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 | |
|---|---|---|---|---|---|---|
2226
Red Rock Resorts
RRR
$3.77B
| $13.1M | 0.01% |
645,222
-28,499
| -4% | -$595K |
|
2227
RingCentral
RNG
$4.66B
| $13.1M | 0.01% |
104,115
+749
| +0.7% | +$98.2K |
|
2228
KVH Industries
KVHI
$181M
| $13.1M | 0.01% |
1,227,833
-33,294
| -3% | -$330K |
|
2229
Riverview Bancorp
RVSB
$107M
| $13M | 0.01% |
1,761,089
+5,353
| +0.3% | +$41.6K |
|
2230
Provident Financial
PROV
$111M
| $13M | 0.01% |
625,497
-8,212
| -1% | -$170K |
|
2231
Intellia Therapeutics
NTLA
$1.49B
| $12.9M | 0.01% |
967,380
+97,150
| +11% | +$1.55M |
|
|
ZAGG
2232
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $12.9M | 0.01% |
2,058,701
+92,782
| +5% | +$600K |
|
2233
Titan International
TWI
$466M
| $12.9M | 0.01% |
4,771,774
+3,654
| +0.1% | +$12K |
|
2234
Weyco Group
WEYS
$372M
| $12.9M | 0.01% |
569,046
+4,864
| +0.9% | +$121K |
|
2235
Primis Financial Corp
FRST
$399M
| $12.8M | 0.01% |
833,243
+27,825
| +3% | +$422K |
|
2236
First Bancorp
FNLC
$396M
| $12.8M | 0.01% |
465,512
+3,512
| +0.8% | +$91K |
|
|
VSI
2237
DELISTED
Vitamin Shoppe Inc.
VSI
| $12.8M | 0.01% |
1,957,740
-63,343
| -3% | -$356K |
|
|
AFI
2238
DELISTED
Armstrong Flooring, Inc.
AFI
| $12.7M | 0.01% |
1,995,102
-186,826
| -9% | -$1.46M |
|
|
ERF
2239
DELISTED
Enerplus Corporation
ERF
| $12.7M | ﹤0.01% |
1,712,127
+158,743
| +10% | +$1.09M |
|
2240
FirstService
FSV
$6.48B
| $12.7M | ﹤0.01% |
123,981
+2,453
| +2% | +$250K |
|
|
INFO
2241
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $12.7M | ﹤0.01% |
189,939
+15,648
| +9% | +$1.02M |
|
2242
SAP
SAP
$212B
| $12.7M | ﹤0.01% |
107,745
+371
| +0.3% | +$45.9K |
|
2243
Weyerhaeuser
WY
$18B
| $12.7M | ﹤0.01% |
458,033
+17,642
| +4% | +$460K |
|
2244
Boyd Gaming
BYD
$6.18B
| $12.7M | ﹤0.01% |
528,762
+6,056
| +1% | +$153K |
|
2245
KLX Energy Services
KLXE
$45M
| $12.7M | ﹤0.01% |
292,905
-24,218
| -8% | -$1.61M |
|
|
AMAG
2246
DELISTED
AMAG Pharmaceuticals
AMAG
| $12.6M | ﹤0.01% |
1,094,692
-2,503
| -0.2% | -$26.3K |
|
|
CVET
2247
DELISTED
Covetrus, Inc. Common Stock
CVET
| $12.6M | ﹤0.01% |
1,060,436
+699,022
| +193% | +$12.9M |
|
2248
Minerva Neurosciences
NERV
$185M
| $12.6M | ﹤0.01% |
203,164
-2,972
| -1% | -$168K |
|
|
ZEN
2249
DELISTED
ZENDESK INC
ZEN
| $12.6M | ﹤0.01% |
172,624
+4,052
| +2% | +$334K |
|
|
PCTI
2250
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $12.6M | ﹤0.01% |
1,497,547
+8,380
| +0.6% | +$49.7K |
|
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.