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 | |
|---|---|---|---|---|---|---|
|
ALXN
876
DELISTED
Alexion Pharmaceuticals
ALXN
| $83.1M | 0.03% |
634,784
+985
| +0.2% | +$127K |
|
877
lululemon athletica
LULU
$10.6B
| $83.1M | 0.03% |
461,018
+5,977
| +1% | +$1.04M |
|
878
Motorola Solutions
MSI
$76.2B
| $83M | 0.03% |
498,112
+7,969
| +2% | +$1.2M |
|
879
Yum China
YUMC
$14B
| $83M | 0.03% |
1,796,792
+15,887
| +0.9% | +$690K |
|
880
Church & Dwight Co
CHD
$22.7B
| $83M | 0.03% |
1,135,824
-6,133
| -0.5% | -$456K |
|
|
CY
881
DELISTED
Cypress Semiconductor
CY
| $82.8M | 0.03% |
3,724,472
+10,753
| +0.3% | +$195K |
|
882
UMB Financial
UMBF
$10.2B
| $82.8M | 0.03% |
1,257,708
+1,798
| +0.1% | +$119K |
|
883
The Greenbrier Companies
GBX
$1.32B
| $82.8M | 0.03% |
2,722,612
+18,094
| +0.7% | +$574K |
|
|
ETFC
884
DELISTED
E*Trade Financial Corporation
ETFC
| $82.6M | 0.03% |
1,852,511
+13,917
| +0.8% | +$665K |
|
885
Dorman Products
DORM
$3.71B
| $82.5M | 0.03% |
946,315
-882
| -0.1% | -$76.6K |
|
|
HPP
886
Hudson Pacific Properties
HPP
$620M
| $82.4M | 0.03% |
353,642
+200
| +0.1% | +$48K |
|
|
LOGM
887
DELISTED
LogMein, Inc.
LOGM
| $82.2M | 0.03% |
1,116,311
+257,156
| +30% | +$19.9M |
|
888
Scorpio Tankers
STNG
$4.29B
| $82.2M | 0.03% |
2,785,007
+291,407
| +12% | +$7.37M |
|
889
Cannae Holdings
CNNE
$658M
| $81.9M | 0.03% |
2,825,764
+16,670
| +0.6% | +$439K |
|
|
Y
890
DELISTED
Alleghany Corp
Y
| $81.8M | 0.03% |
120,134
-7,429
| -6% | -$4.92M |
|
891
Yum! Brands
YUM
$37.6B
| $81.8M | 0.03% |
739,128
-22,133
| -3% | -$2.3M |
|
892
Euronet Worldwide
EEFT
$2.58B
| $81.6M | 0.03% |
485,255
-3,161
| -0.6% | -$483K |
|
893
Live Nation Entertainment
LYV
$39.9B
| $81.5M | 0.03% |
1,229,878
-10,484
| -0.8% | -$673K |
|
894
MillerKnoll
MLKN
$1.44B
| $81.2M | 0.03% |
1,816,869
+735
| +0% | +$27.8K |
|
895
NVR
NVR
$16.5B
| $81.2M | 0.03% |
24,085
+488
| +2% | +$1.57M |
|
|
BMCH
896
DELISTED
BMC Stock Holdings, Inc
BMCH
| $80.9M | 0.03% |
3,816,345
+119,559
| +3% | +$2.48M |
|
|
ATSG
897
DELISTED
Air Transport Services Group
ATSG
| $80.9M | 0.03% |
3,315,145
-27,897
| -0.8% | -$641K |
|
898
Merit Medical Systems
MMSI
$5.14B
| $80.8M | 0.03% |
1,355,825
-420,471
| -24% | -$24.1M |
|
899
Tapestry
TPR
$23.5B
| $80.7M | 0.03% |
2,542,567
+273,008
| +12% | +$8.51M |
|
900
Hormel Foods
HRL
$11.4B
| $80.7M | 0.03% |
1,989,702
+30,048
| +2% | +$1.22M |
|
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.