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 | |
|---|---|---|---|---|---|---|
|
COHR
1326
DELISTED
Coherent Inc
COHR
| $55.3M | 0.02% |
405,758
+9,094
| +2% | +$1.23M |
|
1327
Regis Corp
RGS
$68.2M
| $55.2M | 0.02% |
166,269
-11,458
| -6% | -$4.34M |
|
1328
ePlus
PLUS
$2.4B
| $55.2M | 0.02% |
1,601,428
-72,284
| -4% | -$3M |
|
1329
Western Alliance Bancorporation
WAL
$8.67B
| $55.1M | 0.02% |
1,232,735
+33,240
| +3% | +$1.48M |
|
1330
Quanex
NX
$941M
| $55.1M | 0.02% |
2,917,947
-3,176
| -0.1% | -$53.2K |
|
|
FOE
1331
DELISTED
Ferro Corporation
FOE
| $55.1M | 0.02% |
3,486,690
+43,566
| +1% | +$700K |
|
1332
CTS Corp
CTS
$1.64B
| $55.1M | 0.02% |
1,996,259
-160,349
| -7% | -$4.62M |
|
1333
Onto Innovation
ONTO
$12.3B
| $54.9M | 0.02% |
1,582,825
-5,034
| -0.3% | -$161K |
|
1334
Donaldson
DCI
$9.97B
| $54.9M | 0.02% |
1,079,026
+7,046
| +0.7% | +$358K |
|
1335
City Holding Co
CHCO
$2.01B
| $54.9M | 0.02% |
719,557
-4,482
| -0.6% | -$345K |
|
1336
James River Group Holdings
JRVR
$175M
| $54.9M | 0.02% |
1,169,544
+18,982
| +2% | +$826K |
|
1337
Ubiquiti
UI
$36.1B
| $54.9M | 0.02% |
417,110
-37,440
| -8% | -$5.42M |
|
|
EBSB
1338
DELISTED
Meridian Bancorp, Inc.
EBSB
| $54.8M | 0.02% |
3,062,188
+12,565
| +0.4% | +$215K |
|
1339
First Bancorp
FBNC
$2.59B
| $54.8M | 0.02% |
1,503,455
-4,397
| -0.3% | -$161K |
|
1340
Outfront Media
OUT
$4.91B
| $54.5M | 0.02% |
2,146,946
-4,396
| -0.2% | -$107K |
|
|
ATRI
1341
DELISTED
Atrion Corp
ATRI
| $54.5M | 0.02% |
63,909
-79
| -0.1% | -$69.8K |
|
|
PR
1342
Permian Resources
PR
$19.4B
| $54.5M | 0.02% |
7,177,697
+1,603,224
| +29% | +$14.3M |
|
1343
AZZ Inc
AZZ
$4.02B
| $54.4M | 0.02% |
1,182,173
-895
| -0.1% | -$40.1K |
|
|
TIVO
1344
DELISTED
Tivo Inc
TIVO
| $54.4M | 0.02% |
7,380,031
-15,947
| -0.2% | -$128K |
|
1345
Burlington
BURL
$15B
| $54.3M | 0.02% |
319,255
+4,084
| +1% | +$668K |
|
1346
Univest Financial
UVSP
$1.17B
| $54.3M | 0.02% |
2,066,426
+50,222
| +2% | +$1.26M |
|
1347
Apple Hospitality REIT
APLE
$3.68B
| $54.2M | 0.02% |
3,419,499
-19,224
| -0.6% | -$311K |
|
1348
Ameren
AEE
$28.8B
| $54.2M | 0.02% |
721,844
+20,770
| +3% | +$1.53M |
|
1349
Portland General Electric
POR
$5.65B
| $54M | 0.02% |
997,520
-83,077
| -8% | -$4.4M |
|
1350
Bruker
BRKR
$9.61B
| $53.9M | 0.02% |
1,079,494
+6,696
| +0.6% | +$282K |
|
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.