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 | |
|---|---|---|---|---|---|---|
1626
Fox Class B
FOX
$21.8B
| $37.2M | 0.01% |
1,179,992
+296,623
| +34% | +$10.2M |
|
|
IPHS
1627
DELISTED
Innophos Holdings, Inc.
IPHS
| $37.2M | 0.01% |
1,145,595
+23,779
| +2% | +$685K |
|
1628
Acadia Realty Trust
AKR
$3.09B
| $37.2M | 0.01% |
1,300,619
-455
| -0% | -$12.7K |
|
1629
TotalEnergies
TTE
$195B
| $37.1M | 0.01% |
713,736
-3,331
| -0.5% | -$173K |
|
1630
StoneX
SNEX
$9.26B
| $37.1M | 0.01% |
4,574,035
-16,073
| -0.4% | -$126K |
|
|
CSW
1631
CSW Industrials
CSW
$5.2B
| $37.1M | 0.01% |
536,825
+1,875
| +0.4% | +$130K |
|
|
I
1632
DELISTED
INTELSAT S. A.
I
| $37M | 0.01% |
1,623,207
+64,389
| +4% | +$1.36M |
|
1633
Sibanye-Stillwater
SBSW
$6.26B
| $37M | 0.01% |
6,846,795
+644,230
| +10% | +$3.28M |
|
|
INFN
1634
DELISTED
Infinera Corporation Common Stock
INFN
| $37M | 0.01% |
6,785,925
+114,062
| +2% | +$501K |
|
|
CCF
1635
DELISTED
Chase Corporation
CCF
| $37M | 0.01% |
337,837
-605
| -0.2% | -$61.9K |
|
1636
Lantheus
LNTH
$6.49B
| $36.9M | 0.01% |
1,472,943
+3,715
| +0.3% | +$91.5K |
|
1637
Exelixis
EXEL
$13.3B
| $36.9M | 0.01% |
2,086,395
+28,461
| +1% | +$576K |
|
1638
HEICO Corp
HEI
$49.8B
| $36.8M | 0.01% |
294,954
-3,616
| -1% | -$494K |
|
1639
Green Dot
GDOT
$743M
| $36.8M | 0.01% |
1,458,566
+135,563
| +10% | +$5.02M |
|
|
GPOR
1640
DELISTED
Gulfport Energy Corp.
GPOR
| $36.8M | 0.01% |
13,567,524
-166,657
| -1% | -$556K |
|
1641
MGIC Investment
MTG
$6.16B
| $36.7M | 0.01% |
2,916,227
+63,871
| +2% | +$825K |
|
1642
Brighthouse Financial
BHF
$3.56B
| $36.7M | 0.01% |
906,539
+7,873
| +0.9% | +$293K |
|
1643
Republic Bancorp
RBCAA
$1.95B
| $36.6M | 0.01% |
842,184
+2,716
| +0.3% | +$124K |
|
1644
EPAM Systems
EPAM
$5.51B
| $36.5M | 0.01% |
200,281
-67,251
| -25% | -$12.7M |
|
1645
Veeco
VECO
$3.05B
| $36.5M | 0.01% |
3,125,801
-3,740
| -0.1% | -$42.1K |
|
1646
Fortinet
FTNT
$119B
| $36.5M | 0.01% |
2,377,125
+6,040
| +0.3% | +$98K |
|
|
PR
1647
Permian Resources
PR
$17.8B
| $36.5M | 0.01% |
8,081,992
+904,295
| +13% | +$4.85M |
|
1648
Unitil
UTL
$970M
| $36.4M | 0.01% |
574,319
-2,230
| -0.4% | -$134K |
|
1649
Rollins
ROL
$18.3B
| $36.4M | 0.01% |
1,602,057
+2,028
| +0.1% | +$46.6K |
|
1650
ArcelorMittal
MT
$52.9B
| $36.3M | 0.01% |
2,550,035
-6,393
| -0.3% | -$98.2K |
|
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.