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 | |
|---|---|---|---|---|---|---|
1851
Titan Machinery
TITN
$396M
| $26.5M | 0.01% |
1,848,356
-17,693
| -0.9% | -$315K |
|
1852
Insteel Industries
IIIN
$593M
| $26.4M | 0.01% |
1,287,217
-2,580
| -0.2% | -$51.3K |
|
1853
Lifecore Biomedical
LFCR
$166M
| $26.4M | 0.01% |
2,429,158
+23,333
| +1% | +$254K |
|
1854
Donegal Group Class A
DGICA
$731M
| $26.4M | 0.01% |
1,799,007
+2,406
| +0.1% | +$35K |
|
|
GTS
1855
DELISTED
Triple-S Management Corporation
GTS
| $26.3M | 0.01% |
1,964,911
-3,963
| -0.2% | -$84.7K |
|
|
ONCE
1856
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
| $26.3M | 0.01% |
270,788
| – | – |
|
1857
Select Water Solutions
WTTR
$2.3B
| $26.1M | 0.01% |
3,012,598
+226,642
| +8% | +$2.08M |
|
|
CCRN
1858
DELISTED
Cross Country Healthcare
CCRN
| $26.1M | 0.01% |
2,532,812
-63,869
| -2% | -$628K |
|
|
FSB
1859
DELISTED
Franklin Financial Network, Inc.
FSB
| $26.1M | 0.01% |
863,180
+19,427
| +2% | +$562K |
|
|
MRLN
1860
DELISTED
Marlin Business Services Corp
MRLN
| $26M | 0.01% |
1,030,850
-1,906
| -0.2% | -$44.4K |
|
|
CHUY
1861
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $25.9M | 0.01% |
1,047,209
+2,971
| +0.3% | +$71.8K |
|
1862
Hawkins
HWKN
$2.67B
| $25.9M | 0.01% |
1,218,692
-5,776
| -0.5% | -$127K |
|
1863
Quad
QUAD
$536M
| $25.9M | 0.01% |
2,463,357
+62,270
| +3% | +$583K |
|
1864
Ameresco
AMRC
$1.12B
| $25.8M | 0.01% |
1,604,995
+9,815
| +0.6% | +$143K |
|
|
ABMD
1865
DELISTED
Abiomed Inc
ABMD
| $25.8M | 0.01% |
144,916
+1,145
| +0.8% | +$248K |
|
1866
Tejon Ranch
TRC
$457M
| $25.8M | 0.01% |
1,517,540
-2,851
| -0.2% | -$49.7K |
|
1867
National Fuel Gas
NFG
$7.82B
| $25.7M | 0.01% |
548,099
+79,202
| +17% | +$3.85M |
|
1868
Warrior Met Coal
HCC
$4.19B
| $25.7M | 0.01% |
1,316,835
+309,738
| +31% | +$6.93M |
|
1869
Barrett Business Services
BBSI
$959M
| $25.7M | 0.01% |
1,156,504
-2,712
| -0.2% | -$58.9K |
|
1870
KRONOS Worldwide
KRO
$693M
| $25.5M | 0.01% |
2,064,759
+84,087
| +4% | +$1.04M |
|
1871
Hain Celestial
HAIN
$45M
| $25.5M | 0.01% |
1,186,894
+324,150
| +38% | +$6.79M |
|
1872
Capital City Bank Group
CCBG
$888M
| $25.4M | 0.01% |
924,407
+4,624
| +0.5% | +$117K |
|
1873
American Coastal Insurance
ACIC
$515M
| $25.3M | 0.01% |
1,810,793
+66,549
| +4% | +$857K |
|
1874
Malibu Boats
MBUU
$541M
| $25.3M | 0.01% |
824,737
-5,076
| -0.6% | -$157K |
|
|
GHDX
1875
DELISTED
Genomic Health, Inc.
GHDX
| $25.2M | 0.01% |
371,281
+52,159
| +16% | +$3.58M |
|
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.