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 | |
|---|---|---|---|---|---|---|
2076
Nice
NICE
$5.79B
| $17.9M | 0.01% |
124,367
+976
| +0.8% | +$146K |
|
|
PLYA
2077
DELISTED
Playa Hotels & Resorts
PLYA
| $17.9M | 0.01% |
2,280,629
+211,790
| +10% | +$1.62M |
|
|
JAG
2078
DELISTED
Jagged Peak Energy Inc.
JAG
| $17.8M | 0.01% |
2,457,768
+987,603
| +67% | +$7.3M |
|
2079
Honda
HMC
$39.1B
| $17.8M | 0.01% |
682,664
-1,900
| -0.3% | -$47.9K |
|
|
ACBI
2080
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $17.8M | 0.01% |
1,024,058
+24,886
| +2% | +$432K |
|
|
LNW
2081
DELISTED
Light & Wonder
LNW
| $17.8M | 0.01% |
872,231
-9,449
| -1% | -$186K |
|
2082
Equitable Holdings
EQH
$13B
| $17.7M | 0.01% |
800,218
+235,832
| +42% | +$5.06M |
|
|
CUTR
2083
DELISTED
Cutera, Inc.
CUTR
| $17.7M | 0.01% |
604,728
-1,652
| -0.3% | -$45.4K |
|
2084
Newmark Group
NMRK
$2.66B
| $17.6M | 0.01% |
1,945,878
-173,062
| -8% | -$1.61M |
|
2085
WisdomTree
WT
$2.96B
| $17.6M | 0.01% |
3,371,888
-203,659
| -6% | -$1.15M |
|
|
LFC
2086
DELISTED
China Life Insurance Company Ltd.
LFC
| $17.6M | 0.01% |
1,527,763
-22,633
| -1% | -$276K |
|
|
CHK
2087
DELISTED
Chesapeake Energy Corporation
CHK
| $17.6M | 0.01% |
62,321
-18,070
| -22% | -$5.87M |
|
|
SAGE
2088
DELISTED
Sage Therapeutics
SAGE
| $17.6M | 0.01% |
125,115
+3,118
| +3% | +$522K |
|
|
LGTY
2089
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $17.5M | 0.01% |
1,167,511
-5,406
| -0.5% | -$76K |
|
|
SRG
2090
Seritage Growth Properties
SRG
$136M
| $17.4M | 0.01% |
410,545
+108,982
| +36% | +$4.48M |
|
|
PTVCB
2091
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $17.4M | 0.01% |
995,340
-4,380
| -0.4% | -$72.7K |
|
|
AKS
2092
DELISTED
AK Steel Holding Corp
AKS
| $17.4M | 0.01% |
7,647,306
+95,011
| +1% | +$228K |
|
2093
Oppenheimer Holdings
OPY
$1.14B
| $17.4M | 0.01% |
577,220
-4,585
| -0.8% | -$132K |
|
|
MIME
2094
DELISTED
Mimecast Limited
MIME
| $17.3M | 0.01% |
486,181
+100,005
| +26% | +$4.35M |
|
2095
Superior Group of Companies
SGC
$185M
| $17.3M | 0.01% |
1,073,317
-5,775
| -0.5% | -$90.1K |
|
|
RPT
2096
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $17.3M | 0.01% |
1,276,274
+23,441
| +2% | +$289K |
|
2097
Lloyds Banking Group
LYG
$89.5B
| $17.3M | 0.01% |
6,535,901
+227,071
| +4% | +$589K |
|
|
HSKA
2098
DELISTED
Heska Corp
HSKA
| $17.2M | 0.01% |
242,290
+886
| +0.4% | +$66.5K |
|
2099
West Bancorporation
WTBA
$478M
| $17.2M | 0.01% |
789,595
-727
| -0.1% | -$15.4K |
|
2100
Ceco Environmental
CECO
$3.85B
| $17.1M | 0.01% |
2,454,305
-6,807
| -0.3% | -$54.4K |
|
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.