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 | |
|---|---|---|---|---|---|---|
|
MSBF
3076
DELISTED
MSB Financial Corp.
MSBF
| $736K | ﹤0.01% |
45,694
| – | – |
|
3077
Esquire Financial Holdings
ESQ
$1.12B
| $734K | ﹤0.01% |
29,620
+2,203
| +8% | +$52.7K |
|
|
GVP
3078
DELISTED
GSE Systems, Inc.
GVP
| $734K | ﹤0.01% |
44,215
-1,178
| -3% | -$23.6K |
|
|
TOUR
3079
Tuniu
TOUR
$53.9M
| $731K | ﹤0.01% |
24,514
+1,513
| +7% | +$48.8K |
|
3080
Fulgent Genetics
FLGT
$470M
| $719K | ﹤0.01% |
69,198
+2,850
| +4% | +$27K |
|
3081
PrimeEnergy Resources
PNRG
$298M
| $719K | ﹤0.01% |
6,255
+239
| +4% | +$28.1K |
|
|
SVT
3082
DELISTED
Servotronics
SVT
| $718K | ﹤0.01% |
72,488
-1,000
| -1% | -$10K |
|
3083
Celldex Therapeutics
CLDX
$2.99B
| $713K | ﹤0.01% |
334,856
| – | – |
|
|
XNET
3084
Xunlei
XNET
$340M
| $708K | ﹤0.01% |
308,977
+42,682
| +16% | +$106K |
|
|
SVBI
3085
DELISTED
Severn Bancorp Inc/MD
SVBI
| $702K | ﹤0.01% |
87,541
| – | – |
|
3086
Algonquin Power & Utilities
AQN
$4.49B
| $694K | ﹤0.01% |
50,675
+1,100
| +2% | +$14.2K |
|
|
SGB
3087
DELISTED
Southwest Georgia Financial Corporation
SGB
| $693K | ﹤0.01% |
34,578
| – | – |
|
3088
Summit State Bank
SSBI
$83.8M
| $689K | ﹤0.01% |
64,394
| – | – |
|
3089
Appian
APPN
$1.98B
| $687K | ﹤0.01% |
+14,472
| New | +$678K |
|
|
LSXMB
3090
DELISTED
Liberty Media Corporation Series B Liberty SiriusXM Common Stock
LSXMB
| $687K | ﹤0.01% |
22,573
| – | – |
|
|
ELGX
3091
DELISTED
Endologix Inc
ELGX
| $683K | ﹤0.01% |
172,021
+15,980
| +10% | +$92.9K |
|
3092
Emerson Radio
MSN
$7.79M
| $673K | ﹤0.01% |
681,120
-6,514
| -0.9% | -$6.74K |
|
3093
PagSeguro Digital
PAGS
$2.69B
| $673K | ﹤0.01% |
14,529
+3,423
| +31% | +$159K |
|
|
PDS
3094
Precision Drilling
PDS
$999M
| $666K | ﹤0.01% |
29,204
| – | – |
|
3095
Red Violet
RDVT
$979M
| $666K | ﹤0.01% |
52,811
-363
| -0.7% | -$4.84K |
|
3096
Astrana Health
ASTH
$1.76B
| $665K | ﹤0.01% |
37,750
| – | – |
|
3097
Broadwind
BWEN
$93.6M
| $658K | ﹤0.01% |
389,414
-12,724
| -3% | -$24.4K |
|
3098
IAMGOLD
IAG
$8.2B
| $656K | ﹤0.01% |
192,330
+123,707
| +180% | +$445K |
|
3099
Standard BioTools
LAB
$340M
| $651K | ﹤0.01% |
+140,628
| New | +$1.11M |
|
|
FSFG
3100
DELISTED
First Savings Financial Group
FSFG
| $650K | ﹤0.01% |
30,834
+2,100
| +7% | +$42.3K |
|
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.