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 | |
|---|---|---|---|---|---|---|
1776
Omega Flex
OFLX
$297M
| $30.2M | 0.01% |
295,329
-7,123
| -2% | -$591K |
|
|
FFWM
1777
DELISTED
First Foundation Inc
FFWM
| $30.2M | 0.01% |
1,975,245
+40,271
| +2% | +$579K |
|
1778
Sierra Bancorp
BSRR
$528M
| $30M | 0.01% |
1,128,625
+1,639
| +0.1% | +$42.1K |
|
1779
Groupon
GRPN
$1.05B
| $30M | 0.01% |
563,209
+19,846
| +4% | +$1.17M |
|
|
CLR
1780
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $30M | 0.01% |
973,021
+73,174
| +8% | +$2.47M |
|
1781
St. Joe Company
JOE
$3.54B
| $30M | 0.01% |
1,748,797
-3,309
| -0.2% | -$58.7K |
|
1782
Monolithic Power Systems
MPWR
$70.1B
| $29.9M | 0.01% |
191,819
+1,343
| +0.7% | +$201K |
|
1783
Tesla
TSLA
$1.23T
| $29.8M | 0.01% |
1,857,540
+92,550
| +5% | +$1.45M |
|
|
NSA
1784
DELISTED
National Storage Affiliates Trust
NSA
| $29.8M | 0.01% |
892,992
+44,193
| +5% | +$1.4M |
|
|
VISN
1785
Vistance Networks Inc
VISN
$2.65B
| $29.7M | 0.01% |
2,526,330
+115,129
| +5% | +$1.48M |
|
|
ENV
1786
DELISTED
ENVESTNET, INC.
ENV
| $29.7M | 0.01% |
523,570
+28,174
| +6% | +$1.78M |
|
1787
Caesars Entertainment
CZR
$6.06B
| $29.6M | 0.01% |
742,127
+7,233
| +1% | +$307K |
|
1788
Cass Information Systems
CASS
$714M
| $29.6M | 0.01% |
547,947
-1,767
| -0.3% | -$90.2K |
|
|
TVTY
1789
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $29.5M | 0.01% |
1,772,999
-311,023
| -15% | -$5.38M |
|
1790
Enel Chile
ENIC
$6.14B
| $29.5M | 0.01% |
6,995,039
-257,304
| -4% | -$1.13M |
|
1791
RE/MAX Holdings
RMAX
$193M
| $29.4M | 0.01% |
913,503
+56,406
| +7% | +$1.6M |
|
|
TARO
1792
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $29.3M | 0.01% |
388,923
+35,700
| +10% | +$2.9M |
|
1793
Clearwater Paper
CLW
$339M
| $29.3M | 0.01% |
1,388,908
-223
| -0% | -$3.96K |
|
|
ACH
1794
Accendra Health
ACH
$237M
| $29.3M | 0.01% |
5,049,030
+47,675
| +1% | +$214K |
|
1795
CNA Financial
CNA
$14.2B
| $29.3M | 0.01% |
595,246
+5,210
| +0.9% | +$250K |
|
|
CARO
1796
DELISTED
Carolina Financial Corp.
CARO
| $29.3M | 0.01% |
824,839
-124
| -0% | -$4.32K |
|
|
AY
1797
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $29.3M | 0.01% |
1,216,811
-2,610
| -0.2% | -$61.5K |
|
1798
GoDaddy
GDDY
$11B
| $29.3M | 0.01% |
443,377
+3,150
| +0.7% | +$213K |
|
1799
Talos Energy
TALO
$2.53B
| $29.2M | 0.01% |
1,435,389
+59,614
| +4% | +$1.29M |
|
1800
Vera Bradley
VRA
$97M
| $29.2M | 0.01% |
2,889,640
-12,810
| -0.4% | -$135K |
|
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.