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 | |
|---|---|---|---|---|---|---|
1076
Repligen
RGEN
$9.93B
| $68.3M | 0.03% |
794,132
-146,531
| -16% | -$9.99M |
|
1077
Dycom Industries
DY
$8.83B
| $68.2M | 0.03% |
1,158,678
+19,877
| +2% | +$1.02M |
|
|
CVA
1078
DELISTED
Covanta Holding Corporation
CVA
| $68.2M | 0.03% |
3,807,770
-59,380
| -2% | -$1.05M |
|
1079
WEX
WEX
$6.61B
| $68.2M | 0.03% |
327,719
-18,491
| -5% | -$3.72M |
|
1080
Booz Allen Hamilton
BAH
$9.54B
| $68.2M | 0.03% |
1,029,457
-3,377
| -0.3% | -$208K |
|
1081
Vertex Pharmaceuticals
VRTX
$130B
| $68.1M | 0.03% |
371,517
+6,005
| +2% | +$1.05M |
|
1082
Silgan Holdings
SLGN
$4.06B
| $68.1M | 0.03% |
2,225,993
+47,110
| +2% | +$1.41M |
|
1083
Haemonetics
HAE
$4.95B
| $68.1M | 0.03% |
565,658
-206,968
| -27% | -$20.4M |
|
1084
Avient
AVNT
$3.8B
| $68M | 0.03% |
2,167,942
+84,359
| +4% | +$2.36M |
|
1085
Nordson
NDSN
$17.4B
| $67.8M | 0.03% |
479,936
+5,835
| +1% | +$803K |
|
1086
NCR Voyix
VYX
$984M
| $67.7M | 0.03% |
3,548,955
+27,275
| +0.8% | +$507K |
|
1087
Revvity
RVTY
$16.5B
| $67.7M | 0.03% |
702,797
+8,878
| +1% | +$827K |
|
1088
Crown Holdings
CCK
$12.1B
| $67.7M | 0.03% |
1,107,968
-1,092
| -0.1% | -$63.7K |
|
1089
Huron Consulting
HURN
$2.46B
| $67.6M | 0.03% |
1,342,061
-21,222
| -2% | -$1.04M |
|
1090
Allegion
ALLE
$13B
| $67.5M | 0.03% |
610,883
-3,585
| -0.6% | -$358K |
|
|
BPFH
1091
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $67.5M | 0.03% |
5,594,392
+22,301
| +0.4% | +$251K |
|
|
GPOR
1092
DELISTED
Gulfport Energy Corp.
GPOR
| $67.4M | 0.03% |
13,734,181
-552,392
| -4% | -$3.52M |
|
|
HI
1093
DELISTED
Hillenbrand
HI
| $67.4M | 0.03% |
1,702,288
+2,022
| +0.1% | +$81.2K |
|
|
MCHB
1094
Mechanics Bancorp
MCHB
$3.41B
| $67.3M | 0.03% |
2,270,342
+12,899
| +0.6% | +$371K |
|
1095
Warner Bros
WBD
$71B
| $67.3M | 0.03% |
2,191,946
+18,169
| +0.8% | +$528K |
|
|
ALE
1096
DELISTED
Allete
ALE
| $67.3M | 0.03% |
808,299
-98,431
| -11% | -$8.1M |
|
1097
Public Service Enterprise Group
PEG
$35.2B
| $67.2M | 0.03% |
1,142,342
+7,635
| +0.7% | +$455K |
|
1098
Highwoods Properties
HIW
$3.41B
| $67M | 0.03% |
1,622,717
+3,079
| +0.2% | +$137K |
|
|
AIMC
1099
DELISTED
Altra Industrial Motion Corp
AIMC
| $67M | 0.03% |
1,866,415
+375,917
| +25% | +$13M |
|
|
AMWD
1100
DELISTED
American Woodmark
AMWD
| $66.8M | 0.03% |
789,476
-15,366
| -2% | -$1.3M |
|
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.