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 | |
|---|---|---|---|---|---|---|
|
CTO
2101
CTO Realty Growth
CTO
$773M
| $18.4M | 0.01% |
1,134,267
+50,221
| +5% | +$822K |
|
|
COOP
2102
DELISTED
Mr. Cooper
COOP
| $18.4M | 0.01% |
2,293,038
+699,216
| +44% | +$5.89M |
|
2103
Natural Gas Services Group
NGS
$466M
| $18.3M | 0.01% |
1,111,097
+11,375
| +1% | +$186K |
|
|
CRC
2104
DELISTED
California Resources Corporation
CRC
| $18.3M | 0.01% |
929,307
+95,638
| +11% | +$2.04M |
|
|
GPX
2105
DELISTED
GP Strategies Corp.
GPX
| $18.3M | 0.01% |
1,211,139
+42,627
| +4% | +$587K |
|
2106
Alnylam Pharmaceuticals
ALNY
$32.4B
| $18.2M | 0.01% |
251,258
+26,788
| +12% | +$2.06M |
|
2107
Insmed
INSM
$27B
| $18.2M | 0.01% |
710,339
-20,347
| -3% | -$567K |
|
|
ONDK
2108
DELISTED
On Deck Capital, Inc.
ONDK
| $18.1M | 0.01% |
4,371,244
+9,508
| +0.2% | +$44.9K |
|
2109
Greenlight Captial
GLRE
$495M
| $18.1M | 0.01% |
2,133,936
+35,913
| +2% | +$370K |
|
2110
Live Oak Bancshares
LOB
$1.79B
| $18.1M | 0.01% |
1,055,132
+170,414
| +19% | +$2.8M |
|
2111
Seneca Foods Class A
SENEA
$1.24B
| $18.1M | 0.01% |
649,713
-2,099
| -0.3% | -$52.1K |
|
2112
Okta
OKTA
$33.3B
| $18.1M | 0.01% |
146,254
-1,897
| -1% | -$206K |
|
|
MIME
2113
DELISTED
Mimecast Limited
MIME
| $18M | 0.01% |
386,176
+159,214
| +70% | +$7.58M |
|
2114
Ovintiv
OVV
$17.4B
| $18M | 0.01% |
702,741
-208,095
| -23% | -$6.49M |
|
2115
Compañía de Cervecerías Unidas
CCU
$2.11B
| $18M | 0.01% |
638,147
+1,889
| +0.3% | +$51.9K |
|
2116
Foster
FSTR
$398M
| $18M | 0.01% |
657,962
-30,504
| -4% | -$698K |
|
2117
Lloyds Banking Group
LYG
$86.1B
| $17.9M | 0.01% |
6,308,830
+38
| +0% | +$117 |
|
2118
MACOM Technology Solutions
MTSI
$20B
| $17.9M | 0.01% |
1,184,180
+284,117
| +32% | +$4.28M |
|
|
PSDO
2119
DELISTED
Presidio, Inc. Common Stock
PSDO
| $17.9M | 0.01% |
1,309,862
+156,598
| +14% | +$2.2M |
|
2120
Timberland Bancorp
TSBK
$362M
| $17.9M | 0.01% |
599,210
+3,858
| +0.6% | +$106K |
|
|
AKS
2121
DELISTED
AK Steel Holding Corp
AKS
| $17.9M | 0.01% |
7,552,295
+318,858
| +4% | +$742K |
|
2122
Zillow
ZG
$7.02B
| $17.9M | 0.01% |
391,067
+21,271
| +6% | +$835K |
|
|
TBNK
2123
DELISTED
Territorial Bancorp Inc.
TBNK
| $17.9M | 0.01% |
578,160
+6,252
| +1% | +$176K |
|
2124
Equity Bancshares
EQBK
$1.02B
| $17.8M | 0.01% |
668,732
+76,102
| +13% | +$2.03M |
|
2125
Tidewater
TDW
$4.42B
| $17.8M | 0.01% |
756,529
+305,038
| +68% | +$7.01M |
|
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.