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 | |
|---|---|---|---|---|---|---|
|
FCBP
2926
DELISTED
First Choice Bancorp Common Stock
FCBP
| $1.5M | ﹤0.01% |
70,519
| – | – |
|
2927
SoundThinking
SSTI
$100M
| $1.5M | ﹤0.01% |
64,945
+22,739
| +54% | +$737K |
|
|
KALV
2928
DELISTED
KalVista Pharmaceuticals
KALV
| $1.49M | ﹤0.01% |
128,490
+16,860
| +15% | +$272K |
|
|
ELVT
2929
DELISTED
Elevate Credit, Inc.
ELVT
| $1.49M | ﹤0.01% |
353,298
+51,079
| +17% | +$227K |
|
|
MIXT
2930
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $1.48M | ﹤0.01% |
106,021
-4,044
| -4% | -$59.1K |
|
|
SAL
2931
DELISTED
Salisbury Bancorp, Inc.
SAL
| $1.48M | ﹤0.01% |
75,438
+946
| +1% | +$18.1K |
|
|
UBP
2932
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.48M | ﹤0.01% |
78,309
+600
| +0.8% | +$10.3K |
|
2933
Rayonier
RYN
$6.55B
| $1.47M | ﹤0.01% |
57,561
+14,516
| +34% | +$372K |
|
|
DZSI
2934
DELISTED
DZS Inc. Common Stock
DZSI
| $1.47M | ﹤0.01% |
160,695
+16,435
| +11% | +$180K |
|
2935
Mastech Digital
MHH
$93.1M
| $1.47M | ﹤0.01% |
244,726
-1,115
| -0.5% | -$6.27K |
|
2936
Mannatech
MTEX
$9.24M
| $1.45M | ﹤0.01% |
83,977
-83
| -0.1% | -$1.35K |
|
2937
NetSol Technologies
NTWK
$51.2M
| $1.43M | ﹤0.01% |
258,375
| – | – |
|
2938
First Majestic Silver
AG
$7.41B
| $1.43M | ﹤0.01% |
157,375
| – | – |
|
2939
SIGA Technologies
SIGA
$235M
| $1.43M | ﹤0.01% |
279,336
+65,036
| +30% | +$351K |
|
2940
Flanigan's Enterprises
BDL
$77.6M
| $1.43M | ﹤0.01% |
62,485
| – | – |
|
2941
Corvus Pharmaceuticals
CRVS
$1.12B
| $1.43M | ﹤0.01% |
474,634
+6,100
| +1% | +$25.6K |
|
|
DVD
2942
DELISTED
Dover Motorsports
DVD
| $1.43M | ﹤0.01% |
721,743
-6,000
| -0.8% | -$12K |
|
2943
Duluth Holdings
DLTH
$155M
| $1.43M | ﹤0.01% |
168,105
| – | – |
|
2944
National Bankshares
NKSH
$259M
| $1.42M | ﹤0.01% |
35,558
+3,789
| +12% | +$137K |
|
|
ACB
2945
Aurora Cannabis
ACB
$173M
| $1.41M | ﹤0.01% |
+2,678
| New | +$1.98M |
|
2946
A10 Networks
ATEN
$2.13B
| $1.41M | ﹤0.01% |
202,656
+76,032
| +60% | +$547K |
|
2947
Ceragon Networks
CRNT
$197M
| $1.37M | ﹤0.01% |
507,814
| – | – |
|
2948
NXP Semiconductors
NXPI
$57.8B
| $1.35M | ﹤0.01% |
12,454
| – | – |
|
2949
Silvercrest Asset Management
SAMG
$79M
| $1.35M | ﹤0.01% |
109,731
| – | – |
|
|
SFIX
2950
Stitch Fix
SFIX
$536M
| $1.35M | ﹤0.01% |
69,913
-11,352
| -14% | -$264K |
|
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.