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 | |
|---|---|---|---|---|---|---|
1701
Green Plains
GPRE
$1.18B
| $34.3M | 0.01% |
3,234,609
-245,308
| -7% | -$2.35M |
|
|
TSC
1702
DELISTED
TriState Capital Holdings, Inc.
TSC
| $34.3M | 0.01% |
1,628,386
+15,154
| +0.9% | +$310K |
|
|
DHC
1703
Diversified Healthcare Trust
DHC
$2.15B
| $34.2M | 0.01% |
3,699,713
+39,951
| +1% | +$345K |
|
|
HIBB
1704
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $34.2M | 0.01% |
1,494,889
-56,735
| -4% | -$1.03M |
|
1705
Universal Display
OLED
$3.68B
| $34.1M | 0.01% |
203,310
+1,789
| +0.9% | +$358K |
|
|
ARNA
1706
DELISTED
Arena Pharmaceuticals Inc
ARNA
| $34.1M | 0.01% |
745,358
+155,452
| +26% | +$8.74M |
|
1707
AMC Entertainment Holdings
AMC
$2.52B
| $34.1M | 0.01% |
318,818
+10,424
| +3% | +$1.13M |
|
|
NATI
1708
DELISTED
National Instruments Corp
NATI
| $34.1M | 0.01% |
811,364
+28,420
| +4% | +$1.22M |
|
|
HMHC
1709
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $34.1M | 0.01% |
6,391,647
+139,751
| +2% | +$789K |
|
1710
Astronics
ATRO
$3.43B
| $34M | 0.01% |
1,390,667
+48,832
| +4% | +$1.31M |
|
1711
Cato Corp
CATO
$68.3M
| $34M | 0.01% |
1,931,270
-755
| -0% | -$11.3K |
|
1712
Enbridge
ENB
$119B
| $34M | 0.01% |
968,920
-2,561
| -0.3% | -$88.6K |
|
1713
UNIFI
UFI
$119M
| $34M | 0.01% |
1,549,125
+866
| +0.1% | +$17.1K |
|
1714
Diamondrock Hospitality Co
DRH
$2.71B
| $33.9M | 0.01% |
3,307,997
+29,092
| +0.9% | +$287K |
|
1715
Televisa
TV
$1.48B
| $33.8M | 0.01% |
3,456,448
+28,160
| +0.8% | +$255K |
|
|
PINC
1716
DELISTED
Premier
PINC
| $33.8M | 0.01% |
1,168,320
+24,368
| +2% | +$908K |
|
1717
V2X
VVX
$2.83B
| $33.7M | 0.01% |
828,846
+645
| +0.1% | +$26.5K |
|
|
ELME
1718
Elme Communities
ELME
$143M
| $33.6M | 0.01% |
1,229,307
+2,894
| +0.2% | +$78.2K |
|
|
RUTH
1719
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $33.4M | 0.01% |
1,636,992
-24,357
| -1% | -$507K |
|
1720
German American Bancorp
GABC
$1.91B
| $33.4M | 0.01% |
1,042,119
+11,485
| +1% | +$354K |
|
1721
CareTrust REIT
CTRE
$9.91B
| $33.3M | 0.01% |
1,418,701
+65,481
| +5% | +$1.54M |
|
|
ROIC
1722
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $33.2M | 0.01% |
1,823,000
+21,647
| +1% | +$388K |
|
|
GRA
1723
DELISTED
W.R. Grace & Co.
GRA
| $33.1M | 0.01% |
496,121
+32,541
| +7% | +$2.28M |
|
1724
Horizon Bancorp
HBNC
$1.04B
| $33.1M | 0.01% |
1,905,316
+29,512
| +2% | +$491K |
|
1725
Sony
SONY
$137B
| $33M | 0.01% |
2,788,260
-11,000
| -0.4% | -$124K |
|
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.