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 | |
|---|---|---|---|---|---|---|
2301
Alico
ALCO
$280M
| $11.2M | ﹤0.01% |
328,574
+2,396
| +0.7% | +$76K |
|
|
DPLO
2302
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $11.2M | ﹤0.01% |
2,276,188
+38,881
| +2% | +$218K |
|
|
BFS
2303
Saul Centers
BFS
$836M
| $11.1M | ﹤0.01% |
203,646
+1,000
| +0.5% | +$53.3K |
|
|
CISN
2304
DELISTED
Cision Ltd. Ordinary Share
CISN
| $11.1M | ﹤0.01% |
1,437,390
+82,787
| +6% | +$713K |
|
|
UBA
2305
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $11M | ﹤0.01% |
465,247
+3,079
| +0.7% | +$67.3K |
|
|
AE
2306
DELISTED
Adams Resources & Energy Inc
AE
| $11M | ﹤0.01% |
354,142
-139
| -0% | -$4.41K |
|
2307
Westwood Holdings Group
WHG
$182M
| $11M | ﹤0.01% |
396,558
+4,975
| +1% | +$151K |
|
|
GCAP
2308
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $11M | ﹤0.01% |
2,073,920
-11,670
| -0.6% | -$54.5K |
|
2309
Suzano
SUZ
$10.5B
| $10.9M | ﹤0.01% |
1,352,642
-5,200
| -0.4% | -$41.2K |
|
|
SPPI
2310
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $10.9M | ﹤0.01% |
1,312,984
+85,345
| +7% | +$690K |
|
2311
Penumbra
PEN
$12.7B
| $10.8M | ﹤0.01% |
80,164
+4,219
| +6% | +$653K |
|
2312
Telefônica Brasil
VIV
$20.6B
| $10.8M | ﹤0.01% |
818,002
+2,400
| +0.3% | +$31.9K |
|
|
BREW
2313
DELISTED
Craft Brew Alliance, Inc.
BREW
| $10.8M | ﹤0.01% |
1,313,632
-26,089
| -2% | -$326K |
|
|
WAAS
2314
DELISTED
AquaVenture Holdings Limited
WAAS
| $10.7M | ﹤0.01% |
552,493
+117,805
| +27% | +$2.14M |
|
|
TREC
2315
DELISTED
Trecora Resources
TREC
| $10.7M | ﹤0.01% |
1,187,560
+22,884
| +2% | +$210K |
|
2316
Alkermes
ALKS
$8.22B
| $10.7M | ﹤0.01% |
546,943
+88,522
| +19% | +$1.93M |
|
2317
Genco Shipping & Trading
GNK
$1.11B
| $10.6M | ﹤0.01% |
1,152,977
+119,415
| +12% | +$1.14M |
|
2318
Orion Group Holdings
ORN
$396M
| $10.6M | ﹤0.01% |
2,354,930
-31,491
| -1% | -$131K |
|
|
GOOD
2319
Gladstone Commercial Corp
GOOD
$605M
| $10.5M | ﹤0.01% |
447,868
+7,975
| +2% | +$177K |
|
2320
STMicroelectronics
STM
$46.7B
| $10.5M | ﹤0.01% |
543,024
+133,929
| +33% | +$2.46M |
|
|
PHX
2321
DELISTED
PHX Minerals
PHX
| $10.5M | ﹤0.01% |
750,139
+165
| +0% | +$2.02K |
|
|
SAIL
2322
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $10.5M | ﹤0.01% |
559,796
+236,919
| +73% | +$5.03M |
|
2323
AnaptysBio
ANAB
$1.58B
| $10.5M | ﹤0.01% |
298,947
+49,668
| +20% | +$2.36M |
|
|
CHA
2324
DELISTED
China Telecom Corporation, LTD
CHA
| $10.5M | ﹤0.01% |
229,397
+4,043
| +2% | +$186K |
|
2325
NovoCure
NVCR
$1.73B
| $10.4M | ﹤0.01% |
139,440
+41,164
| +42% | +$3.29M |
|
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.