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 | |
|---|---|---|---|---|---|---|
|
MASI
1276
DELISTED
Masimo
MASI
| $58.1M | 0.02% |
390,232
-2,687
| -0.7% | -$369K |
|
1277
Middleby
MIDD
$5.04B
| $58.1M | 0.02% |
427,905
+8,083
| +2% | +$1.09M |
|
1278
AMERISAFE
AMSF
$457M
| $58M | 0.02% |
910,291
-33,340
| -4% | -$2M |
|
1279
M/I Homes
MHO
$3.57B
| $58M | 0.02% |
2,030,859
-4,602
| -0.2% | -$130K |
|
1280
O-I Glass
OI
$954M
| $57.9M | 0.02% |
3,354,254
+4,137
| +0.1% | +$73.8K |
|
1281
Hanmi Financial
HAFC
$956M
| $57.9M | 0.02% |
2,597,821
-1,913
| -0.1% | -$42.4K |
|
1282
Grand Canyon Education
LOPE
$3.98B
| $57.8M | 0.02% |
494,279
-53,519
| -10% | -$6.39M |
|
|
OPB
1283
DELISTED
Opus Bank Common Stock
OPB
| $57.8M | 0.02% |
2,736,299
+97,034
| +4% | +$2.05M |
|
1284
Edison International
EIX
$21.4B
| $57.6M | 0.02% |
854,874
+23,203
| +3% | +$1.44M |
|
1285
Howard Hughes
HHH
$3.68B
| $57.5M | 0.02% |
487,230
+29,666
| +6% | +$3.04M |
|
1286
Installed Building Products
IBP
$5.29B
| $57.4M | 0.02% |
970,169
+36,063
| +4% | +$1.9M |
|
1287
Arcosa
ACA
$7.14B
| $57.4M | 0.02% |
1,526,453
-2,100
| -0.1% | -$71.8K |
|
1288
Mativ Holdings
MATV
$671M
| $57.4M | 0.02% |
1,729,480
+30,569
| +2% | +$1.03M |
|
|
KEM
1289
DELISTED
KEMET Corporation
KEM
| $57.4M | 0.02% |
3,049,859
-815
| -0% | -$14.3K |
|
|
WDR
1290
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $57.3M | 0.02% |
3,439,256
-7,350
| -0.2% | -$128K |
|
1291
Encore Capital Group
ECPG
$2.12B
| $57.3M | 0.02% |
1,691,131
+139,340
| +9% | +$4.52M |
|
1292
Liberty Latin America Class C
LILAK
$1.68B
| $57.3M | 0.02% |
3,892,028
+571,554
| +17% | +$9.34M |
|
1293
ProPetro Holding
PUMP
$1.28B
| $57.3M | 0.02% |
2,766,035
+176,649
| +7% | +$3.75M |
|
1294
Eagle Materials
EXP
$5.45B
| $57.2M | 0.02% |
617,557
+107,103
| +21% | +$9.44M |
|
1295
Globant
GLOB
$1.63B
| $57.2M | 0.02% |
566,070
+56,339
| +11% | +$4.91M |
|
1296
IPG Photonics
IPGP
$3.24B
| $57.2M | 0.02% |
370,682
+29,992
| +9% | +$4.54M |
|
|
LTRPA
1297
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $57.2M | 0.02% |
4,610,131
-525,186
| -10% | -$6.89M |
|
1298
Compass Minerals
CMP
$1B
| $57.1M | 0.02% |
1,038,923
+36,107
| +4% | +$2M |
|
1299
BOK Financial
BOKF
$8.08B
| $57M | 0.02% |
755,377
+4,686
| +0.6% | +$380K |
|
1300
Comtech Telecommunications
CMTL
$44.9M
| $57M | 0.02% |
2,026,734
+19,885
| +1% | +$481K |
|
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.