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 | |
|---|---|---|---|---|---|---|
2226
Hamilton Lane
HLNE
$4.91B
| $14.5M | 0.01% |
332,137
+23,142
| +7% | +$954K |
|
|
SGMO
2227
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $14.5M | 0.01% |
1,516,660
+277,550
| +22% | +$2.83M |
|
2228
Vanda Pharmaceuticals
VNDA
$307M
| $14.4M | 0.01% |
784,618
+253,913
| +48% | +$5.79M |
|
2229
Limoneira
LMNR
$235M
| $14.4M | 0.01% |
613,110
+76,984
| +14% | +$1.74M |
|
2230
MasterCraft Boat Holdings
MCFT
$579M
| $14.4M | 0.01% |
638,249
+69,187
| +12% | +$1.53M |
|
|
EGIO
2231
DELISTED
Edgio, Inc. Common Stock
EGIO
| $14.3M | 0.01% |
110,900
+1,584
| +1% | +$184K |
|
2232
Boyd Gaming
BYD
$6.18B
| $14.3M | 0.01% |
523,508
-2,173
| -0.4% | -$59.3K |
|
2233
Independence Realty Trust
IRT
$3.92B
| $14.3M | 0.01% |
1,324,748
+31,154
| +2% | +$320K |
|
|
ABB
2234
DELISTED
ABB Ltd
ABB
| $14.3M | 0.01% |
757,395
-5,373
| -0.7% | -$104K |
|
2235
Stratus Properties
STRS
$156M
| $14.2M | 0.01% |
538,888
-1,437
| -0.3% | -$35.5K |
|
|
ETRN
2236
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $14.2M | 0.01% |
652,775
+48,663
| +8% | +$974K |
|
|
FFNW
2237
DELISTED
First Financial Northwest, Inc
FFNW
| $14.2M | 0.01% |
902,249
-15,051
| -2% | -$237K |
|
|
GPX
2238
DELISTED
GP Strategies Corp.
GPX
| $14.2M | 0.01% |
1,168,512
+48,095
| +4% | +$702K |
|
|
PFBI
2239
DELISTED
Premier Financial Bancorp
PFBI
| $14.1M | 0.01% |
900,385
+120,884
| +16% | +$1.87M |
|
|
AMAG
2240
DELISTED
AMAG Pharmaceuticals
AMAG
| $14.1M | 0.01% |
1,097,961
-33
| -0% | -$491 |
|
|
ZEN
2241
DELISTED
ZENDESK INC
ZEN
| $14.1M | 0.01% |
166,048
-8,310
| -5% | -$610K |
|
2242
Lindblad Expeditions
LIND
$1.94B
| $14.1M | 0.01% |
921,455
+89,711
| +11% | +$1.22M |
|
2243
AnaptysBio
ANAB
$1.58B
| $14M | 0.01% |
192,154
+112,442
| +141% | +$7.76M |
|
|
JKS
2244
JinkoSolar
JKS
$793M
| $14M | 0.01% |
778,464
-4,465
| -0.6% | -$72.6K |
|
2245
Saga Communications
SGA
$57M
| $14M | 0.01% |
421,074
-975
| -0.2% | -$32.6K |
|
|
CBAY
2246
DELISTED
Cymabay Therapeutics
CBAY
| $14M | 0.01% |
1,052,066
+335,092
| +47% | +$3.56M |
|
|
TPCO
2247
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $14M | 0.01% |
1,183,504
+152,626
| +15% | +$1.79M |
|
|
BVH
2248
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $13.9M | 0.01% |
471,205
+43,215
| +10% | +$1.32M |
|
|
LGTY
2249
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $13.9M | 0.01% |
1,165,311
+9,319
| +0.8% | +$105K |
|
|
MFSF
2250
DELISTED
MutualFirst Financial Inc
MFSF
| $13.9M | 0.01% |
463,316
+11,233
| +2% | +$330K |
|
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.