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 | |
|---|---|---|---|---|---|---|
|
LMNX
1526
DELISTED
Luminex Corp
LMNX
| $42.9M | 0.02% |
2,079,068
+3,996
| +0.2% | +$83.2K |
|
1527
UGI
UGI
$7.74B
| $42.8M | 0.02% |
852,238
-19,721
| -2% | -$985K |
|
1528
NewMarket
NEU
$7.82B
| $42.8M | 0.02% |
90,710
-6,781
| -7% | -$3.03M |
|
|
TDAY
1529
USA Today Co
TDAY
$1.27B
| $42.8M | 0.02% |
4,856,052
+26,698
| +0.6% | +$244K |
|
1530
OGE Energy
OGE
$9.78B
| $42.7M | 0.02% |
941,625
-1,311
| -0.1% | -$56.8K |
|
1531
NRC Health Common Stock
NRC
$432M
| $42.7M | 0.02% |
739,714
+9,468
| +1% | +$587K |
|
|
UNVR
1532
DELISTED
Univar Solutions Inc.
UNVR
| $42.7M | 0.02% |
2,056,063
+54,725
| +3% | +$1.13M |
|
1533
Agilysys
AGYS
$2.97B
| $42.6M | 0.02% |
1,664,929
-39,564
| -2% | -$1.01M |
|
|
SHOE
1534
Shoe Station Group
SHOE
$413M
| $42.6M | 0.02% |
2,628,374
-8,158
| -0.3% | -$113K |
|
|
IRBT
1535
DELISTED
iRobot
IRBT
| $42.5M | 0.02% |
689,426
+27,856
| +4% | +$1.99M |
|
1536
Ethan Allen Interiors
ETD
$570M
| $42.5M | 0.02% |
2,224,249
-11,419
| -0.5% | -$217K |
|
|
FOE
1537
DELISTED
Ferro Corporation
FOE
| $42.3M | 0.02% |
3,565,991
+79,301
| +2% | +$1.01M |
|
1538
Ingersoll Rand
IR
$32.6B
| $42.3M | 0.02% |
1,494,162
+30,821
| +2% | +$953K |
|
1539
Seacoast Banking Corp of Florida
SBCF
$3.36B
| $42.3M | 0.02% |
1,669,601
-7,457
| -0.4% | -$187K |
|
1540
Kinsale Capital Group
KNSL
$8.12B
| $42.1M | 0.02% |
407,655
+52,477
| +15% | +$5.03M |
|
|
DOOR
1541
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $42.1M | 0.02% |
725,893
+11,236
| +2% | +$596K |
|
|
AZUL
1542
DELISTED
Azul
AZUL
| $42M | 0.02% |
1,172,687
+46,227
| +4% | +$1.73M |
|
1543
Team
TISI
$79.5M
| $41.9M | 0.02% |
232,388
+2,926
| +1% | +$484K |
|
1544
Advanced Drainage Systems
WMS
$10.6B
| $41.8M | 0.02% |
1,295,956
-19,692
| -1% | -$639K |
|
|
S
1545
DELISTED
Sprint Corporation
S
| $41.8M | 0.02% |
6,768,589
-93,261
| -1% | -$642K |
|
1546
Alliant Energy
LNT
$18.3B
| $41.7M | 0.02% |
774,045
+33,602
| +5% | +$1.73M |
|
1547
Simply Good Foods
SMPL
$901M
| $41.6M | 0.02% |
1,435,126
+151,624
| +12% | +$4.23M |
|
|
LTRPA
1548
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $41.5M | 0.02% |
4,414,125
-196,006
| -4% | -$2.04M |
|
|
OSG
1549
Octave Specialty Group
OSG
$243M
| $41.5M | 0.02% |
2,120,681
-17,510
| -0.8% | -$322K |
|
1550
GameStop
GME
$9.75B
| $41.4M | 0.02% |
30,033,328
-2,842,352
| -9% | -$3.07M |
|
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.