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 | |
|---|---|---|---|---|---|---|
2326
Artesian Resources
ARTNA
$355M
| $10.4M | ﹤0.01% |
280,762
-1,113
| -0.4% | -$40.2K |
|
2327
LSI Industries
LYTS
$859M
| $10.4M | ﹤0.01% |
1,989,670
-2,584
| -0.1% | -$11K |
|
2328
MasterCraft Boat Holdings
MCFT
$579M
| $10.3M | ﹤0.01% |
692,710
+26,076
| +4% | +$425K |
|
|
ENDP
2329
DELISTED
Endo International plc
ENDP
| $10.3M | ﹤0.01% |
3,218,373
+148,314
| +5% | +$478K |
|
2330
Greif Class B
GEF.B
$4.11B
| $10.3M | ﹤0.01% |
226,583
+10,378
| +5% | +$446K |
|
2331
ADT
ADT
$5.58B
| $10.3M | ﹤0.01% |
1,642,122
+413,105
| +34% | +$2.34M |
|
2332
ENI
E
$80.5B
| $10.3M | ﹤0.01% |
336,680
-4,143
| -1% | -$128K |
|
2333
Eastern Company
EML
$143M
| $10.2M | ﹤0.01% |
411,716
-5,828
| -1% | -$146K |
|
2334
Independent Bank Corp
IBCP
$787M
| $10.2M | ﹤0.01% |
477,319
-2,100
| -0.4% | -$43.8K |
|
2335
Colliers International
CIGI
$5.04B
| $10.1M | ﹤0.01% |
134,351
+3,566
| +3% | +$253K |
|
2336
Smith & Nephew
SNN
$13.3B
| $10M | ﹤0.01% |
208,639
+1,777
| +0.9% | +$81.7K |
|
|
ALDR
2337
DELISTED
Alder Biopharmaceuticals
ALDR
| $10M | ﹤0.01% |
531,873
+13,196
| +3% | +$151K |
|
2338
Roku
ROKU
$21.5B
| $9.99M | ﹤0.01% |
98,185
-6,629
| -6% | -$811K |
|
2339
Madrigal Pharmaceuticals
MDGL
$10.8B
| $9.94M | ﹤0.01% |
115,322
+26,146
| +29% | +$2.45M |
|
|
TTM
2340
DELISTED
Tata Motors Limited
TTM
| $9.87M | ﹤0.01% |
1,175,070
-37,963
| -3% | -$359K |
|
2341
Flexsteel Industries
FLXS
$302M
| $9.84M | ﹤0.01% |
663,844
+707
| +0.1% | +$11.5K |
|
2342
Opko Health
OPK
$985M
| $9.82M | ﹤0.01% |
4,699,384
+135,032
| +3% | +$276K |
|
2343
Turning Point Brands
TPB
$1.45B
| $9.82M | ﹤0.01% |
425,744
+5,492
| +1% | +$209K |
|
|
CBB
2344
DELISTED
Cincinnati Bell Inc.
CBB
| $9.79M | ﹤0.01% |
1,929,974
+22,380
| +1% | +$110K |
|
|
MPX
2345
DELISTED
Marine Products Corp
MPX
| $9.73M | ﹤0.01% |
687,418
+4,195
| +0.6% | +$62.4K |
|
2346
Ultralife
ULBI
$86.4M
| $9.73M | ﹤0.01% |
1,123,476
-2,337
| -0.2% | -$20K |
|
|
RVI
2347
DELISTED
Retail Value Inc. Common Shares
RVI
| $9.7M | ﹤0.01% |
2,852,616
+91,208
| +3% | +$308K |
|
|
HT
2348
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $9.69M | ﹤0.01% |
651,344
+3,041
| +0.5% | +$46.4K |
|
|
CLCT
2349
DELISTED
Collectors Universe
CLCT
| $9.69M | ﹤0.01% |
340,254
+2,305
| +0.7% | +$56.1K |
|
2350
First Business Financial Services
FBIZ
$587M
| $9.69M | ﹤0.01% |
402,351
+10,019
| +3% | +$236K |
|
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.