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 | |
|---|---|---|---|---|---|---|
2726
AtriCure
ATRC
$1.92B
| $3.29M | ﹤0.01% |
131,789
+85,527
| +185% | +$2.44M |
|
2727
Liberty Energy
LBRT
$3.05B
| $3.29M | ﹤0.01% |
303,446
+275,728
| +995% | +$3.38M |
|
|
PRCP
2728
DELISTED
Perceptron Inc
PRCP
| $3.28M | ﹤0.01% |
683,821
-3,376
| -0.5% | -$15.2K |
|
2729
Alamos Gold
AGI
$11.6B
| $3.28M | ﹤0.01% |
565,440
+42,285
| +8% | +$283K |
|
2730
Embotelladora Andina Series B
AKO.B
$4.74B
| $3.28M | ﹤0.01% |
163,370
+782
| +0.5% | +$15.5K |
|
|
CASA
2731
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $3.26M | ﹤0.01% |
415,537
+10,354
| +3% | +$69.5K |
|
|
HZN
2732
DELISTED
Horizon Global Corporation
HZN
| $3.26M | ﹤0.01% |
854,146
-24,336
| -3% | -$99.6K |
|
|
AGS
2733
DELISTED
PlayAGS
AGS
| $3.25M | ﹤0.01% |
316,186
+92,260
| +41% | +$1.31M |
|
2734
Grupo Aval
AVAL
$6.27B
| $3.25M | ﹤0.01% |
435,603
-20,282
| -4% | -$154K |
|
|
BGFV
2735
DELISTED
Big 5 Sporting Goods
BGFV
| $3.25M | ﹤0.01% |
1,560,136
-13,748
| -0.9% | -$27.2K |
|
|
BAS
2736
DELISTED
Basis Energy Services, Inc.
BAS
| $3.24M | ﹤0.01% |
2,252,537
-11,852
| -0.5% | -$19.9K |
|
2737
Victory Capital Holdings
VCTR
$6.19B
| $3.23M | ﹤0.01% |
210,203
-4,757
| -2% | -$81.4K |
|
|
OTIC
2738
DELISTED
Otonomy, Inc.
OTIC
| $3.23M | ﹤0.01% |
1,352,917
-771
| -0.1% | -$1.83K |
|
2739
Acme United Corp
ACU
$217M
| $3.19M | ﹤0.01% |
159,347
-143
| -0.1% | -$2.94K |
|
|
SLCT
2740
DELISTED
Select Bancorp, Inc.
SLCT
| $3.17M | ﹤0.01% |
273,237
+2,378
| +0.9% | +$26.5K |
|
|
CBL
2741
DELISTED
CBL& Associates Properties, Inc.
CBL
| $3.16M | ﹤0.01% |
2,449,509
-47,454
| -2% | -$49.5K |
|
2742
Landmark Bancorp
LARK
$191M
| $3.13M | ﹤0.01% |
189,240
+1,118
| +0.6% | +$18.6K |
|
2743
PTC Therapeutics
PTCT
$5.68B
| $3.13M | ﹤0.01% |
92,512
-87,797
| -49% | -$3.82M |
|
2744
Hawthorn Bancshares
HWBK
$269M
| $3.12M | ﹤0.01% |
153,316
-2,258
| -1% | -$46.3K |
|
2745
CEMIG Preferred Shares
CIG
$6.26B
| $3.11M | ﹤0.01% |
1,800,843
+73,803
| +4% | +$136K |
|
|
ECOM
2746
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $3.1M | ﹤0.01% |
332,584
+15,608
| +5% | +$143K |
|
2747
Noodles & Co
NDLS
$111M
| $3.1M | ﹤0.01% |
68,358
+6,655
| +11% | +$357K |
|
|
ESXB
2748
DELISTED
Community Bankers Trust Corporation
ESXB
| $3.09M | ﹤0.01% |
359,390
-417
| -0.1% | -$3.34K |
|
2749
Maui Land & Pineapple Co
MLP
$344M
| $3.09M | ﹤0.01% |
283,920
+3,211
| +1% | +$33.8K |
|
|
FGH
2750
DELISTED
FG Group Holdings Inc.
FGH
| $3.08M | ﹤0.01% |
991,610
+4,936
| +0.5% | +$14.8K |
|
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.