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 | |
|---|---|---|---|---|---|---|
|
BBL
1051
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $70M | 0.03% |
1,368,727
+3,016
| +0.2% | +$144K |
|
|
BERY
1052
DELISTED
Berry Global Group, Inc.
BERY
| $69.9M | 0.03% |
1,447,807
+21,014
| +1% | +$1.01M |
|
1053
Acco Brands
ACCO
$392M
| $69.9M | 0.03% |
8,879,080
-3,100
| -0% | -$25.4K |
|
|
SNBR
1054
DELISTED
Sleep Number
SNBR
| $69.8M | 0.03% |
1,729,134
-21,905
| -1% | -$846K |
|
1055
CorVel
CRVL
$3.6B
| $69.8M | 0.03% |
2,407,494
-27,831
| -1% | -$685K |
|
|
CBM
1056
DELISTED
Cambrex Corporation
CBM
| $69.8M | 0.03% |
1,491,426
+84,363
| +6% | +$3.54M |
|
1057
Halliburton
HAL
$28.8B
| $69.8M | 0.03% |
3,068,433
+465,200
| +18% | +$12.1M |
|
1058
Cemex
CX
$14.7B
| $69.7M | 0.03% |
16,449,686
-276,018
| -2% | -$1.23M |
|
1059
Scansource
SCSC
$1.14B
| $69.7M | 0.03% |
2,139,153
+6,529
| +0.3% | +$222K |
|
1060
Axalta
AXTA
$7.12B
| $69.6M | 0.03% |
2,338,750
+12,308
| +0.5% | +$326K |
|
1061
Raymond James Financial
RJF
$31.7B
| $69.6M | 0.03% |
1,235,258
+16,446
| +1% | +$937K |
|
|
ANSS
1062
DELISTED
Ansys
ANSS
| $69.6M | 0.03% |
339,613
+7,752
| +2% | +$1.48M |
|
1063
Chipotle Mexican Grill
CMG
$42.6B
| $69.5M | 0.03% |
4,739,350
+19,100
| +0.4% | +$269K |
|
1064
Royal Gold
RGLD
$20.8B
| $69.2M | 0.03% |
675,640
+4,821
| +0.7% | +$434K |
|
1065
Gentherm
THRM
$1.17B
| $69M | 0.03% |
1,649,670
+22,464
| +1% | +$904K |
|
1066
Apogee Enterprises
APOG
$787M
| $69M | 0.03% |
1,587,862
+6,576
| +0.4% | +$257K |
|
1067
Allegiant Air
ALGT
$2.15B
| $68.9M | 0.03% |
480,280
-3,560
| -0.7% | -$499K |
|
1068
Charles River Laboratories
CRL
$13.1B
| $68.9M | 0.03% |
485,537
-22,776
| -4% | -$3.09M |
|
1069
Conagra Brands
CAG
$7.29B
| $68.9M | 0.03% |
2,597,676
-137,705
| -5% | -$4M |
|
1070
Capri Holdings
CPRI
$1.67B
| $68.9M | 0.03% |
1,985,552
+458,729
| +30% | +$18.7M |
|
|
CMD
1071
DELISTED
Cantel Medical Corporation
CMD
| $68.8M | 0.03% |
853,010
-83
| -0% | -$5.84K |
|
1072
TTEC Holdings
TTEC
$59.6M
| $68.7M | 0.03% |
1,474,396
+3,528
| +0.2% | +$136K |
|
1073
Children's Place
PLCE
$44.9M
| $68.4M | 0.03% |
717,638
-33,651
| -4% | -$3.44M |
|
1074
Henry Schein
HSIC
$9.67B
| $68.4M | 0.03% |
978,093
+57,990
| +6% | +$3.83M |
|
1075
Century Communities
CCS
$1.73B
| $68.4M | 0.03% |
2,571,559
-1,522
| -0.1% | -$40.3K |
|
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.