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 | |
|---|---|---|---|---|---|---|
1151
Texas Roadhouse
TXRH
$11B
| $64.3M | 0.03% |
1,197,409
+30,932
| +3% | +$1.74M |
|
|
HRC
1152
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $64.2M | 0.02% |
614,004
+805
| +0.1% | +$81.4K |
|
|
NWLI
1153
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $64.2M | 0.02% |
249,858
-1,286
| -0.5% | -$342K |
|
|
BEAT
1154
DELISTED
BioTelemetry, Inc.
BEAT
| $64M | 0.02% |
1,329,966
-2,619
| -0.2% | -$138K |
|
|
ZAYO
1155
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $63.9M | 0.02% |
1,942,966
+1,667
| +0.1% | +$53.2K |
|
1156
Deluxe
DLX
$1.1B
| $63.8M | 0.02% |
1,568,419
+51,860
| +3% | +$2.19M |
|
1157
Gerdau
GGB
$9.97B
| $63.7M | 0.02% |
20,629,399
-6,615
| -0% | -$19.4K |
|
1158
Itron
ITRI
$4B
| $63.7M | 0.02% |
1,017,317
-10,018
| -1% | -$557K |
|
1159
Waters Corp
WAT
$42.2B
| $63.6M | 0.02% |
295,458
+2,648
| +0.9% | +$579K |
|
1160
Bausch Health
BHC
$2.15B
| $63.5M | 0.02% |
2,519,456
-1,185,343
| -32% | -$28.1M |
|
|
EMCI
1161
DELISTED
EMC INS Group Inc
EMCI
| $63.5M | 0.02% |
1,761,562
-16,878
| -0.9% | -$579K |
|
1162
Lattice Semiconductor
LSCC
$15.6B
| $63.5M | 0.02% |
4,349,500
-192,184
| -4% | -$2.56M |
|
1163
Mueller Water Products
MWA
$3.42B
| $63.4M | 0.02% |
6,459,762
+117,135
| +2% | +$1.17M |
|
1164
nVent Electric
NVT
$24.6B
| $63.4M | 0.02% |
2,558,566
+49,460
| +2% | +$1.27M |
|
1165
Enviri
NVRI
$589M
| $63.4M | 0.02% |
2,309,939
-34,209
| -1% | -$836K |
|
1166
Pebblebrook Hotel Trust
PEB
$2.03B
| $63.4M | 0.02% |
2,249,088
-130,996
| -6% | -$3.96M |
|
1167
MarketAxess Holdings
MKTX
$5.75B
| $63.3M | 0.02% |
197,066
-103
| -0.1% | -$29.8K |
|
1168
Trip.com Group
TCOM
$25.5B
| $63.3M | 0.02% |
1,715,175
+42,314
| +3% | +$1.67M |
|
1169
RPM International
RPM
$12.7B
| $63.3M | 0.02% |
1,036,415
+5,689
| +0.6% | +$336K |
|
1170
ResMed
RMD
$32.6B
| $63.2M | 0.02% |
518,242
+9,048
| +2% | +$1M |
|
|
EQC
1171
DELISTED
Equity Commonwealth
EQC
| $63.2M | 0.02% |
1,942,949
-5,287
| -0.3% | -$172K |
|
1172
Flowers Foods
FLO
$1.31B
| $63.1M | 0.02% |
2,713,286
-151,407
| -5% | -$3.35M |
|
1173
Toronto Dominion Bank
TD
$200B
| $63M | 0.02% |
1,080,063
+21,622
| +2% | +$1.22M |
|
|
SRC
1174
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $63M | 0.02% |
1,476,850
+21,589
| +1% | +$911K |
|
1175
Virtus Investment Partners
VRTS
$874M
| $63M | 0.02% |
586,200
-4,272
| -0.7% | -$477K |
|
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.