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 | |
|---|---|---|---|---|---|---|
1926
Ring Energy
REI
$307M
| $25.3M | 0.01% |
4,303,051
+299,361
| +7% | +$1.78M |
|
|
AAT
1927
American Assets Trust
AAT
$1.45B
| $25.2M | 0.01% |
548,628
-14,053
| -2% | -$608K |
|
|
BRSL
1928
Brightstar Lottery PLC
BRSL
$1.88B
| $25.1M | 0.01% |
1,933,290
+54,841
| +3% | +$844K |
|
|
BOLD
1929
DELISTED
Audentes Therapeutics, Inc
BOLD
| $24.9M | 0.01% |
637,536
+73,489
| +13% | +$2.11M |
|
1930
Ionis Pharmaceuticals
IONS
$8.79B
| $24.7M | 0.01% |
304,577
+11,709
| +4% | +$755K |
|
1931
Zillow
Z
$7.99B
| $24.7M | 0.01% |
711,349
+143,061
| +25% | +$5.1M |
|
1932
PDF Solutions
PDFS
$1.93B
| $24.7M | 0.01% |
1,997,249
+48,420
| +2% | +$535K |
|
|
FFWM
1933
DELISTED
First Foundation Inc
FFWM
| $24.6M | 0.01% |
1,814,536
+212,170
| +13% | +$3.07M |
|
|
BHBK
1934
DELISTED
Blue Hills Bancorp, Inc.
BHBK
| $24.6M | 0.01% |
1,029,710
-13,057
| -1% | -$307K |
|
|
KEYW
1935
DELISTED
The KEYW Holding Corporation
KEYW
| $24.5M | 0.01% |
2,837,340
+275,716
| +11% | +$2.01M |
|
|
SHYF
1936
DELISTED
The Shyft Group
SHYF
| $24.4M | 0.01% |
2,764,823
-18,964
| -0.7% | -$162K |
|
1937
Workday
WDAY
$41.1B
| $24.4M | 0.01% |
126,446
+3,422
| +3% | +$622K |
|
1938
QuinStreet
QNST
$920M
| $24.4M | 0.01% |
1,819,276
+229,900
| +14% | +$3.56M |
|
1939
First Financial Corp
THFF
$970M
| $24.3M | 0.01% |
579,577
-4,945
| -0.8% | -$210K |
|
1940
Frontdoor
FTDR
$5.21B
| $24.3M | 0.01% |
707,087
+201,176
| +40% | +$6.14M |
|
|
EXPR
1941
DELISTED
Express, Inc.
EXPR
| $24.3M | 0.01% |
283,784
-23,303
| -8% | -$2.35M |
|
1942
Donegal Group Class A
DGICA
$733M
| $24.1M | 0.01% |
1,794,179
+274
| +0% | +$3.69K |
|
1943
Fox Class B
FOX
$22.2B
| $24.1M | 0.01% |
+672,357
| New | +$25.6M |
|
1944
Regional Management Corp
RM
$316M
| $24.1M | 0.01% |
987,521
-3,976
| -0.4% | -$106K |
|
|
DSPG
1945
DELISTED
DSP Group Inc
DSPG
| $24M | 0.01% |
1,705,484
-56,053
| -3% | -$729K |
|
1946
Sanofi
SNY
$104B
| $23.9M | 0.01% |
540,321
| – | – |
|
|
NSA
1947
DELISTED
National Storage Affiliates Trust
NSA
| $23.9M | 0.01% |
838,754
+9,437
| +1% | +$262K |
|
|
I
1948
DELISTED
INTELSAT S. A.
I
| $23.7M | 0.01% |
1,514,223
+423,045
| +39% | +$8.97M |
|
1949
Schneider National
SNDR
$6.2B
| $23.7M | 0.01% |
1,125,869
+88,629
| +9% | +$1.9M |
|
|
ONDK
1950
DELISTED
On Deck Capital, Inc.
ONDK
| $23.6M | 0.01% |
4,361,736
+1,484,326
| +52% | +$9.4M |
|
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.