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 | |
|---|---|---|---|---|---|---|
|
DLA
2201
DELISTED
Delta Apparel Inc.
DLA
| $13.7M | 0.01% |
578,478
+1,965
| +0.3% | +$43.6K |
|
|
PFPT
2202
DELISTED
Proofpoint, Inc.
PFPT
| $13.7M | 0.01% |
106,019
+5,651
| +6% | +$692K |
|
2203
Northern Oil and Gas
NOG
$2.3B
| $13.7M | 0.01% |
697,551
-15,956
| -2% | -$293K |
|
|
EGIO
2204
DELISTED
Edgio, Inc. Common Stock
EGIO
| $13.6M | 0.01% |
112,538
-122
| -0.1% | -$12.9K |
|
|
AMNB
2205
DELISTED
American National Bankshares Inc
AMNB
| $13.6M | 0.01% |
383,804
+2,859
| +0.8% | +$102K |
|
|
SEI
2206
Solaris Energy Infrastructure
SEI
$3.15B
| $13.6M | 0.01% |
1,013,448
+71,153
| +8% | +$972K |
|
2207
Culp Inc
CULP
$44.1M
| $13.6M | 0.01% |
834,004
+7,323
| +0.9% | +$122K |
|
|
MDSO
2208
DELISTED
Medidata Solutions, Inc.
MDSO
| $13.6M | 0.01% |
148,461
-74,433
| -33% | -$6.8M |
|
2209
Ardmore Shipping
ASC
$710M
| $13.5M | 0.01% |
2,022,718
+21,143
| +1% | +$148K |
|
2210
Arlo Technologies
ARLO
$1.6B
| $13.5M | 0.01% |
3,967,830
+34,440
| +0.9% | +$125K |
|
2211
Ultragenyx Pharmaceutical
RARE
$2.45B
| $13.5M | 0.01% |
315,968
+154,059
| +95% | +$8.37M |
|
2212
Bassett Furniture
BSET
$164M
| $13.5M | 0.01% |
882,437
+80
| +0% | +$1.06K |
|
|
ALTA
2213
DELISTED
Altabancorp
ALTA
| $13.5M | 0.01% |
476,504
+11,158
| +2% | +$317K |
|
|
RLH
2214
DELISTED
Red Lions Hotel Corporation
RLH
| $13.4M | 0.01% |
2,075,272
+11,206
| +0.5% | +$69.9K |
|
2215
Old Second Bancorp
OSBC
$1.29B
| $13.3M | 0.01% |
1,089,221
-2,096
| -0.2% | -$26K |
|
|
CLDT
2216
Chatham Lodging
CLDT
$622M
| $13.3M | 0.01% |
732,611
+16,341
| +2% | +$290K |
|
2217
Tidewater
TDW
$3.73B
| $13.3M | 0.01% |
879,701
+123,172
| +16% | +$2.32M |
|
|
ZEUS
2218
DELISTED
Olympic Steel
ZEUS
| $13.3M | 0.01% |
923,024
-2,982
| -0.3% | -$37.1K |
|
2219
Brown-Forman Class A
BF.A
$13.4B
| $13.3M | 0.01% |
222,171
+107
| +0% | +$6.1K |
|
|
FFNW
2220
DELISTED
First Financial Northwest, Inc
FFNW
| $13.3M | 0.01% |
896,609
-4,161
| -0.5% | -$59.5K |
|
2221
Atlassian
TEAM
$25.6B
| $13.2M | 0.01% |
105,635
-14,604
| -12% | -$1.99M |
|
|
EEX
2222
DELISTED
Emerald Holding
EEX
| $13.2M | 0.01% |
1,359,916
+113,234
| +9% | +$1.16M |
|
|
CNR
2223
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $13.2M | 0.01% |
2,186,656
-152,304
| -7% | -$833K |
|
|
ITCI
2224
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $13.1M | 0.01% |
1,758,347
+48,847
| +3% | +$468K |
|
2225
PAR Technology
PAR
$699M
| $13.1M | 0.01% |
551,446
-246,514
| -31% | -$6.01M |
|
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.