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 | |
|---|---|---|---|---|---|---|
|
GHL
2276
DELISTED
Greenhill & Co., Inc.
GHL
| $11.9M | ﹤0.01% |
904,234
-34,313
| -4% | -$491K |
|
|
AVID
2277
DELISTED
Avid Technology Inc
AVID
| $11.9M | ﹤0.01% |
1,915,650
+8,412
| +0.4% | +$65.8K |
|
2278
AXT Inc
AXTI
$3.95B
| $11.8M | ﹤0.01% |
3,327,366
-3,962
| -0.1% | -$15.2K |
|
2279
Takeda Pharmaceutical
TAK
$54.6B
| $11.8M | ﹤0.01% |
684,487
-119,559
| -15% | -$2.07M |
|
|
DOCU
2280
DocuSign
DOCU
$10.5B
| $11.8M | ﹤0.01% |
190,153
+82,853
| +77% | +$4.34M |
|
|
RYZ
2281
Ryerson Holding Corp
RYZ
$1.44B
| $11.8M | ﹤0.01% |
1,378,163
+9,042
| +0.7% | +$71.1K |
|
|
ADVM
2282
DELISTED
Adverum Biotechnologies
ADVM
| $11.7M | ﹤0.01% |
215,338
-1,253
| -0.6% | -$141K |
|
2283
Korea Electric Power
KEP
$15.3B
| $11.7M | ﹤0.01% |
1,083,294
-20,745
| -2% | -$225K |
|
2284
Lifetime Brands
LCUT
$191M
| $11.7M | ﹤0.01% |
1,320,425
+1,637
| +0.1% | +$14.2K |
|
2285
UFP Technologies
UFPT
$1.97B
| $11.7M | ﹤0.01% |
302,550
+923
| +0.3% | +$37.9K |
|
2286
Southern First Bancshares
SFST
$591M
| $11.7M | ﹤0.01% |
292,936
+2,598
| +0.9% | +$101K |
|
2287
Karyopharm Therapeutics
KPTI
$43.5M
| $11.6M | ﹤0.01% |
80,684
+7,027
| +10% | +$953K |
|
2288
Farmers National Banc Corp
FMNB
$939M
| $11.6M | ﹤0.01% |
803,838
+16,785
| +2% | +$239K |
|
2289
Sabesp
SBS
$19.1B
| $11.6M | ﹤0.01% |
5,059,126
-208,226
| -4% | -$525K |
|
|
VWTR
2290
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $11.6M | ﹤0.01% |
1,152,223
-9,432
| -0.8% | -$96.9K |
|
|
DBD
2291
DELISTED
Diebold Nixdorf Incorporated
DBD
| $11.6M | ﹤0.01% |
1,037,622
-121,118
| -10% | -$1.43M |
|
2292
Limoneira
LMNR
$235M
| $11.5M | ﹤0.01% |
628,663
-13,629
| -2% | -$260K |
|
|
USAP
2293
DELISTED
Universal Stainless & Alloy
USAP
| $11.5M | ﹤0.01% |
738,222
+1,924
| +0.3% | +$30.4K |
|
|
TPCO
2294
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $11.4M | ﹤0.01% |
1,334,491
+57,934
| +5% | +$464K |
|
2295
First Internet Bancorp
INBK
$257M
| $11.4M | ﹤0.01% |
534,302
+15,715
| +3% | +$323K |
|
2296
Sarepta Therapeutics
SRPT
$1.57B
| $11.4M | ﹤0.01% |
151,577
+8,475
| +6% | +$1M |
|
|
SFE
2297
DELISTED
Safeguard Scientifics, Inc.
SFE
| $11.4M | ﹤0.01% |
1,002,310
-2,009
| -0.2% | -$23.9K |
|
|
PRMW
2298
DELISTED
Primo Water Corporation
PRMW
| $11.2M | ﹤0.01% |
901,692
+12,982
| +1% | +$166K |
|
2299
Radiant Logistics
RLGT
$386M
| $11.2M | ﹤0.01% |
2,173,189
-5,994
| -0.3% | -$31.1K |
|
2300
First Mid Bancshares
FMBH
$1.39B
| $11.2M | ﹤0.01% |
323,505
+26,781
| +9% | +$892K |
|
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.