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 | |
|---|---|---|---|---|---|---|
1551
REX American Resources
REX
$1.42B
| $41.3M | 0.02% |
3,245,538
-11,370
| -0.3% | -$141K |
|
1552
Wyndham Hotels & Resorts
WH
$5.56B
| $41.3M | 0.02% |
797,455
-50,866
| -6% | -$2.78M |
|
1553
Trimble
TRMB
$13.2B
| $41.2M | 0.02% |
1,062,029
+8,570
| +0.8% | +$345K |
|
|
ADSW
1554
DELISTED
Advanced Disposal Services Inc
ADSW
| $41.2M | 0.02% |
1,264,367
+25,003
| +2% | +$811K |
|
1555
Adtran
ADTN
$689M
| $41.2M | 0.02% |
3,628,014
-18,895
| -0.5% | -$225K |
|
1556
Essential Utilities
WTRG
$11.3B
| $41.1M | 0.02% |
917,325
-33,076
| -3% | -$1.42M |
|
|
KBAL
1557
DELISTED
Kimball International
KBAL
| $41.1M | 0.02% |
2,128,247
-32,760
| -2% | -$585K |
|
1558
Cohu
COHU
$2.26B
| $41M | 0.02% |
3,038,246
-219,561
| -7% | -$3.05M |
|
1559
Enova International
ENVA
$6.33B
| $41M | 0.02% |
1,974,606
-34,181
| -2% | -$808K |
|
1560
Axcelis
ACLS
$4.01B
| $40.8M | 0.02% |
2,389,899
+402
| +0% | +$6.42K |
|
|
CRZO
1561
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $40.8M | 0.02% |
4,751,104
+16,841
| +0.4% | +$154K |
|
1562
Cognex
CGNX
$10.9B
| $40.8M | 0.02% |
830,101
+31,563
| +4% | +$1.42M |
|
1563
Teradata
TDC
$2.92B
| $40.7M | 0.02% |
1,312,909
+152,484
| +13% | +$5.14M |
|
1564
Ducommun
DCO
$2.7B
| $40.6M | 0.02% |
957,515
-1,971
| -0.2% | -$85K |
|
|
CXP
1565
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $40.6M | 0.02% |
1,918,820
+16,027
| +0.8% | +$342K |
|
1566
BHP
BHP
$215B
| $40.6M | 0.02% |
920,841
+14,372
| +2% | +$671K |
|
1567
Ubiquiti
UI
$33.7B
| $40.6M | 0.02% |
342,919
-74,191
| -18% | -$8.97M |
|
1568
Financial Institutions
FISI
$816M
| $40.5M | 0.02% |
1,341,158
+3,032
| +0.2% | +$88.8K |
|
1569
Middlesex Water
MSEX
$1.08B
| $40.5M | 0.02% |
622,729
-2,561
| -0.4% | -$156K |
|
1570
First Hawaiian
FHB
$3.38B
| $40.4M | 0.02% |
1,513,039
-158,058
| -9% | -$4.1M |
|
1571
HealthStream
HSTM
$819M
| $40.4M | 0.02% |
1,559,892
+21,619
| +1% | +$580K |
|
|
BPYU
1572
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
| $40.4M | 0.02% |
1,979,415
-395,003
| -17% | -$7.63M |
|
|
BMTC
1573
DELISTED
Bryn Mawr Bank Corp
BMTC
| $40.3M | 0.02% |
1,103,532
+13,041
| +1% | +$469K |
|
1574
Bio-Techne
TECH
$11.2B
| $40.2M | 0.02% |
821,728
-19,100
| -2% | -$958K |
|
1575
Enanta Pharmaceuticals
ENTA
$366M
| $40.2M | 0.02% |
668,691
+42,633
| +7% | +$3.17M |
|
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.