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 | |
|---|---|---|---|---|---|---|
|
GSB
2701
DELISTED
GlobalSCAPE, Inc.
GSB
| $3.67M | ﹤0.01% |
319,835
+7,973
| +3% | +$92.4K |
|
2702
Gyre Therapeutics
GYRE
$641M
| $3.65M | ﹤0.01% |
99,039
+2,523
| +3% | +$136K |
|
2703
Kingstone Companies
KINS
$289M
| $3.65M | ﹤0.01% |
427,751
+12,832
| +3% | +$109K |
|
2704
ACNB Corp
ACNB
$656M
| $3.63M | ﹤0.01% |
105,856
+2,147
| +2% | +$76.9K |
|
|
EMKR
2705
DELISTED
Emcore Corp
EMKR
| $3.63M | ﹤0.01% |
118,249
-197
| -0.2% | -$5.88K |
|
|
PVG
2706
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.62M | ﹤0.01% |
314,454
| – | – |
|
|
ABB
2707
DELISTED
ABB Ltd
ABB
| $3.62M | ﹤0.01% |
183,783
-132,958
| -42% | -$2.54M |
|
|
RTW
2708
DELISTED
RTW Retailwinds, Inc.
RTW
| $3.61M | ﹤0.01% |
2,635,238
-23,009
| -0.9% | -$36K |
|
2709
Value Line
VALU
$321M
| $3.6M | ﹤0.01% |
158,214
+245
| +0.2% | +$6.22K |
|
|
GFED
2710
DELISTED
Guaranty Federal Bancshares In
GFED
| $3.58M | ﹤0.01% |
147,338
+921
| +0.6% | +$21.9K |
|
|
GOOS
2711
Canada Goose Holdings
GOOS
$872M
| $3.54M | ﹤0.01% |
80,457
+30,482
| +61% | +$1.27M |
|
|
FOLD
2712
DELISTED
Amicus Therapeutics
FOLD
| $3.52M | ﹤0.01% |
439,455
+304,573
| +226% | +$3.31M |
|
2713
Pixelworks
PXLW
$38.2M
| $3.52M | ﹤0.01% |
79,252
+1,775
| +2% | +$70.4K |
|
2714
RGC Resources
RGCO
$223M
| $3.52M | ﹤0.01% |
120,188
+400
| +0.3% | +$11.4K |
|
2715
Construction Partners
ROAD
$5.84B
| $3.47M | ﹤0.01% |
222,995
+71,383
| +47% | +$1.07M |
|
2716
Zscaler
ZS
$24.5B
| $3.47M | ﹤0.01% |
73,352
+41,281
| +129% | +$2.97M |
|
2717
Biglari Holdings Class A
BH.A
$1.25B
| $3.44M | ﹤0.01% |
6,124
-35
| -0.6% | -$17.7K |
|
2718
Assembly Biosciences
ASMB
$498M
| $3.42M | ﹤0.01% |
29,015
+2,964
| +11% | +$448K |
|
2719
Origin Bancorp
OBK
$1.69B
| $3.42M | ﹤0.01% |
101,364
+41,401
| +69% | +$1.39M |
|
2720
Investar Holding Corp
ISTR
$415M
| $3.42M | ﹤0.01% |
143,664
+1,416
| +1% | +$33.3K |
|
|
XRN
2721
Chiron Real Estate Inc
XRN
$514M
| $3.42M | ﹤0.01% |
59,913
+14,772
| +33% | +$797K |
|
2722
Kewaunee Scientific
KEQU
$102M
| $3.39M | ﹤0.01% |
217,822
+520
| +0.2% | +$8.76K |
|
|
ALYA
2723
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $3.37M | ﹤0.01% |
1,121,535
-3,000
| -0.3% | -$8.57K |
|
|
AIFU
2724
AIFU Inc
AIFU
$206M
| $3.35M | ﹤0.01% |
315
+227
| +258% | +$2.76M |
|
2725
BayCom
BCML
$329M
| $3.35M | ﹤0.01% |
147,349
+9,783
| +7% | +$219K |
|
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.