
-27,768
| -4% | -$224K |
|
2691
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $4.32M | ﹤0.01% |
753,652
-390,067
| -34% | -$2.3M |
|
|
GV
2692
DELISTED
Goldfield Corporation
GV
| $4.31M | ﹤0.01% |
1,952,220
+19,443
| +1% | +$50K |
|
2693
SmartFinancial
SMBK
$896M
| $4.31M | ﹤0.01% |
227,794
+57,858
| +34% | +$1.11M |
|
|
ELP
2694
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $4.31M | ﹤0.01% |
1,161,448
-18,417
| -2% | -$68.4K |
|
2695
Biglari Holdings Class A
BH.A
$1.25B
| $4.3M | ﹤0.01% |
5,853
+349
| +6% | +$234K |
|
2696
SSR Mining
SSRM
$5.32B
| $4.28M | ﹤0.01% |
338,407
+6,900
| +2% | +$91.3K |
|
2697
Applied Optoelectronics
AAOI
$7.57B
| $4.28M | ﹤0.01% |
351,020
-963
| -0.3% | -$14.5K |
|
2698
CEMIG Preferred Shares
CIG
$6.26B
| $4.25M | ﹤0.01% |
2,340,591
-69,591
| -3% | -$131K |
|
|
CTG
2699
DELISTED
Computer Task Group, Inc.
CTG
| $4.25M | ﹤0.01% |
988,659
+2,069
| +0.2% | +$8.79K |
|
|
LONE
2700
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
| $4.17M | ﹤0.01% |
1,040,109
+156,909
| +18% | +$733K |
|
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.