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 | |
|---|---|---|---|---|---|---|
|
VNTR
2751
DELISTED
Venator Materials PLC
VNTR
| $3.08M | ﹤0.01% |
1,264,121
+128,894
| +11% | +$410K |
|
2752
inTEST
INTT
$155M
| $3.07M | ﹤0.01% |
660,037
-8,684
| -1% | -$39K |
|
|
TUES
2753
DELISTED
Tuesday Morning Corp
TUES
| $3.05M | ﹤0.01% |
1,943,548
-10,364
| -0.5% | -$16.2K |
|
|
AGFS
2754
DELISTED
AgroFresh Solutions Inc
AGFS
| $3.04M | ﹤0.01% |
1,154,740
-27,933
| -2% | -$48.6K |
|
2755
Columbia Financial
CLBK
$1.12B
| $3.03M | ﹤0.01% |
191,836
+103,466
| +117% | +$1.59M |
|
|
LONE
2756
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
| $3.02M | ﹤0.01% |
1,108,566
+7,221
| +0.7% | +$18.9K |
|
|
STCN
2757
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $3.01M | ﹤0.01% |
186,598
-675
| -0.4% | -$11.1K |
|
|
CYOU
2758
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $3.01M | ﹤0.01% |
316,709
+78,967
| +33% | +$619K |
|
2759
CytomX Therapeutics
CTMX
$675M
| $3M | ﹤0.01% |
406,645
+57,451
| +16% | +$567K |
|
2760
J. Jill
JILL
$272M
| $3M | ﹤0.01% |
315,358
| – | – |
|
|
MACK
2761
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $2.99M | ﹤0.01% |
666,300
-198,068
| -23% | -$990K |
|
2762
Tactile Systems Technology
TCMD
$635M
| $2.98M | ﹤0.01% |
70,286
+44,813
| +176% | +$2.32M |
|
2763
MIND Technology
MIND
$45.3M
| $2.97M | ﹤0.01% |
91,387
-338
| -0.4% | -$12.7K |
|
|
LBC
2764
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $2.96M | ﹤0.01% |
261,729
+75,729
| +41% | +$826K |
|
|
MGI
2765
DELISTED
MoneyGram International, Inc. New
MGI
| $2.96M | ﹤0.01% |
743,404
| – | – |
|
|
HNP
2766
DELISTED
Huaneng Power Intl, Inc.
HNP
| $2.96M | ﹤0.01% |
155,303
| – | – |
|
|
SBOW
2767
DELISTED
SilverBow Resources, Inc.
SBOW
| $2.94M | ﹤0.01% |
303,461
+6,926
| +2% | +$71.3K |
|
2768
Goosehead Insurance
GSHD
$2.2B
| $2.92M | ﹤0.01% |
59,185
+25,656
| +77% | +$1.18M |
|
2769
Stantec
STN
$8.04B
| $2.92M | ﹤0.01% |
131,764
-17,517
| -12% | -$400K |
|
|
MNTX
2770
DELISTED
Manitex International, Inc.
MNTX
| $2.89M | ﹤0.01% |
434,604
+19,564
| +5% | +$118K |
|
|
BCOV
2771
DELISTED
Brightcove, Inc.
BCOV
| $2.89M | ﹤0.01% |
275,546
+23,618
| +9% | +$272K |
|
|
CSS
2772
DELISTED
CSS Industries, Inc.
CSS
| $2.83M | ﹤0.01% |
711,955
-9,965
| -1% | -$45.2K |
|
|
PIR
2773
DELISTED
Pier 1 Imports, Inc.
PIR
| $2.81M | ﹤0.01% |
288,725
-1,106
| -0.4% | -$6.49K |
|
|
SBT
2774
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $2.79M | ﹤0.01% |
286,194
+60,772
| +27% | +$592K |
|
|
BFX
2775
DELISTED
BowFlex Inc.
BFX
| $2.77M | ﹤0.01% |
2,055,437
-189,224
| -8% | -$297K |
|
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.