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 | |
|---|---|---|---|---|---|---|
|
FRBK
2551
DELISTED
Republic First Bancorp Inc
FRBK
| $5.83M | ﹤0.01% |
1,387,986
+116,145
| +9% | +$505K |
|
|
EVRI
2552
DELISTED
Everi Holdings
EVRI
| $5.8M | ﹤0.01% |
686,124
+10,458
| +2% | +$107K |
|
2553
eGain
EGAN
$187M
| $5.79M | ﹤0.01% |
722,775
+36,857
| +5% | +$282K |
|
|
CVLY
2554
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $5.78M | ﹤0.01% |
261,054
+7,663
| +3% | +$166K |
|
|
USAK
2555
DELISTED
USA Truck Inc
USAK
| $5.75M | ﹤0.01% |
715,517
-227
| -0% | -$1.99K |
|
|
MRTX
2556
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $5.69M | ﹤0.01% |
73,065
-950
| -1% | -$89.2K |
|
2557
Atlanta Braves Holdings Series A
BATRA
$3.49B
| $5.69M | ﹤0.01% |
204,316
+28,817
| +16% | +$815K |
|
2558
TIM SA
TIMB
$9.16B
| $5.66M | ﹤0.01% |
393,798
-2,316
| -0.6% | -$35K |
|
2559
Key Tronic
KTCC
$42.8M
| $5.64M | ﹤0.01% |
887,714
-1,300
| -0.1% | -$6.86K |
|
2560
Clearfield
CLFD
$411M
| $5.62M | ﹤0.01% |
474,502
+1,859
| +0.4% | +$22.7K |
|
|
HBMD
2561
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
| $5.6M | ﹤0.01% |
335,777
+12,904
| +4% | +$195K |
|
2562
Rhythm Pharmaceuticals
RYTM
$6.81B
| $5.6M | ﹤0.01% |
259,514
+45,497
| +21% | +$976K |
|
|
RRD
2563
DELISTED
RR Donnelley & Sons Co.
RRD
| $5.58M | ﹤0.01% |
1,479,872
-23,798
| -2% | -$56.6K |
|
|
ELP
2564
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $5.57M | ﹤0.01% |
1,161,448
| – | – |
|
|
ASRT
2565
DELISTED
Assertio
ASRT
| $5.56M | ﹤0.01% |
72,413
-1,261
| -2% | -$164K |
|
|
JCP
2566
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.54M | ﹤0.01% |
6,238,106
-68,270
| -1% | -$57.3K |
|
2567
Amplify Energy
AMPY
$161M
| $5.48M | ﹤0.01% |
888,425
+120,877
| +16% | +$683K |
|
|
ISCA
2568
DELISTED
International Speedway Corp
ISCA
| $5.46M | ﹤0.01% |
121,421
-111,967
| -48% | -$5.05M |
|
2569
Teva Pharmaceuticals
TEVA
$40.8B
| $5.43M | ﹤0.01% |
789,252
+238,371
| +43% | +$1.83M |
|
|
SMMF
2570
DELISTED
Summit Financial Group, Inc.
SMMF
| $5.42M | ﹤0.01% |
211,781
+7,833
| +4% | +$202K |
|
|
PCSB
2571
DELISTED
PCSB Financial Corporation
PCSB
| $5.4M | ﹤0.01% |
269,903
+20,917
| +8% | +$414K |
|
2572
Itaú Unibanco
ITUB
$93.2B
| $5.37M | ﹤0.01% |
877,751
-255,346
| -23% | -$1.66M |
|
|
PPIH
2573
Perma-Pipe International
PPIH
$196M
| $5.36M | ﹤0.01% |
555,832
-557
| -0.1% | -$4.87K |
|
2574
Compañía de Minas Buenaventura
BVN
$7.69B
| $5.35M | ﹤0.01% |
351,403
-6,414
| -2% | -$99.4K |
|
2575
KT
KT
$8.62B
| $5.31M | ﹤0.01% |
469,317
| – | – |
|
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.