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 |
TCF
TCF Financial Corporation Common Stock
TCF
|
+$182M |
| 2 |
Walt Disney
DIS
|
+$178M |
| 3 |
L3Harris
LHX
|
+$164M |
| 4 |
Johnson & Johnson
JNJ
|
+$152M |
| 5 |
Meta Platforms (Facebook)
META
|
+$140M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
LLL
L3 Technologies, Inc.
LLL
|
+$228M |
| 2 |
FNSR
Finisar Corp
FNSR
|
+$226M |
| 3 |
APC
Anadarko Petroleum
APC
|
+$211M |
| 4 |
TCF
TCF Financial Corporation
TCF
|
+$210M |
| 5 |
LEXEA
Liberty Expedia Holdings, Inc. Class A Common Stock
LEXEA
|
+$160M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.92% |
| 2 | Industrials | 13.56% |
| 3 | Technology | 13.5% |
| 4 | Consumer Discretionary | 10.59% |
| 5 | Healthcare | 9.51% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
CTLT
1051
DELISTED
CATALENT, INC.
CTLT
| $68.2M | 0.03% |
1,431,108
+7,192
| +0.5% | +$387K |
|
|
EE
1052
DELISTED
El Paso Electric Company
EE
| $68.2M | 0.03% |
1,016,692
+14,128
| +1% | +$939K |
|
|
SNBR
1053
DELISTED
Sleep Number
SNBR
| $68.2M | 0.03% |
1,649,949
-79,185
| -5% | -$3.39M |
|
1054
LendingTree
TREE
$447M
| $68.2M | 0.03% |
219,573
-5,746
| -3% | -$1.96M |
|
|
AD
1055
Array Digital Infrastructure
AD
$3.01B
| $68.1M | 0.03% |
1,813,293
+56,613
| +3% | +$2.28M |
|
|
ATSG
1056
DELISTED
Air Transport Services Group
ATSG
| $68.1M | 0.03% |
3,239,400
-75,745
| -2% | -$1.65M |
|
1057
Wabash National
WNC
$512M
| $68.1M | 0.03% |
4,691,467
-62,387
| -1% | -$924K |
|
|
LSXMK
1058
DELISTED
Liberty Media Corporation Series C Liberty SiriusXM Common Stock
LSXMK
| $68.1M | 0.03% |
2,129,446
+47,279
| +2% | +$1.47M |
|
1059
Sabra Healthcare REIT
SBRA
$5.34B
| $68M | 0.03% |
2,963,399
+115,790
| +4% | +$2.47M |
|
1060
S&T Bancorp
STBA
$1.84B
| $67.9M | 0.03% |
1,859,870
-8,870
| -0.5% | -$322K |
|
1061
Waters Corp
WAT
$37B
| $67.9M | 0.03% |
304,214
+8,756
| +3% | +$1.89M |
|
1062
Cabot Corp
CBT
$4.54B
| $67.9M | 0.03% |
1,497,423
-6,893
| -0.5% | -$297K |
|
1063
Progress Software
PRGS
$1.66B
| $67.8M | 0.03% |
1,782,431
-1,685
| -0.1% | -$67.7K |
|
1064
United Therapeutics
UTHR
$25.8B
| $67.8M | 0.03% |
850,196
+580
| +0.1% | +$46.7K |
|
|
ANSS
1065
DELISTED
Ansys
ANSS
| $67.7M | 0.03% |
306,060
-33,553
| -10% | -$7.07M |
|
1066
Liberty Latin America Class C
LILAK
$1.63B
| $67.7M | 0.03% |
4,628,189
+736,161
| +19% | +$10.6M |
|
1067
Oil States International
OIS
$489M
| $67.6M | 0.03% |
5,084,310
-332
| -0% | -$4.78K |
|
1068
Gentherm
THRM
$1.25B
| $67.6M | 0.03% |
1,645,012
-4,658
| -0.3% | -$184K |
|
|
NWLI
1069
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $67.5M | 0.03% |
251,575
+1,717
| +0.7% | +$452K |
|
|
NGHC
1070
DELISTED
National General Holdings Corp
NGHC
| $67.4M | 0.03% |
2,927,662
+32,047
| +1% | +$754K |
|
|
HR
1071
DELISTED
Healthcare Realty Trust Incorporated
HR
| $67.3M | 0.03% |
2,010,127
+62,357
| +3% | +$2.04M |
|
1072
Autodesk
ADSK
$49.5B
| $67.3M | 0.03% |
455,851
-1,119
| -0.2% | -$174K |
|
1073
Matthews International
MATW
$866M
| $67.1M | 0.03% |
1,896,880
+28,401
| +2% | +$934K |
|
1074
British American Tobacco
BTI
$131B
| $67.1M | 0.03% |
1,818,131
+310,448
| +21% | +$11.4M |
|
|
EMBJ
1075
Embraer S.A. ADS
EMBJ
$12.2B
| $67.1M | 0.03% |
3,887,856
-31,803
| -0.8% | -$606K |
|
Similar funds
Dimensional Fund Advisors's Q3 2019 Portfolio in Review
As of Q3 2019, Dimensional Fund Advisors held 3,512 positions worth $257B, down 0.08% from $258B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Trading was light in Q3 2019: portfolio turnover was 4.1%. Dimensional Fund Advisors opened 49 new positions and exited 94, leaving the 3,512-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 Q3 2019 buy was Valaris plc Class A Ordinary Share: 11,974,457 shares worth $57.6M.
- Dimensional Fund Advisors added most to TCF Financial Corporation Common Stock in Q3 2019, an estimated $182M increase.
- Dimensional Fund Advisors's biggest Q3 2019 reduction was Walmart Inc, cutting an estimated $144M.
- Dimensional Fund Advisors fully exited L3 Technologies, Inc. in Q3 2019, selling an estimated $228M.
- Dimensional Fund Advisors's ten largest holdings make up 10% of its $257B portfolio in Q3 2019.
- Dimensional Fund Advisors opened 49 new positions and closed 94 in Q3 2019.
- Dimensional Fund Advisors's portfolio value fell 0.08% quarter-over-quarter to $257B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2019, filed 12 Nov 2019.