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 | |
|---|---|---|---|---|---|---|
2451
Evolution Petroleum
EPM
$132M
| $7.74M | ﹤0.01% |
1,325,107
+38,856
| +3% | +$237K |
|
|
TNAV
2452
DELISTED
Telenav Inc.
TNAV
| $7.73M | ﹤0.01% |
1,336,778
+13,800
| +1% | +$116K |
|
|
ENZ
2453
DELISTED
Enzo Biochem, Inc.
ENZ
| $7.71M | ﹤0.01% |
2,142,985
+2,506
| +0.1% | +$8.87K |
|
2454
Ascent Industries
ACNT
$140M
| $7.71M | ﹤0.01% |
483,177
+4,688
| +1% | +$75K |
|
2455
SandRidge Energy
SD
$514M
| $7.69M | ﹤0.01% |
1,636,945
+94,760
| +6% | +$543K |
|
|
HMNF
2456
DELISTED
HMN Financial Inc
HMNF
| $7.68M | ﹤0.01% |
340,410
+1,676
| +0.5% | +$35.3K |
|
2457
Blue Bird Corp
BLBD
$2.35B
| $7.65M | ﹤0.01% |
401,804
+6,715
| +2% | +$128K |
|
|
CIO
2458
DELISTED
City Office REIT
CIO
| $7.63M | ﹤0.01% |
530,243
+11,449
| +2% | +$150K |
|
|
GBL
2459
DELISTED
GAMCO Investors, Inc.
GBL
| $7.57M | ﹤0.01% |
387,049
-2,790
| -0.7% | -$53.5K |
|
|
FBMS
2460
DELISTED
The First Bancshares, Inc.
FBMS
| $7.56M | ﹤0.01% |
233,999
+28,500
| +14% | +$906K |
|
|
VLRS
2461
Controladora Vuela Compania de Aviacion
VLRS
$900M
| $7.53M | ﹤0.01% |
752,603
-25,820
| -3% | -$248K |
|
|
FONR
2462
DELISTED
Fonar
FONR
| $7.53M | ﹤0.01% |
364,275
+10,532
| +3% | +$242K |
|
2463
BCE
BCE
$20.2B
| $7.51M | ﹤0.01% |
155,230
+62,663
| +68% | +$2.93M |
|
|
IVAC
2464
DELISTED
Intevac Inc
IVAC
| $7.51M | ﹤0.01% |
1,432,470
+697
| +0% | +$3.48K |
|
2465
Immersion
IMMR
$251M
| $7.47M | ﹤0.01% |
976,212
-39,584
| -4% | -$314K |
|
2466
Lakeland Industries
LAKE
$113M
| $7.42M | ﹤0.01% |
610,646
-1,201
| -0.2% | -$13.2K |
|
2467
Bridgford Foods
BRID
$57.6M
| $7.35M | ﹤0.01% |
243,587
-2,652
| -1% | -$91.8K |
|
2468
Southern Missouri Bancorp
SMBC
$852M
| $7.34M | ﹤0.01% |
201,440
+8,256
| +4% | +$280K |
|
|
MBT
2469
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $7.3M | ﹤0.01% |
+900,223
| New | +$7.39M |
|
|
IBA
2470
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $7.28M | ﹤0.01% |
136,814
-794
| -0.6% | -$42K |
|
2471
Ring Energy
REI
$315M
| $7.28M | ﹤0.01% |
4,438,932
-81,456
| -2% | -$175K |
|
2472
Twin Disc
TWIN
$329M
| $7.26M | ﹤0.01% |
685,670
-1,574
| -0.2% | -$18.7K |
|
|
HMTV
2473
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $7.21M | ﹤0.01% |
589,708
+12,487
| +2% | +$155K |
|
|
TLRA
2474
DELISTED
Telaria, Inc.
TLRA
| $7.19M | ﹤0.01% |
1,039,979
-22,941
| -2% | -$191K |
|
2475
Monarch Casino & Resort
MCRI
$2.2B
| $7.17M | ﹤0.01% |
171,989
+1,419
| +0.8% | +$63.2K |
|
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.