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 | |
|---|---|---|---|---|---|---|
|
PETQ
2176
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
| $14.6M | 0.01% |
534,368
+98,261
| +23% | +$3.11M |
|
2177
DHI Group
DHX
$182M
| $14.4M | 0.01% |
3,752,899
+70,877
| +2% | +$263K |
|
2178
Atlanta Braves Holdings Series B
BATRK
$3.26B
| $14.4M | 0.01% |
518,392
+72,134
| +16% | +$2.03M |
|
2179
Prothena Corp
PRTA
$425M
| $14.4M | 0.01% |
1,834,499
+60,519
| +3% | +$538K |
|
2180
Travere Therapeutics
TVTX
$5.2B
| $14.4M | 0.01% |
1,240,669
-319
| -0% | -$5.27K |
|
2181
TETRA Technologies
TTI
$1.14B
| $14.3M | 0.01% |
7,119,464
-113,046
| -2% | -$194K |
|
|
FSP
2182
Franklin Street Properties
FSP
$47.2M
| $14.3M | 0.01% |
1,686,195
+27,972
| +2% | +$219K |
|
2183
Natural Gas Services Group
NGS
$472M
| $14.3M | 0.01% |
1,112,436
+1,339
| +0.1% | +$18.4K |
|
|
MDR
2184
DELISTED
McDermott International
MDR
| $14.2M | 0.01% |
7,053,721
-1,803,487
| -20% | -$11.1M |
|
2185
Oil-Dri
ODC
$1.44B
| $14.2M | 0.01% |
836,186
-4,726
| -0.6% | -$78.1K |
|
|
GTT
2186
DELISTED
GTT Communications, Inc.
GTT
| $14.2M | 0.01% |
1,505,160
-34,344
| -2% | -$386K |
|
2187
Okta
OKTA
$24.7B
| $14.2M | 0.01% |
143,795
-2,459
| -2% | -$307K |
|
2188
e.l.f. Beauty
ELF
$4.89B
| $14.1M | 0.01% |
807,625
+121,925
| +18% | +$2.03M |
|
|
SRGA
2189
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
| $14.1M | 0.01% |
164,765
+26
| +0% | +$2.78K |
|
|
ALX
2190
Alexander's
ALX
$1.3B
| $14.1M | 0.01% |
40,380
-3,907
| -9% | -$1.43M |
|
2191
Compañía de Cervecerías Unidas
CCU
$2.12B
| $14.1M | 0.01% |
633,549
-4,598
| -0.7% | -$116K |
|
2192
Foster
FSTR
$430M
| $14.1M | 0.01% |
648,489
-9,473
| -1% | -$220K |
|
|
AGR
2193
DELISTED
Avangrid, Inc.
AGR
| $14M | 0.01% |
268,595
+2,128
| +0.8% | +$107K |
|
2194
Reading International Class A
RDI
$33.2M
| $14M | 0.01% |
1,168,670
+5,448
| +0.5% | +$68.8K |
|
2195
Logitech
LOGI
$14.7B
| $14M | 0.01% |
342,914
+3,606
| +1% | +$145K |
|
2196
Vitamin Cottage Natural Grocers
NGVC
$739M
| $14M | 0.01% |
1,397,968
+33,633
| +2% | +$334K |
|
|
MOFG
2197
DELISTED
MidWestOne Financial Group
MOFG
| $13.9M | 0.01% |
455,545
+14,306
| +3% | +$419K |
|
2198
Inspire Medical Systems
INSP
$1.45B
| $13.8M | 0.01% |
226,548
-39,894
| -15% | -$2.63M |
|
|
COUP
2199
DELISTED
Coupa Software Incorporated
COUP
| $13.8M | 0.01% |
106,669
+11,671
| +12% | +$1.62M |
|
2200
Southern Copper
SCCO
$143B
| $13.8M | 0.01% |
435,367
+51,734
| +13% | +$1.64M |
|
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.