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 | |
|---|---|---|---|---|---|---|
|
SYBX
2801
DELISTED
Synlogic
SYBX
| $2.54M | ﹤0.01% |
74,100
+43,779
| +144% | +$3.17M |
|
|
UNAM
2802
DELISTED
Unico American Corp
UNAM
| $2.54M | ﹤0.01% |
417,263
| – | – |
|
|
LKSD
2803
DELISTED
LSC Communications, Inc.
LKSD
| $2.53M | ﹤0.01% |
1,832,351
-7,170
| -0.4% | -$13.3K |
|
2804
RCM Technologies
RCMT
$201M
| $2.53M | ﹤0.01% |
841,932
-6,804
| -0.8% | -$21.9K |
|
|
FNJN
2805
DELISTED
Finjan Holdings, Inc.
FNJN
| $2.52M | ﹤0.01% |
1,262,254
-12,200
| -1% | -$25.1K |
|
|
RTL
2806
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
| $2.52M | ﹤0.01% |
+180,606
| New | +$2.2M |
|
|
PARAA
2807
DELISTED
Paramount Global Class A
PARAA
| $2.52M | ﹤0.01% |
58,105
+300
| +0.5% | +$14.4K |
|
|
SCX
2808
DELISTED
The L.S. Starrett Company
SCX
| $2.52M | ﹤0.01% |
433,957
-1,581
| -0.4% | -$9.26K |
|
2809
Norwood Financial Corp
NWFL
$370M
| $2.49M | ﹤0.01% |
78,906
+1,922
| +2% | +$63.1K |
|
2810
i3 Verticals
IIIV
$412M
| $2.49M | ﹤0.01% |
123,922
+24,642
| +25% | +$606K |
|
2811
Espey Mfg & Electronics Corp
ESP
$177M
| $2.49M | ﹤0.01% |
105,030
-977
| -0.9% | -$24.2K |
|
2812
McCormick & Company Voting
MKC.V
$13.7B
| $2.46M | ﹤0.01% |
31,526
+334
| +1% | +$26.8K |
|
2813
Inovio Pharmaceuticals
INO
$55.7M
| $2.45M | ﹤0.01% |
99,472
| – | – |
|
2814
Turkcell
TKC
$4.68B
| $2.45M | ﹤0.01% |
423,205
-4,700
| -1% | -$26.6K |
|
|
WSO.B
2815
Watsco Inc Class B
WSO.B
$13.3B
| $2.44M | ﹤0.01% |
14,695
| – | – |
|
2816
RF Industries
RFIL
$134M
| $2.43M | ﹤0.01% |
342,915
+1,305
| +0.4% | +$10.1K |
|
2817
Destination XL Group
DXLG
$31.2M
| $2.41M | ﹤0.01% |
1,426,371
-50,976
| -3% | -$86.1K |
|
|
ITI
2818
DELISTED
Iteris, Inc.
ITI
| $2.39M | ﹤0.01% |
415,703
+15,362
| +4% | +$83.6K |
|
2819
Ohio Valley Banc Corp
OVBC
$198M
| $2.39M | ﹤0.01% |
65,388
+1,684
| +3% | +$59K |
|
|
VIA
2820
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $2.38M | ﹤0.01% |
45,184
+3,017
| +7% | +$159K |
|
|
VIA
2821
DELISTED
Viacom Inc. Class A
VIA
| $2.37M | ﹤0.01% |
90,130
+862
| +1% | +$26.8K |
|
|
CMCM
2822
Cheetah Mobile
CMCM
$86.6M
| $2.36M | ﹤0.01% |
131,727
+21,041
| +19% | +$378K |
|
|
XIN
2823
DELISTED
Xinyuan Real Estate
XIN
| $2.35M | ﹤0.01% |
58,038
+3,676
| +7% | +$153K |
|
|
ALSK
2824
DELISTED
Alaska Communications Systems
ALSK
| $2.34M | ﹤0.01% |
1,362,666
| – | – |
|
|
MLVF
2825
DELISTED
Malvern Bancorp, Inc.
MLVF
| $2.33M | ﹤0.01% |
106,568
+1,178
| +1% | +$25.3K |
|
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.