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 | |
|---|---|---|---|---|---|---|
1551
Prudential
PUK
$32.9B
| $43.7M | 0.02% |
1,029,256
+92,536
| +10% | +$3.85M |
|
1552
LivaNova
LIVN
$4.29B
| $43.7M | 0.02% |
607,044
-60,966
| -9% | -$4.46M |
|
1553
Enterprise Financial Services Corp
EFSC
$2.25B
| $43.6M | 0.02% |
1,048,646
+1,963
| +0.2% | +$82.1K |
|
|
CTRA
1554
DELISTED
Coterra Energy
CTRA
| $43.6M | 0.02% |
1,899,734
+415,011
| +28% | +$10.6M |
|
1555
Vipshop
VIPS
$5.8B
| $43.5M | 0.02% |
5,040,628
+51,362
| +1% | +$414K |
|
|
EXTN
1556
DELISTED
Exterran Corporation
EXTN
| $43.4M | 0.02% |
3,053,698
+6,291
| +0.2% | +$92.3K |
|
|
TERP
1557
DELISTED
TerraForm Power, Inc
TERP
| $43.4M | 0.02% |
3,034,093
+801,591
| +36% | +$11M |
|
1558
Churchill Downs
CHDN
$5.73B
| $43.4M | 0.02% |
753,842
-23,042
| -3% | -$1.16M |
|
|
NUAN
1559
DELISTED
Nuance Communications, Inc.
NUAN
| $43.3M | 0.02% |
3,129,321
+157,794
| +5% | +$2.33M |
|
1560
Ducommun
DCO
$2.52B
| $43.2M | 0.02% |
959,486
+4,802
| +0.5% | +$215K |
|
1561
First Hawaiian
FHB
$3.14B
| $43.2M | 0.02% |
1,671,097
+243,437
| +17% | +$6.44M |
|
|
MOMO
1562
Hello Group
MOMO
$704M
| $43.2M | 0.02% |
1,206,039
-46,610
| -4% | -$1.55M |
|
1563
Advanced Drainage Systems
WMS
$9.48B
| $43.1M | 0.02% |
1,315,648
-19,460
| -1% | -$561K |
|
1564
Hilton Grand Vacations
HGV
$2.89B
| $43M | 0.02% |
1,352,561
+110,450
| +9% | +$3.29M |
|
1565
West Pharmaceutical
WST
$25.8B
| $42.8M | 0.02% |
342,346
-7,807
| -2% | -$922K |
|
|
LMNX
1566
DELISTED
Luminex Corp
LMNX
| $42.8M | 0.02% |
2,075,072
+45,220
| +2% | +$993K |
|
|
NVEE
1567
DELISTED
NV5 Global
NVEE
| $42.8M | 0.02% |
2,104,084
-2,152
| -0.1% | -$38.4K |
|
1568
MSC Industrial Direct
MSM
$6.8B
| $42.8M | 0.02% |
576,178
+33,973
| +6% | +$2.62M |
|
|
JOYY
1569
JOYY Inc
JOYY
$3.86B
| $42.7M | 0.02% |
612,421
+37,496
| +7% | +$2.86M |
|
1570
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $42.7M | 0.02% |
1,677,058
-1,864
| -0.1% | -$48.4K |
|
1571
Anika Therapeutics
ANIK
$281M
| $42.6M | 0.02% |
1,049,305
+25,126
| +2% | +$916K |
|
1572
NiSource
NI
$19.6B
| $42.6M | 0.02% |
1,478,828
+26,981
| +2% | +$760K |
|
|
BRSS
1573
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $42.4M | 0.02% |
970,481
-15,884
| -2% | -$676K |
|
1574
News Corp Class B
NWS
$17.9B
| $42.4M | 0.02% |
3,034,848
+460,587
| +18% | +$5.73M |
|
1575
RH
RH
$2.4B
| $42.1M | 0.02% |
364,381
+52,903
| +17% | +$5.46M |
|
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.