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 | |
|---|---|---|---|---|---|---|
2976
Magyar Bancorp
MGYR
$124M
| $1.19M | ﹤0.01% |
120,681
-977
| -0.8% | -$9.5K |
|
2977
Electromed
ELMD
$337M
| $1.19M | ﹤0.01% |
179,306
-2,000
| -1% | -$11.2K |
|
2978
Arrowhead Research
ARWR
$11.9B
| $1.18M | ﹤0.01% |
+42,010
| New | +$1.24M |
|
|
FLNT
2979
Fluent
FLNT
$102M
| $1.17M | ﹤0.01% |
71,459
+25,760
| +56% | +$616K |
|
2980
Kopin
KOPN
$652M
| $1.15M | ﹤0.01% |
1,696,448
| – | – |
|
2981
Educational Development Corp
EDUC
$11.8M
| $1.15M | ﹤0.01% |
185,868
-600
| -0.3% | -$3.83K |
|
2982
InfuSystem Holdings
INFU
$184M
| $1.15M | ﹤0.01% |
216,826
-4,636
| -2% | -$22.4K |
|
2983
Neurogene
NGNE
$656M
| $1.13M | ﹤0.01% |
19,821
+155
| +0.8% | +$9.46K |
|
|
CLUB
2984
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $1.13M | ﹤0.01% |
685,735
-32,076
| -4% | -$56.6K |
|
|
SLAI
2985
DELISTED
SOLAI Ltd ADS
SLAI
| $1.12M | ﹤0.01% |
1,502
-1,457
| -49% | -$1.03M |
|
2986
James Hardie Industries
JHX
$15.3B
| $1.12M | ﹤0.01% |
66,417
-1,245
| -2% | -$18.4K |
|
|
AENZ
2987
DELISTED
Aenza S.A.A.
AENZ
| $1.11M | ﹤0.01% |
154,440
-3,939
| -2% | -$32K |
|
|
INFI
2988
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $1.1M | ﹤0.01% |
1,071,454
| – | – |
|
2989
The Joint Corp
JYNT
$118M
| $1.1M | ﹤0.01% |
59,167
+7,205
| +14% | +$133K |
|
|
HOS
2990
DELISTED
Hornbeck Offshore Services, Inc.
HOS
| $1.1M | ﹤0.01% |
1,447,357
-166,063
| -10% | -$144K |
|
2991
Arq
ARQ
$84.6M
| $1.09M | ﹤0.01% |
73,577
| – | – |
|
|
STXB
2992
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
| $1.09M | ﹤0.01% |
50,651
+15,468
| +44% | +$333K |
|
2993
BK Technologies
BKTI
$300M
| $1.09M | ﹤0.01% |
64,956
-2,061
| -3% | -$40.3K |
|
2994
LGL Group
LGL
$45.2M
| $1.09M | ﹤0.01% |
280,855
+6,453
| +2% | +$22.1K |
|
2995
Sumitomo Mitsui Financial
SMFG
$164B
| $1.09M | ﹤0.01% |
159,098
-10,458
| -6% | -$71.4K |
|
2996
First Capital
FCAP
$212M
| $1.08M | ﹤0.01% |
18,675
| – | – |
|
2997
argenx
ARGX
$53.4B
| $1.08M | ﹤0.01% |
9,450
| – | – |
|
|
ICBK
2998
DELISTED
County Bancorp, Inc. Common Stock
ICBK
| $1.07M | ﹤0.01% |
54,779
| – | – |
|
2999
Security National Financial
SNFCA
$244M
| $1.07M | ﹤0.01% |
307,960
| – | – |
|
3000
AMREP Corp
AXR
$123M
| $1.06M | ﹤0.01% |
185,623
-2,528
| -1% | -$14.8K |
|
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.