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 | |
|---|---|---|---|---|---|---|
|
SSI
2951
DELISTED
Stage Stores Inc
SSI
| $1.34M | ﹤0.01% |
714,454
-600,837
| -46% | -$518K |
|
|
BCRH
2952
DELISTED
BLUE CAPITAL REINSURANCE HOLDINGS LTD.
BCRH
| $1.31M | ﹤0.01% |
178,249
-39,491
| -18% | -$297K |
|
2953
Spero Therapeutics
SPRO
$67.7M
| $1.3M | ﹤0.01% |
123,005
+16,602
| +16% | +$175K |
|
|
FRAN
2954
DELISTED
Francesca's Holdings Corporation
FRAN
| $1.3M | ﹤0.01% |
92,813
-43,360
| -32% | -$273K |
|
2955
Coca-Cola Europacific Partners
CCEP
$48.3B
| $1.3M | ﹤0.01% |
23,424
| – | – |
|
2956
Alto Ingredients
ALTO
$369M
| $1.29M | ﹤0.01% |
2,289,389
-855,029
| -27% | -$553K |
|
|
DXYN
2957
DELISTED
Dixie Group Inc
DXYN
| $1.29M | ﹤0.01% |
932,075
-29,822
| -3% | -$26.3K |
|
|
PMD
2958
DELISTED
Psychemedics Corporation
PMD
| $1.28M | ﹤0.01% |
140,853
+1,500
| +1% | +$12.7K |
|
2959
Ponce Financial Group
PDLB
$488M
| $1.28M | ﹤0.01% |
126,733
+6,815
| +6% | +$69.3K |
|
2960
Daily Journal
DJCO
$809M
| $1.27M | ﹤0.01% |
5,140
| – | – |
|
|
PHLT
2961
DELISTED
Performant Healthcare Inc
PHLT
| $1.27M | ﹤0.01% |
1,152,751
-8,192
| -0.7% | -$9.64K |
|
2962
Bridgewater Bancshares
BWB
$571M
| $1.26M | ﹤0.01% |
105,635
+46,269
| +78% | +$537K |
|
2963
Crown Crafts
CRWS
$31.7M
| $1.26M | ﹤0.01% |
201,537
+4,629
| +2% | +$23.2K |
|
|
ARAV
2964
DELISTED
Aravive, Inc. Common Stock
ARAV
| $1.26M | ﹤0.01% |
167,967
+2,080
| +1% | +$13K |
|
2965
MVB Financial
MVBF
$397M
| $1.26M | ﹤0.01% |
63,285
+5,563
| +10% | +$100K |
|
2966
Pure Cycle
PCYO
$253M
| $1.25M | ﹤0.01% |
122,052
-1,100
| -0.9% | -$11.7K |
|
|
SHI
2967
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $1.25M | ﹤0.01% |
42,603
-1,400
| -3% | -$45.9K |
|
2968
Network-1 Technologies
NTIP
$37M
| $1.24M | ﹤0.01% |
532,884
-3,000
| -0.6% | -$7.33K |
|
|
PCH
2969
DELISTED
PotlatchDeltic
PCH
| $1.24M | ﹤0.01% |
30,200
+4,254
| +16% | +$165K |
|
|
STRR
2970
Star Equity Holdings
STRR
$39.9M
| $1.23M | ﹤0.01% |
100,048
-200
| -0.2% | -$2.37K |
|
2971
Hudbay
HBM
$10.1B
| $1.22M | ﹤0.01% |
337,461
| – | – |
|
|
ATXS
2972
DELISTED
Astria Therapeutics
ATXS
| $1.22M | ﹤0.01% |
37,544
+1,102
| +3% | +$43.6K |
|
|
SIC
2973
DELISTED
Select Interior Concepts, Inc. Class A Common Stock
SIC
| $1.21M | ﹤0.01% |
93,515
+51,577
| +123% | +$610K |
|
|
AIOT
2974
PowerFleet Inc
AIOT
$526M
| $1.2M | ﹤0.01% |
219,358
+5,002
| +2% | +$28.4K |
|
|
PVLA
2975
Palvella Therapeutics
PVLA
$1.99B
| $1.2M | ﹤0.01% |
4,398
| – | – |
|
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.