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 | |
|---|---|---|---|---|---|---|
|
HALL
1801
DELISTED
Hallmark Financial Services, Inc.
HALL
| $29.2M | 0.01% |
152,408
+39
| +0% | +$6.44K |
|
1802
NACCO Industries
NC
$360M
| $29.1M | 0.01% |
455,541
+113
| +0% | +$5.9K |
|
1803
Four Corners Property Trust
FCPT
$2.8B
| $29M | 0.01% |
1,025,454
+17,436
| +2% | +$486K |
|
1804
TripAdvisor
TRIP
$1.68B
| $29M | 0.01% |
749,475
+14,978
| +2% | +$624K |
|
1805
Willis Lease Finance
WLFC
$1.77B
| $28.9M | 0.01% |
1,567,278
-2,955
| -0.2% | -$59.6K |
|
1806
Ichor Holdings
ICHR
$2.61B
| $28.9M | 0.01% |
1,194,037
+10,859
| +0.9% | +$257K |
|
|
DO
1807
DELISTED
Diamond Offshore Drilling
DO
| $28.9M | 0.01% |
5,191,538
-182,629
| -3% | -$1.33M |
|
1808
Huazhu Hotels Group
HTHT
$13.1B
| $28.8M | 0.01% |
872,835
+57,450
| +7% | +$1.93M |
|
1809
Houlihan Lokey
HLI
$8.83B
| $28.7M | 0.01% |
637,264
+14,205
| +2% | +$629K |
|
1810
Tyler Technologies
TYL
$13.2B
| $28.7M | 0.01% |
109,450
-16,952
| -13% | -$4.15M |
|
1811
AdvanSix
ASIX
$540M
| $28.7M | 0.01% |
1,116,319
+60,966
| +6% | +$1.48M |
|
|
MCRN
1812
DELISTED
Milacron Holdings Corp.
MCRN
| $28.7M | 0.01% |
1,722,191
-8,618
| -0.5% | -$139K |
|
1813
ProPetro Holding
PUMP
$1.31B
| $28.7M | 0.01% |
3,155,567
+389,532
| +14% | +$5.41M |
|
1814
Bath & Body Works
BBWI
$4.2B
| $28.7M | 0.01% |
1,811,610
+152,598
| +9% | +$2.69M |
|
1815
Franklin Covey
FC
$235M
| $28.6M | 0.01% |
817,535
-14,493
| -2% | -$523K |
|
1816
Ezcorp Inc
EZPW
$1.86B
| $28.5M | 0.01% |
4,408,602
-12,642
| -0.3% | -$108K |
|
1817
Hackett Group
HCKT
$275M
| $28.4M | 0.01% |
1,724,507
-4,277
| -0.2% | -$70.3K |
|
1818
Antero Resources
AR
$10.9B
| $28.3M | 0.01% |
9,383,688
+1,068,745
| +13% | +$4.35M |
|
|
CTWS
1819
DELISTED
Connecticut Water Service Inc
CTWS
| $28.3M | 0.01% |
403,566
-30,584
| -7% | -$2.14M |
|
1820
DMC Global
BOOM
$142M
| $28.2M | 0.01% |
640,595
+3,217
| +0.5% | +$162K |
|
1821
Regional Management Corp
RM
$316M
| $28.2M | 0.01% |
1,000,014
-454
| -0% | -$12.1K |
|
1822
CRA International
CRAI
$1.16B
| $28.2M | 0.01% |
670,860
-4,753
| -0.7% | -$193K |
|
1823
Pegasystems
PEGA
$5.19B
| $27.9M | 0.01% |
821,400
-105,988
| -11% | -$3.83M |
|
|
ACIA
1824
DELISTED
Acacia Communications Inc
ACIA
| $27.9M | 0.01% |
427,226
-1,873
| -0.4% | -$119K |
|
1825
NeoGenomics
NEO
$1.99B
| $27.9M | 0.01% |
1,459,486
+55,921
| +4% | +$1.31M |
|
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.