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 |
Apple
AAPL
|
+$241M |
| 2 |
Amazon
AMZN
|
+$190M |
| 3 |
Dow Inc
DOW
|
+$187M |
| 4 |
Chevron
CVX
|
+$114M |
| 5 |
JPMorgan Chase
JPM
|
+$112M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
BEL
Belmond Ltd.
BEL
|
+$194M |
| 2 |
FITB
Fifth Third Bancorp
FITB
|
+$172M |
| 3 |
NAVG
Navigators Group Inc
NAVG
|
+$162M |
| 4 |
ARRS
ARRIS International plc Ordinary Shares
ARRS
|
+$154M |
| 5 |
DuPont de Nemours
DD
|
+$149M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.19% |
| 2 | Industrials | 13.87% |
| 3 | Technology | 13.52% |
| 4 | Consumer Discretionary | 10.69% |
| 5 | Healthcare | 10.03% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
KG
2701
Kestrel Group
KG
$45.9M
| $4.13M | ﹤0.01% |
322,499
-1,757
| -0.5% | -$24.2K |
|
|
YRD
2702
Yiren Digital
YRD
$85.7M
| $4.12M | ﹤0.01% |
299,675
+12,240
| +4% | +$184K |
|
|
MACK
2703
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $4.11M | ﹤0.01% |
864,368
+33,144
| +4% | +$157K |
|
2704
Thomson Reuters
TRI
$43.9B
| $4.11M | ﹤0.01% |
60,534
-2,703
| -4% | -$179K |
|
2705
TransAlta
TAC
$3.78B
| $4.11M | ﹤0.01% |
631,327
| – | – |
|
|
SBOW
2706
DELISTED
SilverBow Resources, Inc.
SBOW
| $4.11M | ﹤0.01% |
296,535
+23,657
| +9% | +$401K |
|
2707
Friedman Industries
FRD
$292M
| $4.1M | ﹤0.01% |
589,461
+1,687
| +0.3% | +$12.4K |
|
2708
ACNB Corp
ACNB
$656M
| $4.1M | ﹤0.01% |
103,709
+5,013
| +5% | +$188K |
|
2709
Peoples Bancorp of North Carolina
PEBK
$235M
| $4.1M | ﹤0.01% |
136,391
+6,085
| +5% | +$168K |
|
|
PBIP
2710
DELISTED
Prudential Bancorp, Inc.
PBIP
| $4.08M | ﹤0.01% |
215,617
+2,162
| +1% | +$37.7K |
|
|
ENFC
2711
DELISTED
Entegra Financial Corp.
ENFC
| $4.07M | ﹤0.01% |
135,154
| – | – |
|
|
NWHM
2712
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $4.07M | ﹤0.01% |
1,056,590
+53,530
| +5% | +$244K |
|
2713
Parke Bancorp
PKBK
$405M
| $4.05M | ﹤0.01% |
185,921
+6,488
| +4% | +$131K |
|
2714
First Bank
FRBA
$441M
| $4.03M | ﹤0.01% |
343,056
+36,661
| +12% | +$416K |
|
2715
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $3.99M | ﹤0.01% |
718,193
-35,459
| -5% | -$206K |
|
|
STZ.B
2716
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.97M | ﹤0.01% |
21,200
-160
| -0.7% | -$31.2K |
|
|
CSTR
2717
DELISTED
CapStar Financial Holdings, Inc
CSTR
| $3.95M | ﹤0.01% |
260,873
+35,546
| +16% | +$545K |
|
|
CTG
2718
DELISTED
Computer Task Group, Inc.
CTG
| $3.95M | ﹤0.01% |
985,059
-3,600
| -0.4% | -$15.5K |
|
|
IOTS
2719
DELISTED
Adesto Technologies Corp
IOTS
| $3.95M | ﹤0.01% |
484,395
+122,512
| +34% | +$879K |
|
2720
CytomX Therapeutics
CTMX
$604M
| $3.92M | ﹤0.01% |
349,194
+208,619
| +148% | +$2.19M |
|
|
CCRD
2721
DELISTED
CoreCard
CCRD
| $3.9M | ﹤0.01% |
129,250
| – | – |
|
|
EMKR
2722
DELISTED
Emcore Corp
EMKR
| $3.9M | ﹤0.01% |
118,446
+6,334
| +6% | +$236K |
|
2723
Noodles & Co
NDLS
$78.3M
| $3.89M | ﹤0.01% |
61,703
+10,715
| +21% | +$619K |
|
|
AGTC
2724
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $3.85M | ﹤0.01% |
1,016,017
+47,919
| +5% | +$196K |
|
|
JNCE
2725
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $3.85M | ﹤0.01% |
777,264
+131,264
| +20% | +$697K |
|
Similar funds
Dimensional Fund Advisors's Q2 2019 Portfolio in Review
As of Q2 2019, Dimensional Fund Advisors held 3,525 positions worth $258B, up 2.6% from $251B the previous quarter. Its ten largest holdings account for 9.9% of the portfolio.
Trading was light in Q2 2019: portfolio turnover was 3.9%. Dimensional Fund Advisors opened 80 new positions and exited 58, leaving the 3,525-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 19% a quarter earlier, followed by Industrials and Technology.
- Dimensional Fund Advisors's largest Q2 2019 buy was Dow Inc: 3,549,651 shares worth $175M.
- Dimensional Fund Advisors added most to Apple in Q2 2019, an estimated $241M increase.
- Dimensional Fund Advisors's biggest Q2 2019 reduction was Fifth Third Bancorp, cutting an estimated $172M.
- Dimensional Fund Advisors fully exited Belmond Ltd. in Q2 2019, selling an estimated $194M.
- Dimensional Fund Advisors's ten largest holdings make up 9.9% of its $258B portfolio in Q2 2019.
- Dimensional Fund Advisors opened 80 new positions and closed 58 in Q2 2019.
- Dimensional Fund Advisors's portfolio value rose 2.6% quarter-over-quarter to $258B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2019, filed 13 Aug 2019.