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 | |
|---|---|---|---|---|---|---|
|
GLOG
1351
DELISTED
GASLOG LTD
GLOG
| $53.9M | 0.02% |
3,741,249
-25,944
| -0.7% | -$392K |
|
1352
AES
AES
$10.6B
| $53.9M | 0.02% |
3,214,131
+28,031
| +0.9% | +$475K |
|
1353
STAG Industrial
STAG
$7.23B
| $53.9M | 0.02% |
1,781,091
+196,143
| +12% | +$5.83M |
|
|
DENN
1354
DELISTED
Denny's
DENN
| $53.9M | 0.02% |
2,623,072
-12,535
| -0.5% | -$241K |
|
1355
Transocean
RIG
$6.32B
| $53.8M | 0.02% |
8,389,282
+895,295
| +12% | +$6.65M |
|
1356
Maximus
MMS
$2.97B
| $53.6M | 0.02% |
738,317
-2,947
| -0.4% | -$214K |
|
|
MTSC
1357
DELISTED
MTS Systems Corp
MTSC
| $53.5M | 0.02% |
914,885
+5,766
| +0.6% | +$321K |
|
1358
Pathward Financial
CASH
$1.61B
| $53.5M | 0.02% |
1,906,583
+73,852
| +4% | +$1.88M |
|
1359
Polaris
PII
$3.17B
| $53.5M | 0.02% |
586,204
+4,561
| +0.8% | +$415K |
|
1360
Western Union
WU
$2.04B
| $53.5M | 0.02% |
2,687,800
+1,990
| +0.1% | +$38.8K |
|
1361
Masco
MAS
$13.5B
| $53.5M | 0.02% |
1,362,217
+12,660
| +0.9% | +$488K |
|
1362
SolarEdge
SEDG
$2.21B
| $53.4M | 0.02% |
854,628
+31,516
| +4% | +$1.59M |
|
1363
Banc of California
BANC
$2.93B
| $53.4M | 0.02% |
3,820,649
+186,785
| +5% | +$2.64M |
|
1364
Herc Holdings
HRI
$4.64B
| $53.2M | 0.02% |
1,160,511
+20,316
| +2% | +$846K |
|
1365
Southside Bancshares
SBSI
$940M
| $53.2M | 0.02% |
1,642,448
+12,514
| +0.8% | +$424K |
|
1366
Sprouts Farmers Market
SFM
$6.49B
| $53.1M | 0.02% |
2,811,830
-7,589
| -0.3% | -$158K |
|
1367
Manitowoc
MTW
$788M
| $53.1M | 0.02% |
2,983,417
+18,015
| +0.6% | +$299K |
|
1368
Marcus Corp
MCS
$862M
| $53M | 0.02% |
1,607,711
+4,460
| +0.3% | +$164K |
|
1369
Sabre
SABR
$936M
| $52.9M | 0.02% |
2,384,186
+39,548
| +2% | +$848K |
|
1370
Peoples Bancorp
PEBO
$1.42B
| $52.9M | 0.02% |
1,640,486
+22,102
| +1% | +$706K |
|
1371
TriCo Bancshares
TCBK
$1.72B
| $52.9M | 0.02% |
1,398,153
+11,865
| +0.9% | +$463K |
|
|
PRSP
1372
DELISTED
Perspecta Inc. Common Stock
PRSP
| $52.8M | 0.02% |
2,257,656
+73,990
| +3% | +$1.66M |
|
1373
Enanta Pharmaceuticals
ENTA
$365M
| $52.8M | 0.02% |
626,058
-2,955
| -0.5% | -$266K |
|
|
EV
1374
DELISTED
Eaton Vance Corp.
EV
| $52.8M | 0.02% |
1,223,752
-1,057
| -0.1% | -$43.1K |
|
1375
Center Bancorp
CNOB
$1.59B
| $52.8M | 0.02% |
2,328,890
+2,800
| +0.1% | +$60.4K |
|
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.