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 | |
|---|---|---|---|---|---|---|
|
QADB
2776
DELISTED
QAD Inc. Class B
QADB
| $2.77M | ﹤0.01% |
77,496
-259
| -0.3% | -$8.13K |
|
|
DGICB
2777
Donegal Group Class B
DGICB
$830M
| $2.77M | ﹤0.01% |
221,370
| – | – |
|
2778
Ampco-Pittsburgh
AP
$163M
| $2.74M | ﹤0.01% |
745,632
-7,227
| -1% | -$27.1K |
|
2779
Limbach Holdings
LMB
$855M
| $2.73M | ﹤0.01% |
554,424
+5,234
| +1% | +$35.2K |
|
|
OSB
2780
DELISTED
Norbord Inc.
OSB
| $2.72M | ﹤0.01% |
113,692
+3,988
| +4% | +$93.6K |
|
|
JNCE
2781
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $2.71M | ﹤0.01% |
812,828
+35,564
| +5% | +$142K |
|
|
HUD
2782
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $2.71M | ﹤0.01% |
220,588
+55,109
| +33% | +$682K |
|
|
SOHU
2783
Sohu.com
SOHU
$362M
| $2.69M | ﹤0.01% |
265,271
-6,331
| -2% | -$74.5K |
|
2784
Nektar Therapeutics
NKTR
$2.39B
| $2.68M | ﹤0.01% |
9,813
-45,608
| -82% | -$16.7M |
|
|
TWOU
2785
DELISTED
2U Inc
TWOU
| $2.67M | ﹤0.01% |
5,472
+2,398
| +78% | +$1.72M |
|
2786
AMES National
ATLO
$271M
| $2.65M | ﹤0.01% |
92,625
+512
| +0.6% | +$13.9K |
|
|
AXAS
2787
DELISTED
Abraxas Petroleum Corp
AXAS
| $2.64M | ﹤0.01% |
260,468
-6,005
| -2% | -$84.9K |
|
2788
Nutanix
NTNX
$16B
| $2.64M | ﹤0.01% |
100,641
-114,899
| -53% | -$2.71M |
|
|
IMOS
2789
ChipMOS TECHNOLOGIES
IMOS
$1.65B
| $2.63M | ﹤0.01% |
129,847
+2,297
| +2% | +$43.2K |
|
2790
BlackBerry
BB
$4.98B
| $2.63M | ﹤0.01% |
499,941
+161,430
| +48% | +$1.13M |
|
2791
Gray Media Inc
GTN.A
$699M
| $2.61M | ﹤0.01% |
156,654
-938
| -0.6% | -$15.3K |
|
|
LX
2792
LexinFintech Holdings
LX
$241M
| $2.59M | ﹤0.01% |
258,707
+64,319
| +33% | +$700K |
|
2793
Ark Restaurants
ARKR
$20.4M
| $2.59M | ﹤0.01% |
127,818
-197
| -0.2% | -$3.97K |
|
|
OXFD
2794
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
| $2.59M | ﹤0.01% |
155,701
+39,637
| +34% | +$548K |
|
2795
Comp X International
CIX
$349M
| $2.59M | ﹤0.01% |
180,568
| – | – |
|
2796
Chemung Financial Corp
CHMG
$393M
| $2.59M | ﹤0.01% |
61,602
+1,443
| +2% | +$63.1K |
|
2797
Bally's
BALY
$682M
| $2.57M | ﹤0.01% |
112,750
+94,133
| +506% | +$2.32M |
|
|
ACH
2798
DELISTED
Alum Corp of China Ltd
ACH
| $2.57M | ﹤0.01% |
328,697
-22,243
| -6% | -$176K |
|
2799
Fresenius Medical Care
FMS
$13.8B
| $2.56M | ﹤0.01% |
76,239
-1,750
| -2% | -$62K |
|
|
TRCB
2800
DELISTED
Two River Bancorp
TRCB
| $2.56M | ﹤0.01% |
123,182
| – | – |
|
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.