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 | |
|---|---|---|---|---|---|---|
1351
Adeia
ADEA
$2.94B
| $52.2M | 0.02% |
9,540,395
+159,879
| +2% | +$855K |
|
1352
CoStar Group
CSGP
$11.7B
| $52.1M | 0.02% |
878,470
-9,070
| -1% | -$543K |
|
|
DOC
1353
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $52.1M | 0.02% |
2,934,402
+27,626
| +1% | +$480K |
|
1354
TransUnion
TRU
$15.1B
| $52M | 0.02% |
641,073
+5,725
| +0.9% | +$460K |
|
1355
Mitsubishi UFJ Financial
MUFG
$253B
| $52M | 0.02% |
10,233,151
-198,412
| -2% | -$973K |
|
1356
Tredegar Corp
TG
$265M
| $52M | 0.02% |
2,661,353
+19,802
| +0.7% | +$348K |
|
1357
Arcosa
ACA
$7.13B
| $51.9M | 0.02% |
1,518,155
-8,298
| -0.5% | -$287K |
|
|
CATM
1358
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $51.8M | 0.02% |
1,713,609
-6,688
| -0.4% | -$198K |
|
1359
MSC Industrial Direct
MSM
$6.89B
| $51.8M | 0.02% |
713,802
+137,624
| +24% | +$9.64M |
|
1360
AZZ Inc
AZZ
$4.35B
| $51.8M | 0.02% |
1,188,393
+6,220
| +0.5% | +$272K |
|
|
ECHO
1361
DELISTED
Echo Global Logistics, Inc.
ECHO
| $51.7M | 0.02% |
2,283,738
-60,681
| -3% | -$1.25M |
|
1362
Integra LifeSciences
IART
$1.29B
| $51.7M | 0.02% |
860,181
-10,437
| -1% | -$622K |
|
|
WLL
1363
DELISTED
Whiting Petroleum Corporation
WLL
| $51.6M | 0.02% |
85,688
-2,502
| -3% | -$2.12M |
|
|
HTO
1364
H2O America
HTO
$2.57B
| $51.6M | 0.02% |
755,246
-1,057
| -0.1% | -$69.4K |
|
1365
Atmos Energy
ATO
$28.8B
| $51.5M | 0.02% |
452,542
+5,612
| +1% | +$614K |
|
|
USCR
1366
DELISTED
U S Concrete, Inc.
USCR
| $51.4M | 0.02% |
930,027
+7,599
| +0.8% | +$355K |
|
1367
Pilgrim's Pride
PPC
$6.51B
| $51.3M | 0.02% |
1,602,251
-19,664
| -1% | -$571K |
|
1368
Madison Square Garden
MSGS
$9.48B
| $51.3M | 0.02% |
272,941
-7,605
| -3% | -$1.49M |
|
1369
Onto Innovation
ONTO
$12.9B
| $51.3M | 0.02% |
1,571,791
-11,034
| -0.7% | -$344K |
|
|
BERY
1370
DELISTED
Berry Global Group, Inc.
BERY
| $51.2M | 0.02% |
1,420,470
-27,337
| -2% | -$1.12M |
|
|
CZR
1371
DELISTED
Caesars Entertainment Corporation
CZR
| $51.1M | 0.02% |
4,381,629
+68,606
| +2% | +$804K |
|
1372
Polaris
PII
$3.82B
| $50.9M | 0.02% |
578,408
-7,796
| -1% | -$676K |
|
1373
TriCo Bancshares
TCBK
$1.84B
| $50.9M | 0.02% |
1,402,151
+3,998
| +0.3% | +$147K |
|
1374
Cars.com
CARS
$662M
| $50.9M | 0.02% |
5,666,056
-94,771
| -2% | -$1.28M |
|
1375
Community Trust Bancorp
CTBI
$1.42B
| $50.9M | 0.02% |
1,194,698
-2,605
| -0.2% | -$107K |
|
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.