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 | |
|---|---|---|---|---|---|---|
3001
Americold
COLD
$4.02B
| $1.06M | ﹤0.01% |
28,618
-8,659
| -23% | -$305K |
|
|
ALLK
3002
DELISTED
Allakos
ALLK
| $1.06M | ﹤0.01% |
+13,463
| New | +$889K |
|
|
HBP
3003
DELISTED
Huttig Building Products, Inc.
HBP
| $1.06M | ﹤0.01% |
504,394
-784
| -0.2% | -$1.83K |
|
|
AUY
3004
DELISTED
Yamana Gold, Inc.
AUY
| $1.05M | ﹤0.01% |
331,915
+162,810
| +96% | +$519K |
|
|
KL
3005
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $1.05M | ﹤0.01% |
23,524
+2,632
| +13% | +$120K |
|
|
MR
3006
DELISTED
Montage Resources Corporation Common Stock
MR
| $1.05M | ﹤0.01% |
278,841
+19,575
| +8% | +$75.1K |
|
|
NVTR
3007
DELISTED
Nuvectra Corporation Common Stock
NVTR
| $1.05M | ﹤0.01% |
774,097
-30,925
| -4% | -$60.7K |
|
3008
Aldeyra Therapeutics
ALDX
$92.9M
| $1.04M | ﹤0.01% |
198,384
+27,847
| +16% | +$150K |
|
3009
NCS Multistage Holdings
NCSM
$123M
| $1.03M | ﹤0.01% |
25,828
+633
| +3% | +$32.2K |
|
|
AC
3010
DELISTED
Associated Capital Group
AC
| $1.02M | ﹤0.01% |
28,784
+2,036
| +8% | +$74.2K |
|
|
BBQ
3011
DELISTED
BBQ Holdings, Inc. Common Stock
BBQ
| $1.02M | ﹤0.01% |
212,610
| – | – |
|
3012
Energy Recovery
ERII
$446M
| $1.01M | ﹤0.01% |
109,352
+47,322
| +76% | +$477K |
|
|
TECX
3013
Tectonic Therapeutic
TECX
$529M
| $1.01M | ﹤0.01% |
5,951
+322
| +6% | +$72.9K |
|
|
EMMS
3014
DELISTED
Emmis Communications Corp
EMMS
| $1.01M | ﹤0.01% |
213,627
| – | – |
|
|
SWCH
3015
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $999K | ﹤0.01% |
63,958
+46,614
| +269% | +$691K |
|
3016
Princeton Bancorp
BPRN
$281M
| $996K | ﹤0.01% |
34,277
+1,719
| +5% | +$47.8K |
|
|
AT
3017
DELISTED
Atlantic Power Corporation
AT
| $986K | ﹤0.01% |
421,456
| – | – |
|
|
HDSN
3018
Hudson Technologies
HDSN
$254M
| $983K | ﹤0.01% |
1,384,385
-922,652
| -40% | -$572K |
|
3019
United Microelectronic
UMC
$47.7B
| $954K | ﹤0.01% |
456,632
-10,300
| -2% | -$22K |
|
3020
Lantronix
LTRX
$240M
| $952K | ﹤0.01% |
284,172
+10,358
| +4% | +$35.9K |
|
|
AFMD
3021
DELISTED
Affimed
AFMD
| $949K | ﹤0.01% |
32,284
+1,311
| +4% | +$39K |
|
3022
Eagle Bancorp Montana
EBMT
$187M
| $941K | ﹤0.01% |
53,779
+1,596
| +3% | +$26.7K |
|
|
SOHO
3023
DELISTED
Sotherly Hotels
SOHO
| $940K | ﹤0.01% |
140,522
+1,700
| +1% | +$11.7K |
|
3024
Berkshire Hathaway Class A
BRK.A
$1.1T
| $935K | ﹤0.01% |
3
| – | – |
|
3025
Axogen
AXGN
$2.27B
| $932K | ﹤0.01% |
74,694
+18,679
| +33% | +$308K |
|
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.