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 | |
|---|---|---|---|---|---|---|
2876
KALA BIO
KALA
$14.1M
| $1.84M | ﹤0.01% |
194
+15
| +8% | +$183K |
|
2877
Tandem Diabetes Care
TNDM
$1.34B
| $1.83M | ﹤0.01% |
+31,092
| New | +$1.98M |
|
2878
McEwen Inc
MUX
$1.03B
| $1.83M | ﹤0.01% |
117,340
| – | – |
|
|
IEC
2879
DELISTED
IEC Electronics Corp.
IEC
| $1.82M | ﹤0.01% |
262,841
+5,038
| +2% | +$32.2K |
|
|
CURO
2880
DELISTED
CURO Group Holdings Corp.
CURO
| $1.8M | ﹤0.01% |
135,389
+86,090
| +175% | +$1.1M |
|
2881
First Community Corp
FCCO
$321M
| $1.8M | ﹤0.01% |
92,231
+1,439
| +2% | +$27.3K |
|
|
GDP
2882
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
| $1.78M | ﹤0.01% |
167,840
+5,483
| +3% | +$60.4K |
|
2883
Qiagen
QGEN
$8.54B
| $1.77M | ﹤0.01% |
50,764
-10,728
| -17% | -$413K |
|
|
CMLS
2884
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $1.77M | ﹤0.01% |
121,751
+35,170
| +41% | +$529K |
|
|
INAP
2885
DELISTED
Internap Corporation
INAP
| $1.77M | ﹤0.01% |
685,089
-11,599
| -2% | -$30.3K |
|
|
CATC
2886
DELISTED
CAMBRIDGE BANCORP
CATC
| $1.75M | ﹤0.01% |
23,402
+1,774
| +8% | +$137K |
|
|
NINE
2887
DELISTED
Nine Energy Service
NINE
| $1.74M | ﹤0.01% |
282,345
+26,857
| +11% | +$263K |
|
2888
Rocky Mountain Chocolate Factory
RMCF
$7.93M
| $1.74M | ﹤0.01% |
186,039
-1,259
| -0.7% | -$11.3K |
|
|
TBHC
2889
DELISTED
The Brand House Collective
TBHC
| $1.73M | ﹤0.01% |
1,122,812
-50,055
| -4% | -$77.7K |
|
2890
Elbit Systems
ESLT
$37.9B
| $1.73M | ﹤0.01% |
10,469
+889
| +9% | +$140K |
|
|
PFSW
2891
DELISTED
PFSweb, Inc.
PFSW
| $1.72M | ﹤0.01% |
681,592
| – | – |
|
|
MBCN
2892
DELISTED
Middlefield Banc Corp
MBCN
| $1.72M | ﹤0.01% |
73,392
+1,444
| +2% | +$32.5K |
|
2893
Beasley Broadcasting Group
BBGI
$37.8M
| $1.72M | ﹤0.01% |
27,693
+1,404
| +5% | +$88.6K |
|
|
DNBF
2894
DELISTED
DNB Financial Corp
DNBF
| $1.71M | ﹤0.01% |
38,479
| – | – |
|
2895
GDS Holdings
GDS
$6.56B
| $1.71M | ﹤0.01% |
+42,653
| New | +$1.72M |
|
|
TCFC
2896
DELISTED
The Community Financial Corporation Common Stock
TCFC
| $1.71M | ﹤0.01% |
51,021
+420
| +0.8% | +$13.5K |
|
2897
Comscore
SCOR
$106M
| $1.7M | ﹤0.01% |
44,488
+1,648
| +4% | +$95.2K |
|
2898
Halozyme
HALO
$9.79B
| $1.69M | ﹤0.01% |
108,819
-100,573
| -48% | -$1.66M |
|
2899
Data I/O
DAIO
$29.2M
| $1.69M | ﹤0.01% |
433,444
+771
| +0.2% | +$3.11K |
|
|
RJET
2900
Republic Airways Holdings
RJET
$967M
| $1.68M | ﹤0.01% |
16,593
+8,881
| +115% | +$1.08M |
|
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.