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 | |
|---|---|---|---|---|---|---|
1376
MDU Resources
MDU
$3.94B
| $52.7M | 0.02% |
5,376,271
+52,774
| +1% | +$514K |
|
1377
Hawaiian Electric Industries
HE
$1.74B
| $52.7M | 0.02% |
1,209,643
-127,382
| -10% | -$5.34M |
|
1378
British American Tobacco
BTI
$121B
| $52.6M | 0.02% |
1,507,683
+350,623
| +30% | +$13.3M |
|
|
FFIC
1379
DELISTED
Flushing Financial
FFIC
| $52.6M | 0.02% |
2,367,963
+2,506
| +0.1% | +$55.3K |
|
1380
Chesapeake Utilities
CPK
$3.15B
| $52.6M | 0.02% |
553,178
-3,094
| -0.6% | -$287K |
|
1381
Gartner
IT
$11.9B
| $52.5M | 0.02% |
326,445
+4,063
| +1% | +$635K |
|
|
WRI
1382
DELISTED
Weingarten Realty Investors
WRI
| $52.5M | 0.02% |
1,914,479
+17,955
| +0.9% | +$517K |
|
|
HBI
1383
DELISTED
Hanesbrands
HBI
| $52.5M | 0.02% |
3,047,030
+77,418
| +3% | +$1.33M |
|
1384
Tronox
TROX
$682M
| $52.4M | 0.02% |
4,104,165
-2,938
| -0.1% | -$36K |
|
1385
NETGEAR
NTGR
$622M
| $52.4M | 0.02% |
2,073,297
+36,643
| +2% | +$1.07M |
|
1386
American Airlines Group
AAL
$8.57B
| $52.4M | 0.02% |
1,606,409
+12,783
| +0.8% | +$413K |
|
|
VBTX
1387
DELISTED
Veritex Holdings
VBTX
| $52.4M | 0.02% |
2,018,047
+21,059
| +1% | +$546K |
|
1388
Liberty Media Series C
FWONK
$23.6B
| $52.3M | 0.02% |
1,446,901
+160,646
| +12% | +$5.83M |
|
1389
Protolabs
PRLB
$2.07B
| $52.2M | 0.02% |
450,157
+2,618
| +0.6% | +$282K |
|
|
RAVN
1390
DELISTED
Raven Industries Inc
RAVN
| $52.2M | 0.02% |
1,455,434
-6,613
| -0.5% | -$242K |
|
1391
MYR Group
MYRG
$4.31B
| $52.1M | 0.02% |
1,395,268
+8,429
| +0.6% | +$293K |
|
1392
AMC Global Media
AMCX
$486M
| $52.1M | 0.02% |
955,935
+19,554
| +2% | +$1.1M |
|
1393
Chefs' Warehouse
CHEF
$4.49B
| $52.1M | 0.02% |
1,485,165
-21,986
| -1% | -$724K |
|
1394
Take-Two Interactive
TTWO
$39.4B
| $52.1M | 0.02% |
458,504
+14,200
| +3% | +$1.46M |
|
1395
SLM Corp
SLM
$4.7B
| $52M | 0.02% |
5,354,467
+183,713
| +4% | +$1.82M |
|
1396
Hasbro
HAS
$12.5B
| $51.9M | 0.02% |
491,355
-9,109
| -2% | -$898K |
|
|
NP
1397
DELISTED
Neenah, Inc. Common Stock
NP
| $51.9M | 0.02% |
768,160
+10,199
| +1% | +$644K |
|
1398
Douglas Dynamics
PLOW
$920M
| $51.8M | 0.02% |
1,302,737
-3,797
| -0.3% | -$145K |
|
|
MODV
1399
DELISTED
ModivCare
MODV
| $51.8M | 0.02% |
903,633
-5,620
| -0.6% | -$364K |
|
1400
Energizer
ENR
$1.49B
| $51.8M | 0.02% |
1,340,728
+30,416
| +2% | +$1.36M |
|
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.