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 | 18.6% |
| 2 | Technology | 13.61% |
| 3 | Industrials | 13.44% |
| 4 | Consumer Discretionary | 10.86% |
| 5 | Healthcare | 10.17% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
YRD
2726
Yiren Digital
YRD
$85.7M
| $3.9M | ﹤0.01% |
287,435
+1,589
| +0.6% | +$19.4K |
|
|
BRG
2727
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $3.89M | ﹤0.01% |
360,565
-3,874
| -1% | -$40.4K |
|
|
MR
2728
DELISTED
Montage Resources Corporation Common Stock
MR
| $3.87M | ﹤0.01% |
257,466
-17,438
| -6% | -$279K |
|
2729
Atlanta Braves Holdings Series A
BATRA
$3.59B
| $3.85M | ﹤0.01% |
137,658
+85,047
| +162% | +$2.34M |
|
2730
Ferrari
RACE
$72.4B
| $3.84M | ﹤0.01% |
28,722
+2,370
| +9% | +$290K |
|
|
LBY
2731
DELISTED
Libbey, Inc.
LBY
| $3.78M | ﹤0.01% |
1,331,553
-87,859
| -6% | -$377K |
|
2732
BCE
BCE
$21B
| $3.77M | ﹤0.01% |
84,903
+10,647
| +14% | +$459K |
|
2733
Carvana
CVNA
$47.1B
| $3.75M | ﹤0.01% |
323,315
+26,820
| +9% | +$226K |
|
|
AGFS
2734
DELISTED
AgroFresh Solutions Inc
AGFS
| $3.74M | ﹤0.01% |
1,119,667
+109,290
| +11% | +$433K |
|
|
PBIP
2735
DELISTED
Prudential Bancorp, Inc.
PBIP
| $3.7M | ﹤0.01% |
213,455
+3,858
| +2% | +$69.2K |
|
|
MXWL
2736
DELISTED
Maxwell Technologies Inc
MXWL
| $3.7M | ﹤0.01% |
828,379
-1,700
| -0.2% | -$6.68K |
|
|
IMDZ
2737
DELISTED
Immune Design Corp.
IMDZ
| $3.68M | ﹤0.01% |
629,658
-15,350
| -2% | -$52.3K |
|
|
OTIC
2738
DELISTED
Otonomy, Inc.
OTIC
| $3.67M | ﹤0.01% |
1,395,897
-91,782
| -6% | -$207K |
|
|
ALYA
2739
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $3.66M | ﹤0.01% |
1,165,590
-29,989
| -3% | -$85.9K |
|
|
CYOU
2740
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $3.65M | ﹤0.01% |
213,781
+20,881
| +11% | +$392K |
|
2741
ACNB Corp
ACNB
$656M
| $3.65M | ﹤0.01% |
98,696
+15,342
| +18% | +$576K |
|
|
FNJN
2742
DELISTED
Finjan Holdings, Inc.
FNJN
| $3.65M | ﹤0.01% |
1,244,228
+36,883
| +3% | +$110K |
|
2743
Magnachip Semiconductor
MX
$101M
| $3.64M | ﹤0.01% |
492,125
| – | – |
|
|
PFSW
2744
DELISTED
PFSweb, Inc.
PFSW
| $3.64M | ﹤0.01% |
698,603
+11,527
| +2% | +$68.9K |
|
2745
Spyre Therapeutics
SYRE
$8.04B
| $3.63M | ﹤0.01% |
18,024
+6,575
| +57% | +$1.37M |
|
2746
MIND Technology
MIND
$37.3M
| $3.6M | ﹤0.01% |
91,624
-767
| -0.8% | -$30K |
|
|
HNP
2747
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3.6M | ﹤0.01% |
155,553
-2,116
| -1% | -$52.5K |
|
|
STZ.B
2748
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.58M | ﹤0.01% |
21,360
-899
| -4% | -$151K |
|
2749
Stantec
STN
$7.91B
| $3.57M | ﹤0.01% |
151,131
+7,420
| +5% | +$176K |
|
2750
Forestar Group
FOR
$1.35B
| $3.57M | ﹤0.01% |
206,462
-701
| -0.3% | -$11.5K |
|
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 19% of assets, down from 19% a quarter earlier, followed by Technology and Industrials.
- 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.