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 | |
|---|---|---|---|---|---|---|
|
BMTC
1601
DELISTED
Bryn Mawr Bank Corp
BMTC
| $40.7M | 0.02% |
1,090,491
+21,605
| +2% | +$809K |
|
|
SRCL
1602
DELISTED
Stericycle Inc
SRCL
| $40.6M | 0.02% |
850,186
-450,041
| -35% | -$22.9M |
|
1603
Vishay Precision Group
VPG
$827M
| $40.6M | 0.02% |
999,106
+3,965
| +0.4% | +$150K |
|
1604
Globus Medical
GMED
$9.96B
| $40.5M | 0.02% |
956,934
+21,643
| +2% | +$940K |
|
|
AUO
1605
DELISTED
AU Optronics Corp
AUO
| $40.4M | 0.02% |
13,659,800
-155,005
| -1% | -$501K |
|
1606
DMC Global
BOOM
$128M
| $40.4M | 0.02% |
637,378
+4,584
| +0.7% | +$304K |
|
1607
Marcus & Millichap
MMI
$1.16B
| $40.3M | 0.02% |
1,306,119
+44,738
| +4% | +$1.62M |
|
1608
Cboe Global Markets
CBOE
$27.8B
| $40.3M | 0.02% |
387,582
-11,432
| -3% | -$1.18M |
|
|
VSTO
1609
DELISTED
Vista Outdoor Inc.
VSTO
| $40.3M | 0.02% |
4,536,403
-88,842
| -2% | -$761K |
|
|
TACO
1610
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $40.3M | 0.02% |
3,142,050
-17,786
| -0.6% | -$195K |
|
1611
First Community Bankshares
FCBC
$884M
| $40.1M | 0.02% |
1,189,280
-7,181
| -0.6% | -$242K |
|
1612
OGE Energy
OGE
$9.56B
| $40.1M | 0.02% |
942,936
-27,882
| -3% | -$1.18M |
|
1613
IMAX
IMAX
$2.84B
| $40.1M | 0.02% |
1,983,473
+137,951
| +7% | +$3.11M |
|
|
NTUS
1614
DELISTED
Natus Medical Inc
NTUS
| $40M | 0.02% |
1,558,164
-52,468
| -3% | -$1.34M |
|
1615
TotalEnergies
TTE
$202B
| $40M | 0.02% |
717,067
+7,602
| +1% | +$415K |
|
1616
Varex Imaging
VREX
$781M
| $40M | 0.02% |
1,303,818
+123,755
| +10% | +$3.78M |
|
1617
HEICO Corp
HEI
$41.4B
| $39.9M | 0.02% |
298,570
-19,430
| -6% | -$2.16M |
|
1618
HealthStream
HSTM
$893M
| $39.8M | 0.02% |
1,538,273
+21,928
| +1% | +$576K |
|
1619
Universal Electronics
UEIC
$68.8M
| $39.8M | 0.02% |
969,375
-2,706
| -0.3% | -$108K |
|
1620
Papa John's
PZZA
$662M
| $39.7M | 0.02% |
888,874
-3,257
| -0.4% | -$161K |
|
|
BKS
1621
DELISTED
Barnes & Noble
BKS
| $39.6M | 0.02% |
5,920,749
+71,388
| +1% | +$389K |
|
1622
REX American Resources
REX
$1.42B
| $39.6M | 0.02% |
3,256,908
-7,494
| -0.2% | -$98.1K |
|
|
ADSW
1623
DELISTED
Advanced Disposal Services Inc
ADSW
| $39.5M | 0.02% |
1,239,364
+7,121
| +0.6% | +$224K |
|
1624
Genworth Financial
GNW
$3.87B
| $39.5M | 0.02% |
10,640,495
-20,391
| -0.2% | -$72.3K |
|
|
CXP
1625
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $39.5M | 0.02% |
1,902,793
-5,133
| -0.3% | -$114K |
|
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.