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 | |
|---|---|---|---|---|---|---|
2651
Townsquare Media
TSQ
$106M
| $4.25M | ﹤0.01% |
604,356
-2,297
| -0.4% | -$13.9K |
|
|
IOTS
2652
DELISTED
Adesto Technologies Corp
IOTS
| $4.21M | ﹤0.01% |
492,160
+7,765
| +2% | +$72.4K |
|
2653
Universal Technical Institute
UTI
$2.16B
| $4.21M | ﹤0.01% |
773,789
-4,899
| -0.6% | -$21.7K |
|
|
BRG
2654
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $4.21M | ﹤0.01% |
357,308
-2,257
| -0.6% | -$27K |
|
2655
Peoples Bancorp of North Carolina
PEBK
$229M
| $4.17M | ﹤0.01% |
140,485
+4,094
| +3% | +$114K |
|
2656
Heron Therapeutics
HRTX
$93.9M
| $4.16M | ﹤0.01% |
224,988
+110,892
| +97% | +$2.04M |
|
2657
Thomson Reuters
TRI
$42.8B
| $4.16M | ﹤0.01% |
59,011
-1,523
| -3% | -$108K |
|
2658
RB Global
RBA
$20.4B
| $4.15M | ﹤0.01% |
104,057
+5,100
| +5% | +$189K |
|
|
LUB
2659
DELISTED
Luby's Inc.
LUB
| $4.15M | ﹤0.01% |
2,178,672
-6,731
| -0.3% | -$9.27K |
|
|
ZVO
2660
DELISTED
Zovio Inc. Common Stock
ZVO
| $4.14M | ﹤0.01% |
2,103,339
-57,955
| -3% | -$174K |
|
|
STEL
2661
DELISTED
Stellar Bancorp
STEL
| $4.14M | ﹤0.01% |
148,558
+25,621
| +21% | +$729K |
|
2662
Vericel Corp
VCEL
$2.35B
| $4.13M | ﹤0.01% |
272,749
+72,991
| +37% | +$1.28M |
|
|
STZ.B
2663
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $4.13M | ﹤0.01% |
19,786
-1,414
| -7% | -$282K |
|
|
XLRN
2664
DELISTED
Acceleron Pharma
XLRN
| $4.12M | ﹤0.01% |
104,335
+62,315
| +148% | +$2.7M |
|
|
RNET
2665
DELISTED
RigNet, Inc.
RNET
| $4.12M | ﹤0.01% |
532,129
-58,346
| -10% | -$492K |
|
2666
Spyre Therapeutics
SYRE
$8.54B
| $4.12M | ﹤0.01% |
21,438
+654
| +3% | +$127K |
|
2667
SK Telecom
SKM
$12.1B
| $4.12M | ﹤0.01% |
112,520
-5,796
| -5% | -$217K |
|
2668
TransAlta
TAC
$3.95B
| $4.1M | ﹤0.01% |
631,327
| – | – |
|
2669
Core Molding Technologies
CMT
$202M
| $4.1M | ﹤0.01% |
640,044
| – | – |
|
|
CDR
2670
DELISTED
Cedar Realty Trust, Inc
CDR
| $4.1M | ﹤0.01% |
206,880
| – | – |
|
|
LEAF
2671
DELISTED
Leaf Group Ltd.
LEAF
| $4.09M | ﹤0.01% |
973,872
-3,276
| -0.3% | -$17.4K |
|
2672
Acacia Research
ACTG
$428M
| $4.08M | ﹤0.01% |
1,521,265
+16,800
| +1% | +$46.9K |
|
2673
CSP Inc
CSPI
$79.7M
| $4.07M | ﹤0.01% |
602,676
| – | – |
|
2674
Liberty Global Class A
LBTYA
$3.62B
| $4.06M | ﹤0.01% |
163,937
-100
| -0.1% | -$2.67K |
|
|
GOLD
2675
Gold.com Inc
GOLD
$1.2B
| $4.04M | ﹤0.01% |
671,000
+6,008
| +0.9% | +$39.3K |
|
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.