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 | |
|---|---|---|---|---|---|---|
2026
York Water
YORW
$502M
| $19.7M | 0.01% |
450,371
-1,996
| -0.4% | -$75.3K |
|
|
UNIT
2027
Uniti Group
UNIT
$2.36B
| $19.6M | 0.01% |
2,529,619
-12,729
| -0.5% | -$106K |
|
2028
PENN Entertainment
PENN
$2.75B
| $19.6M | 0.01% |
1,053,762
-44,432
| -4% | -$841K |
|
2029
Cactus
WHD
$5.21B
| $19.6M | 0.01% |
677,710
+2,782
| +0.4% | +$80.4K |
|
2030
TFS Financial
TFSL
$5.16B
| $19.6M | 0.01% |
1,087,371
-41,747
| -4% | -$748K |
|
2031
Ovintiv
OVV
$17.3B
| $19.6M | 0.01% |
851,627
+148,886
| +21% | +$3.41M |
|
|
ILPT
2032
Industrial Logistics Properties Trust
ILPT
$575M
| $19.5M | 0.01% |
919,221
+29,091
| +3% | +$620K |
|
2033
Under Armour
UAA
$2.84B
| $19.5M | 0.01% |
978,954
+95,522
| +11% | +$2.11M |
|
|
TUP
2034
DELISTED
Tupperware Brands Corporation
TUP
| $19.5M | 0.01% |
1,228,442
+42,575
| +4% | +$657K |
|
2035
SEACOR Marine Holdings
SMHI
$256M
| $19.4M | 0.01% |
1,546,215
+12,090
| +0.8% | +$159K |
|
|
EXAS
2036
DELISTED
Exact Sciences
EXAS
| $19.4M | 0.01% |
214,891
-13,890
| -6% | -$1.58M |
|
|
EXPR
2037
DELISTED
Express, Inc.
EXPR
| $19.4M | 0.01% |
282,055
+51
| +0% | +$2.5K |
|
2038
Preformed Line Products
PLPC
$1.75B
| $19.4M | 0.01% |
354,467
-1,548
| -0.4% | -$83K |
|
2039
Spok Holdings
SPOK
$228M
| $19.3M | 0.01% |
1,616,206
-6,594
| -0.4% | -$85.2K |
|
|
SGMO
2040
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $19.2M | 0.01% |
2,124,184
+165,780
| +8% | +$1.86M |
|
|
MEET
2041
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $19.2M | 0.01% |
5,863,723
+69,466
| +1% | +$241K |
|
2042
Bristow Group
VTOL
$1.34B
| $19.2M | 0.01% |
908,303
-13,102
| -1% | -$253K |
|
|
ORBC
2043
DELISTED
ORBCOMM, Inc.
ORBC
| $19.2M | 0.01% |
4,027,462
+90,305
| +2% | +$540K |
|
2044
Pacira BioSciences
PCRX
$1.04B
| $19.1M | 0.01% |
502,844
+77,525
| +18% | +$3.09M |
|
2045
GrafTech
EAF
$175M
| $19.1M | 0.01% |
149,204
+20,155
| +16% | +$2.39M |
|
2046
Etsy
ETSY
$7.75B
| $19.1M | 0.01% |
338,080
+59,134
| +21% | +$3.48M |
|
|
INN
2047
Summit Hotel Properties
INN
$746M
| $19M | 0.01% |
1,640,602
+28,168
| +2% | +$322K |
|
2048
Agnico Eagle Mines
AEM
$73.6B
| $19M | 0.01% |
354,925
-5,685
| -2% | -$322K |
|
|
ABTX
2049
DELISTED
Allegiance Bancshares
ABTX
| $18.9M | 0.01% |
590,514
+71,220
| +14% | +$2.36M |
|
2050
Donnelley Financial Solutions
DFIN
$1.16B
| $18.9M | 0.01% |
1,531,620
+28,122
| +2% | +$349K |
|
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.