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 | |
|---|---|---|---|---|---|---|
|
KIN
2376
DELISTED
Kindred Biosciences, Inc.
KIN
| $9.16M | ﹤0.01% |
1,337,526
+8,890
| +0.7% | +$65.2K |
|
2377
Liberty Media Series A
FWONA
$22.5B
| $9.15M | ﹤0.01% |
241,326
-2,303
| -0.9% | -$84.2K |
|
2378
CAE Inc. Common Shares
CAE
$8.3B
| $9.13M | ﹤0.01% |
359,295
-8,900
| -2% | -$234K |
|
|
HABT
2379
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $9.05M | ﹤0.01% |
1,035,536
+11,892
| +1% | +$111K |
|
|
ACOR
2380
DELISTED
Acorda Therapeutics
ACOR
| $9.04M | ﹤0.01% |
26,259
-1,971
| -7% | -$1.07M |
|
2381
Home Bancorp
HBCP
$561M
| $9.03M | ﹤0.01% |
231,590
+11,564
| +5% | +$432K |
|
2382
Ecopetrol
EC
$34.5B
| $9.03M | ﹤0.01% |
529,967
-55,576
| -9% | -$963K |
|
|
TBRG
2383
DELISTED
TruBridge
TBRG
| $9.02M | ﹤0.01% |
399,035
+46,171
| +13% | +$1.12M |
|
|
EIGI
2384
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $9.02M | ﹤0.01% |
2,404,482
+47,407
| +2% | +$225K |
|
2385
Anterix
ATEX
$1.81B
| $8.96M | ﹤0.01% |
247,382
+21,725
| +10% | +$916K |
|
|
MFGP
2386
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $8.95M | ﹤0.01% |
632,273
+23,670
| +4% | +$441K |
|
2387
Ardelyx
ARDX
$1.22B
| $8.91M | ﹤0.01% |
1,895,016
+3,492
| +0.2% | +$12.1K |
|
|
LCI
2388
DELISTED
Lannett Company, Inc.
LCI
| $8.91M | ﹤0.01% |
198,810
-711
| -0.4% | -$24.2K |
|
2389
Beazer Homes USA
BZH
$877M
| $8.87M | ﹤0.01% |
595,274
-89,700
| -13% | -$1.08M |
|
|
DS
2390
DELISTED
Drive Shack Inc.
DS
| $8.87M | ﹤0.01% |
2,057,351
-11,086
| -0.5% | -$52.2K |
|
2391
Extreme Networks
EXTR
$3.94B
| $8.85M | ﹤0.01% |
1,216,792
+33,009
| +3% | +$239K |
|
2392
NLI Holdings
NL
$281M
| $8.83M | ﹤0.01% |
2,347,954
-14,877
| -0.6% | -$58.7K |
|
|
HONE
2393
DELISTED
HarborOne Bancorp
HONE
| $8.82M | ﹤0.01% |
876,480
+65,434
| +8% | +$675K |
|
|
HNGR
2394
DELISTED
Hanger Inc.
HNGR
| $8.81M | ﹤0.01% |
432,515
+54,215
| +14% | +$1.02M |
|
2395
Gencor Industries
GENC
$209M
| $8.79M | ﹤0.01% |
757,560
-2,835
| -0.4% | -$34.3K |
|
2396
Protagonist Therapeutics
PTGX
$8.79B
| $8.78M | ﹤0.01% |
731,305
-12,753
| -2% | -$161K |
|
|
GTHX
2397
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $8.76M | ﹤0.01% |
384,174
+56,755
| +17% | +$1.79M |
|
2398
Citizens & Northern Corp
CZNC
$456M
| $8.76M | ﹤0.01% |
333,287
+3,612
| +1% | +$90.3K |
|
|
SPNE
2399
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $8.74M | ﹤0.01% |
716,240
+4,327
| +0.6% | +$52.2K |
|
2400
Shopify
SHOP
$152B
| $8.74M | ﹤0.01% |
280,360
+3,050
| +1% | +$104K |
|
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.