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 | |
|---|---|---|---|---|---|---|
|
CTRL
1826
DELISTED
Control4 Corporation
CTRL
| $29.5M | 0.01% |
1,242,303
-16,650
| -1% | -$349K |
|
1827
Digi International
DGII
$2.76B
| $29.5M | 0.01% |
2,326,759
+26,577
| +1% | +$323K |
|
1828
Clean Energy Fuels
CLNE
$384M
| $29.5M | 0.01% |
11,049,203
+408,731
| +4% | +$1.19M |
|
1829
OraSure Technologies
OSUR
$241M
| $29.5M | 0.01% |
3,176,551
+14,022
| +0.4% | +$129K |
|
1830
Sibanye-Stillwater
SBSW
$8.53B
| $29.5M | 0.01% |
6,202,565
| – | – |
|
1831
Miller Industries
MLR
$630M
| $29.5M | 0.01% |
957,975
+3,201
| +0.3% | +$98.7K |
|
1832
Bank of N.T. Butterfield & Son
NTB
$2.33B
| $29.4M | 0.01% |
865,499
+15,633
| +2% | +$578K |
|
1833
Lamb Weston
LW
$6.39B
| $29.4M | 0.01% |
463,518
+5,617
| +1% | +$371K |
|
1834
Carriage Services
CSV
$491M
| $29.3M | 0.01% |
1,543,838
-2,272
| -0.1% | -$43.3K |
|
1835
Sony
SONY
$139B
| $29.3M | 0.01% |
2,799,260
+8,430
| +0.3% | +$82.8K |
|
|
EPAY
1836
DELISTED
Bottomline Technologies Inc
EPAY
| $29.3M | 0.01% |
661,682
+46,335
| +8% | +$2.15M |
|
1837
Alcon
ALC
$31.5B
| $29.1M | 0.01% |
+468,696
| New | +$27.5M |
|
1838
QuinStreet
QNST
$1.01B
| $29.1M | 0.01% |
1,834,469
+15,193
| +0.8% | +$227K |
|
1839
BioMarin Pharmaceuticals
BMRN
$12.6B
| $29M | 0.01% |
339,024
+8,925
| +3% | +$764K |
|
1840
Hackett Group
HCKT
$268M
| $29M | 0.01% |
1,728,784
-22,270
| -1% | -$359K |
|
1841
Evolent Health
EVH
$415M
| $29M | 0.01% |
3,650,271
+124,952
| +4% | +$1.48M |
|
|
CARO
1842
DELISTED
Carolina Financial Corp.
CARO
| $28.9M | 0.01% |
824,963
+10,503
| +1% | +$375K |
|
1843
Televisa
TV
$1.23B
| $28.9M | 0.01% |
3,428,288
+158,394
| +5% | +$1.54M |
|
1844
PennyMac Financial
PFSI
$3.46B
| $28.8M | 0.01% |
1,300,059
+290,200
| +29% | +$6.46M |
|
|
TEN
1845
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $28.8M | 0.01% |
2,598,892
+460,484
| +22% | +$7.53M |
|
1846
AMC Entertainment Holdings
AMC
$2.42B
| $28.8M | 0.01% |
308,394
+48,784
| +19% | +$6.5M |
|
1847
SiriusXM
SIRI
$9.35B
| $28.7M | 0.01% |
514,551
+21,852
| +4% | +$1.24M |
|
1848
Regenxbio
RGNX
$542M
| $28.7M | 0.01% |
558,815
+108,836
| +24% | +$5.43M |
|
|
HTBK
1849
DELISTED
Heritage Commerce
HTBK
| $28.7M | 0.01% |
2,341,359
+41,136
| +2% | +$506K |
|
1850
NatWest
NWG
$75.2B
| $28.7M | 0.01% |
4,684,737
-37,540
| -0.8% | -$246K |
|
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.