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 | |
|---|---|---|---|---|---|---|
2251
PLDT
PHI
$4.25B
| $12.6M | ﹤0.01% |
571,633
+6,837
| +1% | +$153K |
|
2252
Saga Communications
SGA
$57M
| $12.6M | ﹤0.01% |
421,913
| – | – |
|
|
CARB
2253
DELISTED
Carbonite Inc
CARB
| $12.5M | ﹤0.01% |
807,485
-410,056
| -34% | -$7.31M |
|
|
NXRT
2254
NexPoint Residential Trust
NXRT
$666M
| $12.5M | ﹤0.01% |
266,640
+1,709
| +0.6% | +$76.4K |
|
|
FARM
2255
DELISTED
Farmer Brothers
FARM
| $12.5M | ﹤0.01% |
961,465
-27,004
| -3% | -$390K |
|
2256
Open Text
OTEX
$6.15B
| $12.4M | ﹤0.01% |
303,996
+12,601
| +4% | +$514K |
|
|
BELFB
2257
Bel Fuse Inc Class B
BELFB
$3.87B
| $12.4M | ﹤0.01% |
823,668
-8,411
| -1% | -$117K |
|
2258
Crawford & Co Class A
CRD.A
$532M
| $12.3M | ﹤0.01% |
1,132,883
+3,391
| +0.3% | +$34.8K |
|
2259
Commercial Vehicle Group
CVGI
$154M
| $12.3M | ﹤0.01% |
1,699,604
-21,406
| -1% | -$157K |
|
|
GOL
2260
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $12.2M | ﹤0.01% |
791,413
+4,006
| +0.5% | +$73.5K |
|
2261
Barnes & Noble Education
BNED
$431M
| $12.2M | ﹤0.01% |
39,190
-693
| -2% | -$242K |
|
2262
Liquidity Services
LQDT
$1.22B
| $12.2M | ﹤0.01% |
1,641,961
-5,029
| -0.3% | -$34.7K |
|
|
KYNB
2263
Kyntra Bio
KYNB
$27.2M
| $12.1M | ﹤0.01% |
13,134
+10,521
| +403% | +$11.6M |
|
2264
Phibro Animal Health
PAHC
$1.47B
| $12.1M | ﹤0.01% |
568,859
+21,330
| +4% | +$584K |
|
2265
Zillow
ZG
$7.94B
| $12.1M | ﹤0.01% |
408,630
+17,563
| +4% | +$696K |
|
2266
Geospace Technologies
GEOS
$94.6M
| $12.1M | ﹤0.01% |
785,050
-889
| -0.1% | -$12.8K |
|
|
BVH
2267
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $12.1M | ﹤0.01% |
516,614
+14,521
| +3% | +$321K |
|
|
VNE
2268
DELISTED
Veoneer, Inc.
VNE
| $12.1M | ﹤0.01% |
804,092
-60,414
| -7% | -$981K |
|
2269
Unisys
UIS
$209M
| $12M | ﹤0.01% |
1,618,901
+32,044
| +2% | +$285K |
|
2270
Hingham Institution for Saving
HIFS
$627M
| $12M | ﹤0.01% |
63,473
+1,916
| +3% | +$363K |
|
|
WPG
2271
DELISTED
Washington Prime Group Inc.
WPG
| $12M | ﹤0.01% |
320,996
+7,815
| +2% | +$257K |
|
|
CWEN.A
2272
DELISTED
Clearway Energy Class A
CWEN.A
| $11.9M | ﹤0.01% |
688,259
-2,754
| -0.4% | -$46.5K |
|
2273
3D Systems Corp
DDD
$431M
| $11.9M | ﹤0.01% |
1,461,951
+98,390
| +7% | +$794K |
|
|
GLUU
2274
DELISTED
Glu Mobile Inc.
GLUU
| $11.9M | ﹤0.01% |
2,384,330
+140,834
| +6% | +$806K |
|
2275
HubSpot
HUBS
$12.2B
| $11.9M | ﹤0.01% |
78,363
+4,030
| +5% | +$724K |
|
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.