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 | |
|---|---|---|---|---|---|---|
2401
Genie Energy
GNE
$367M
| $8.73M | ﹤0.01% |
1,170,913
+36,116
| +3% | +$315K |
|
|
JAX
2402
DELISTED
J. Alexander's Holdings, Inc.
JAX
| $8.72M | ﹤0.01% |
744,191
+19,136
| +3% | +$216K |
|
|
IIN
2403
DELISTED
IntriCon Corporation
IIN
| $8.71M | ﹤0.01% |
448,187
+9,831
| +2% | +$190K |
|
|
WBK
2404
DELISTED
Westpac Banking Corporation
WBK
| $8.7M | ﹤0.01% |
435,315
-8,739
| -2% | -$171K |
|
2405
Tower Semiconductor
TSEM
$24.8B
| $8.68M | ﹤0.01% |
450,955
+5,743
| +1% | +$107K |
|
2406
Dropbox
DBX
$7.6B
| $8.66M | ﹤0.01% |
429,552
+296,448
| +223% | +$6.32M |
|
2407
ASE Group
ASX
$77.3B
| $8.66M | ﹤0.01% |
1,939,375
-4,000
| -0.2% | -$17.6K |
|
2408
Methanex
MEOH
$4.3B
| $8.66M | ﹤0.01% |
244,128
-2,604
| -1% | -$96.2K |
|
|
EPZM
2409
DELISTED
Epizyme, Inc
EPZM
| $8.65M | ﹤0.01% |
838,991
+133,308
| +19% | +$1.68M |
|
2410
InterContinental Hotels
IHG
$23.9B
| $8.6M | ﹤0.01% |
138,014
-150
| -0.1% | -$9.8K |
|
|
PYX
2411
DELISTED
Pyxus International, Inc.
PYX
| $8.6M | ﹤0.01% |
657,231
-4,181
| -0.6% | -$60.4K |
|
2412
GSI Technology
GSIT
$215M
| $8.56M | ﹤0.01% |
976,737
-20,742
| -2% | -$174K |
|
2413
Nexa Resources
NEXA
$1.7B
| $8.54M | ﹤0.01% |
907,966
+139,371
| +18% | +$1.24M |
|
2414
Unity Bancorp
UNTY
$591M
| $8.53M | ﹤0.01% |
385,079
-2,105
| -0.5% | -$43.5K |
|
|
VNET
2415
VNET Group
VNET
$2.04B
| $8.51M | ﹤0.01% |
1,116,840
+38,618
| +4% | +$296K |
|
2416
Northeast Bank
NBN
$1.06B
| $8.48M | ﹤0.01% |
382,656
+7,485
| +2% | +$159K |
|
2417
Pembina Pipeline
PBA
$28.4B
| $8.46M | ﹤0.01% |
228,155
+1,959
| +0.9% | +$72.6K |
|
|
QUOT
2418
DELISTED
Quotient Technology Inc
QUOT
| $8.46M | ﹤0.01% |
1,081,500
+16,847
| +2% | +$152K |
|
|
SNCR
2419
DELISTED
Synchronoss Technologies
SNCR
| $8.43M | ﹤0.01% |
173,493
-10,027
| -5% | -$680K |
|
|
VOXX
2420
DELISTED
VOXX International Corporation Class A
VOXX
| $8.42M | ﹤0.01% |
1,791,967
-6,176
| -0.3% | -$28.6K |
|
|
DF
2421
DELISTED
Dean Foods Company
DF
| $8.42M | ﹤0.01% |
7,260,228
-178,828
| -2% | -$212K |
|
|
BRY
2422
DELISTED
Berry Corp
BRY
| $8.41M | ﹤0.01% |
898,696
+383,035
| +74% | +$3.61M |
|
|
CRCM
2423
DELISTED
CARE.COM, INC.
CRCM
| $8.36M | ﹤0.01% |
799,729
+16,556
| +2% | +$170K |
|
2424
Agios Pharmaceuticals
AGIO
$1.79B
| $8.33M | ﹤0.01% |
257,020
+82,860
| +48% | +$3.43M |
|
2425
Frequency Electronics
FEIM
$635M
| $8.29M | ﹤0.01% |
681,982
-8,759
| -1% | -$100K |
|
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.