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 | |
|---|---|---|---|---|---|---|
726
Albany International
AIN
$1.71B
| $95.6M | 0.04% |
1,153,140
-174,963
| -13% | -$13.1M |
|
|
BRKL
727
DELISTED
Brookline Bancorp
BRKL
| $95.3M | 0.04% |
6,197,132
-117,782
| -2% | -$1.76M |
|
728
Autoliv
ALV
$8.49B
| $95.3M | 0.04% |
1,351,235
+5,278
| +0.4% | +$386K |
|
|
NLSN
729
DELISTED
Nielsen Holdings plc
NLSN
| $95.2M | 0.04% |
4,214,484
+478,432
| +13% | +$11.6M |
|
|
GES
730
DELISTED
Guess Inc
GES
| $95.1M | 0.04% |
5,890,726
-482,313
| -8% | -$8.34M |
|
731
Flex
FLEX
$39.9B
| $95.1M | 0.04% |
13,190,560
+354,338
| +3% | +$2.73M |
|
|
CORE
732
DELISTED
Core Mark Holding Co., Inc.
CORE
| $95.1M | 0.04% |
2,394,662
-124,833
| -5% | -$4.69M |
|
733
NetApp
NTAP
$37.6B
| $95.1M | 0.04% |
1,540,647
+6,191
| +0.4% | +$418K |
|
734
Advanced Micro Devices
AMD
$837B
| $95M | 0.04% |
3,128,199
-247,723
| -7% | -$7.07M |
|
|
HA
735
DELISTED
Hawaiian Holdings, Inc.
HA
| $95M | 0.04% |
3,462,227
+177,479
| +5% | +$4.82M |
|
|
CONE
736
DELISTED
CyrusOne Inc Common Stock
CONE
| $94.9M | 0.04% |
1,644,102
+76,469
| +5% | +$4.48M |
|
737
Novanta
NOVT
$5.02B
| $94.8M | 0.04% |
1,004,981
-77,911
| -7% | -$6.65M |
|
738
LendingTree
TREE
$373M
| $94.6M | 0.04% |
225,319
-3,911
| -2% | -$1.5M |
|
739
LPL Financial
LPLA
$26.2B
| $94.6M | 0.04% |
1,159,991
-34,872
| -3% | -$2.76M |
|
740
Keysight
KEYS
$54.8B
| $94.5M | 0.04% |
1,052,107
-19,930
| -2% | -$1.69M |
|
741
Willis Towers Watson
WTW
$29.1B
| $94.5M | 0.04% |
493,203
+10,341
| +2% | +$1.87M |
|
|
XEC
742
DELISTED
CIMAREX ENERGY CO
XEC
| $94.2M | 0.04% |
1,588,720
+23,472
| +1% | +$1.5M |
|
743
First Merchants
FRME
$2.58B
| $94.1M | 0.04% |
2,483,344
-488
| -0% | -$17.9K |
|
744
Vistra
VST
$47.1B
| $94M | 0.04% |
4,153,316
+170,731
| +4% | +$4.28M |
|
745
Illumina
ILMN
$34.6B
| $94M | 0.04% |
262,538
-7,568
| -3% | -$2.39M |
|
746
Northern Trust
NTRS
$32.3B
| $93.9M | 0.04% |
1,043,246
+24,026
| +2% | +$2.21M |
|
747
Scholastic
SCHL
$660M
| $93.8M | 0.04% |
2,821,668
+7,294
| +0.3% | +$272K |
|
748
Corteva
CTVA
$54B
| $93.7M | 0.04% |
+3,168,361
| New | +$85.2M |
|
749
RBC Bearings
RBC
$15.4B
| $93.7M | 0.04% |
561,542
-7,010
| -1% | -$992K |
|
750
GSK
GSK
$101B
| $93.6M | 0.04% |
1,871,039
+218,617
| +13% | +$11M |
|
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.