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 | |
|---|---|---|---|---|---|---|
2151
Stratus Properties
STRS
$156M
| $15.3M | 0.01% |
521,724
-7,271
| -1% | -$198K |
|
2152
IDT Corp
IDT
$1.64B
| $15.3M | 0.01% |
1,451,951
-9,519
| -0.7% | -$95.1K |
|
2153
Nicolet Bankshares
NIC
$3.6B
| $15.2M | 0.01% |
228,354
+11,698
| +5% | +$755K |
|
|
ONDK
2154
DELISTED
On Deck Capital, Inc.
ONDK
| $15.2M | 0.01% |
4,516,886
+145,642
| +3% | +$519K |
|
|
FNHC
2155
DELISTED
FedNat Holding Company Common Stock
FNHC
| $15.1M | 0.01% |
1,082,092
+2,703
| +0.3% | +$35.3K |
|
2156
Banco de Chile
BCH
$20.9B
| $15.1M | 0.01% |
537,196
+1,726
| +0.3% | +$49.8K |
|
2157
Teladoc Health
TDOC
$1.22B
| $15.1M | 0.01% |
222,661
+22,756
| +11% | +$1.5M |
|
2158
IES Holdings
IESC
$14.8B
| $15.1M | 0.01% |
731,845
-3,829
| -0.5% | -$72.8K |
|
2159
ZTO Express
ZTO
$18.3B
| $15M | 0.01% |
705,560
+90,753
| +15% | +$1.82M |
|
|
CNBKA
2160
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $15M | 0.01% |
171,280
-1,150
| -0.7% | -$97.4K |
|
|
NPTN
2161
DELISTED
NEOPHOTONICS CORP
NPTN
| $15M | 0.01% |
2,461,594
+14,204
| +0.6% | +$79.8K |
|
2162
RCI Hospitality Holdings
RICK
$192M
| $15M | 0.01% |
723,638
-57,007
| -7% | -$973K |
|
|
PRMW
2163
DELISTED
Primo Water Corporation
PRMW
| $14.9M | 0.01% |
1,213,868
-11,063
| -0.9% | -$143K |
|
2164
Vanda Pharmaceuticals
VNDA
$307M
| $14.9M | 0.01% |
1,120,916
+153,512
| +16% | +$2.14M |
|
2165
Pitney Bowes
PBI
$2.4B
| $14.9M | 0.01% |
3,256,465
+18,368
| +0.6% | +$73.6K |
|
|
HPR
2166
DELISTED
HighPoint Resources Corporation
HPR
| $14.9M | 0.01% |
186,982
-3,810
| -2% | -$265K |
|
2167
Mattel
MAT
$4.38B
| $14.8M | 0.01% |
1,303,701
-221,179
| -15% | -$2.53M |
|
2168
AB InBev
BUD
$170B
| $14.8M | 0.01% |
155,934
-243
| -0.2% | -$23.1K |
|
2169
Iovance Biotherapeutics
IOVA
$1.82B
| $14.8M | 0.01% |
814,519
-1,420
| -0.2% | -$31.4K |
|
|
MFSF
2170
DELISTED
MutualFirst Financial Inc
MFSF
| $14.8M | 0.01% |
469,343
+2,793
| +0.6% | +$88.7K |
|
|
TSG
2171
DELISTED
The Stars Group Inc.
TSG
| $14.7M | 0.01% |
984,205
+119,640
| +14% | +$1.86M |
|
2172
Brookfield
BN
$104B
| $14.7M | 0.01% |
775,028
+39,426
| +5% | +$714K |
|
2173
VEON
VEON
$3.62B
| $14.7M | 0.01% |
244,509
+21,297
| +10% | +$1.46M |
|
|
CSR
2174
Centerspace
CSR
$921M
| $14.6M | 0.01% |
196,021
+153
| +0.1% | +$10.2K |
|
|
AKRX
2175
DELISTED
Akorn Inc
AKRX
| $14.6M | 0.01% |
3,842,998
+222,874
| +6% | +$796K |
|
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.