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 | |
|---|---|---|---|---|---|---|
3201
Magnolia Oil & Gas
MGY
$6.03B
| $396K | ﹤0.01% |
32,973
+16,791
| +104% | +$204K |
|
3202
Fulgent Genetics
FLGT
$469M
| $393K | ﹤0.01% |
65,967
| – | – |
|
|
ELGX
3203
DELISTED
Endologix Inc
ELGX
| $388K | ﹤0.01% |
58,676
+40,875
| +230% | +$269K |
|
|
QES
3204
DELISTED
Quintana Energy Services Inc.
QES
| $386K | ﹤0.01% |
89,264
+11,671
| +15% | +$54.5K |
|
|
ASCMA
3205
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $386K | ﹤0.01% |
513,774
-263,003
| -34% | -$152K |
|
|
SA
3206
Seabridge Gold
SA
$2.79B
| $384K | ﹤0.01% |
31,005
| – | – |
|
|
TSRI
3207
DELISTED
TSR Inc. New
TSRI
| $384K | ﹤0.01% |
70,579
-1,045
| -1% | -$5.48K |
|
|
SFBC
3208
Sound Financial Bancorp
SFBC
$110M
| $382K | ﹤0.01% |
11,250
+4,163
| +59% | +$142K |
|
|
BRFS
3209
DELISTED
BRF SA
BRFS
| $380K | ﹤0.01% |
65,231
| – | – |
|
3210
OR Royalties Inc
OR
$5.61B
| $380K | ﹤0.01% |
33,779
+5,702
| +20% | +$58.7K |
|
3211
Inseego
INSG
$113M
| $379K | ﹤0.01% |
8,026
| – | – |
|
|
STXB
3212
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
| $371K | ﹤0.01% |
+17,480
| New | +$378K |
|
3213
Nordic American Tanker
NAT
$1.38B
| $370K | ﹤0.01% |
183,389
-8,507
| -4% | -$17.9K |
|
3214
Veritone
VERI
$98.5M
| $370K | ﹤0.01% |
71,059
| – | – |
|
|
KEG
3215
DELISTED
Key Energy Services, Inc. Common Stock
KEG
| $369K | ﹤0.01% |
90,866
-1,890
| -2% | -$5.47K |
|
|
CBMG
3216
DELISTED
Cellular Biomedicine Group, Inc.
CBMG
| $367K | ﹤0.01% |
21,197
| – | – |
|
|
SMAR
3217
DELISTED
Smartsheet Inc.
SMAR
| $361K | ﹤0.01% |
+8,859
| New | +$306K |
|
3218
ADT
ADT
$5.62B
| $357K | ﹤0.01% |
55,795
+34,872
| +167% | +$252K |
|
3219
Red Violet
RDVT
$975M
| $357K | ﹤0.01% |
53,174
-644
| -1% | -$4.68K |
|
|
NOA
3220
North American Construction
NOA
$366M
| $356K | ﹤0.01% |
30,621
+2,118
| +7% | +$23.5K |
|
3221
ImmunityBio
IBRX
$7.58B
| $355K | ﹤0.01% |
224,517
-4,709
| -2% | -$5.91K |
|
3222
Coda Octopus Group
CODA
$116M
| $352K | ﹤0.01% |
37,577
+14,889
| +66% | +$110K |
|
|
WEBK
3223
DELISTED
Wellesley Bancorp, Inc.
WEBK
| $352K | ﹤0.01% |
11,533
+1,290
| +13% | +$39.7K |
|
3224
Oak Valley Bancorp
OVLY
$281M
| $351K | ﹤0.01% |
19,893
+4,144
| +26% | +$74.7K |
|
|
SMRT
3225
DELISTED
Stein Mart Inc
SMRT
| $346K | ﹤0.01% |
349,749
| – | – |
|
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.