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 | |
|---|---|---|---|---|---|---|
|
VTLE
1726
DELISTED
Vital Energy
VTLE
| $33M | 0.01% |
684,067
+30,972
| +5% | +$1.71M |
|
1727
Empire State Realty Trust
ESRT
$872M
| $32.9M | 0.01% |
2,308,031
+24,013
| +1% | +$339K |
|
1728
Stock Yards Bancorp
SYBT
$2.64B
| $32.9M | 0.01% |
896,749
-19,200
| -2% | -$700K |
|
1729
Mesa Laboratories
MLAB
$564M
| $32.9M | 0.01% |
138,188
-166
| -0.1% | -$38.4K |
|
1730
International Seaways
INSW
$4.76B
| $32.7M | 0.01% |
1,699,746
+613
| +0% | +$10.8K |
|
1731
Banco Santander Chile
BSAC
$16.3B
| $32.7M | 0.01% |
1,167,177
+14,903
| +1% | +$430K |
|
1732
MarineMax
HZO
$759M
| $32.7M | 0.01% |
2,109,219
+69,110
| +3% | +$1.06M |
|
1733
Vishay Precision Group
VPG
$1.22B
| $32.6M | 0.01% |
997,208
-1,898
| -0.2% | -$67.7K |
|
1734
Elanco Animal Health
ELAN
$13.2B
| $32.6M | 0.01% |
1,227,670
+191,493
| +18% | +$5.74M |
|
1735
New Oriental
EDU
$9.37B
| $32.6M | 0.01% |
294,897
+1,708
| +0.6% | +$179K |
|
|
MIK
1736
DELISTED
Michaels Stores, Inc
MIK
| $32.6M | 0.01% |
3,327,681
+254,396
| +8% | +$1.9M |
|
1737
Ollie's Bargain Outlet
OLLI
$4.44B
| $32.6M | 0.01% |
555,155
+156,423
| +39% | +$11.7M |
|
1738
LGI Homes
LGIH
$1.27B
| $32.6M | 0.01% |
390,730
+54,940
| +16% | +$4.2M |
|
1739
Liberty Latin America Class A
LILA
$1.64B
| $32.5M | 0.01% |
2,976,679
+237,897
| +9% | +$2.56M |
|
1740
Haverty Furniture Companies
HVT
$397M
| $32.5M | 0.01% |
1,602,910
-6,366
| -0.4% | -$120K |
|
1741
Guidewire Software
GWRE
$12.6B
| $32.5M | 0.01% |
308,047
+14,105
| +5% | +$1.42M |
|
|
AUO
1742
DELISTED
AU Optronics Corp
AUO
| $32.4M | 0.01% |
13,165,952
-493,848
| -4% | -$1.29M |
|
1743
Future Fuel
FF
$217M
| $32.3M | 0.01% |
2,705,995
+19,357
| +0.7% | +$221K |
|
1744
JD.com
JD
$44.6B
| $32.2M | 0.01% |
1,141,893
-144,893
| -11% | -$4.38M |
|
1745
B&G Foods
BGS
$287M
| $32M | 0.01% |
1,690,845
-5,880
| -0.3% | -$113K |
|
|
CAI
1746
DELISTED
CAI International, Inc.
CAI
| $31.9M | 0.01% |
1,466,672
-114,804
| -7% | -$2.53M |
|
|
TACO
1747
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $31.8M | 0.01% |
3,114,378
-27,672
| -0.9% | -$320K |
|
1748
Miller Industries
MLR
$573M
| $31.8M | 0.01% |
953,705
-4,270
| -0.4% | -$136K |
|
1749
Digi International
DGII
$2.63B
| $31.7M | 0.01% |
2,324,892
-1,867
| -0.1% | -$24.6K |
|
1750
Grupo Cibest SA
CIB
$22B
| $31.6M | 0.01% |
638,705
-5,382
| -0.8% | -$272K |
|
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.