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 | |
|---|---|---|---|---|---|---|
|
PVTL
2676
DELISTED
Pivotal Software, Inc.
PVTL
| $4.02M | ﹤0.01% |
269,423
+12,010
| +5% | +$147K |
|
|
GV
2677
DELISTED
Goldfield Corporation
GV
| $4.02M | ﹤0.01% |
1,868,447
-11,246
| -0.6% | -$24.8K |
|
|
ESTE
2678
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $4M | ﹤0.01% |
1,230,312
+46,877
| +4% | +$200K |
|
2679
Build-A-Bear
BBW
$425M
| $4M | ﹤0.01% |
1,268,442
-33,722
| -3% | -$129K |
|
|
ASNA
2680
DELISTED
Ascena Retail Group, Inc.
ASNA
| $3.96M | ﹤0.01% |
749,511
-25,606
| -3% | -$191K |
|
2681
Dawson Geophysical
DWSN
$145M
| $3.95M | ﹤0.01% |
1,845,911
-14,353
| -0.8% | -$32.1K |
|
2682
Applied Optoelectronics
AAOI
$7.57B
| $3.92M | ﹤0.01% |
348,931
-232
| -0.1% | -$2.33K |
|
|
LUNA
2683
DELISTED
Luna Innovations Incorporated
LUNA
| $3.89M | ﹤0.01% |
671,755
+16,068
| +2% | +$88.9K |
|
2684
BlackLine
BL
$1.84B
| $3.89M | ﹤0.01% |
81,322
+58,429
| +255% | +$2.91M |
|
|
RNWK
2685
DELISTED
RealNetworks Inc
RNWK
| $3.87M | ﹤0.01% |
2,333,717
-6,378
| -0.3% | -$10.4K |
|
2686
First Bank
FRBA
$464M
| $3.85M | ﹤0.01% |
355,385
+12,329
| +4% | +$136K |
|
|
CETV
2687
DELISTED
Central European Media Enterprises Ltd
CETV
| $3.85M | ﹤0.01% |
856,016
+184,836
| +28% | +$835K |
|
|
ENFC
2688
DELISTED
Entegra Financial Corp.
ENFC
| $3.83M | ﹤0.01% |
127,466
-7,688
| -6% | -$230K |
|
2689
Parke Bancorp
PKBK
$401M
| $3.82M | ﹤0.01% |
189,302
+3,381
| +2% | +$69.7K |
|
2690
Transact Technologies
TACT
$53.2M
| $3.82M | ﹤0.01% |
313,573
| – | – |
|
2691
Friedman Industries
FRD
$240M
| $3.82M | ﹤0.01% |
588,056
-1,405
| -0.2% | -$8.73K |
|
|
MYOK
2692
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $3.8M | ﹤0.01% |
72,890
+59,605
| +449% | +$3.17M |
|
2693
Nomura Holdings
NMR
$28.3B
| $3.79M | ﹤0.01% |
892,254
-25,352
| -3% | -$96.3K |
|
|
CBD
2694
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $3.79M | ﹤0.01% |
196,829
-2,923
| -1% | -$65.3K |
|
|
ARC
2695
DELISTED
ARC Document Solutions, Inc.
ARC
| $3.78M | ﹤0.01% |
2,780,936
-53,895
| -2% | -$86.9K |
|
|
VOLT
2696
DELISTED
Volt Information Sciences, Inc.
VOLT
| $3.73M | ﹤0.01% |
1,180,154
-40,533
| -3% | -$156K |
|
2697
Bankwell Financial Group
BWFG
$543M
| $3.73M | ﹤0.01% |
135,551
+3,685
| +3% | +$100K |
|
|
GNTY
2698
DELISTED
Guaranty Bancshares
GNTY
| $3.71M | ﹤0.01% |
133,294
+14,105
| +12% | +$391K |
|
|
PBIP
2699
DELISTED
Prudential Bancorp, Inc.
PBIP
| $3.69M | ﹤0.01% |
216,937
+1,320
| +0.6% | +$22.7K |
|
2700
Kontoor Brands
KTB
$4.63B
| $3.69M | ﹤0.01% |
105,001
-10,394
| -9% | -$337K |
|
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.