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 | |
|---|---|---|---|---|---|---|
2426
Flotek Industries
FTK
$852M
| $8.27M | ﹤0.01% |
626,811
+7,011
| +1% | +$107K |
|
|
CWBC
2427
Community West Bancshares
CWBC
$679M
| $8.27M | ﹤0.01% |
406,428
+18,884
| +5% | +$387K |
|
2428
Lennar Class B
LEN.B
$19.4B
| $8.26M | ﹤0.01% |
195,981
-2,358
| -1% | -$89.8K |
|
2429
BCB Bancorp
BCBP
$173M
| $8.26M | ﹤0.01% |
643,025
+18,088
| +3% | +$228K |
|
|
PWOD
2430
DELISTED
Penns Woods Bancorp
PWOD
| $8.21M | ﹤0.01% |
266,420
+663
| +0.2% | +$19.4K |
|
|
SHLO
2431
DELISTED
Shiloh Industries Inc
SHLO
| $8.21M | ﹤0.01% |
1,984,291
-7,896
| -0.4% | -$35.9K |
|
|
RARX
2432
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
| $8.21M | ﹤0.01% |
347,239
-9,615
| -3% | -$285K |
|
|
AYX
2433
DELISTED
Alteryx Inc
AYX
| $8.21M | ﹤0.01% |
76,442
+9,833
| +15% | +$1.22M |
|
|
INDT
2434
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $8.2M | ﹤0.01% |
215,937
| – | – |
|
2435
Chegg
CHGG
$110M
| $8.19M | ﹤0.01% |
273,367
-76,476
| -22% | -$3.03M |
|
2436
Kura Oncology
KURA
$800M
| $8.16M | ﹤0.01% |
537,857
+4,450
| +0.8% | +$79.2K |
|
|
NEWR
2437
DELISTED
New Relic, Inc.
NEWR
| $8.15M | ﹤0.01% |
132,672
+39,545
| +42% | +$2.86M |
|
|
RST
2438
DELISTED
ROSETTA STONE INC
RST
| $8.11M | ﹤0.01% |
466,100
-28,681
| -6% | -$578K |
|
|
WSR
2439
DELISTED
Whitestone REIT
WSR
| $8.08M | ﹤0.01% |
587,495
+12,528
| +2% | +$161K |
|
|
MNDT
2440
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $8.08M | ﹤0.01% |
605,583
+542,625
| +862% | +$7.71M |
|
2441
Civista Bancshares
CIVB
$604M
| $8.07M | ﹤0.01% |
371,604
+23,905
| +7% | +$511K |
|
|
SNR
2442
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $8.07M | ﹤0.01% |
1,208,922
-13,919
| -1% | -$92.3K |
|
|
LTS
2443
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $8.05M | ﹤0.01% |
3,397,315
-14,926
| -0.4% | -$39K |
|
2444
Crawford & Co Class B
CRD.B
$491M
| $8.02M | ﹤0.01% |
795,006
-1,404
| -0.2% | -$13.2K |
|
2445
MongoDB
MDB
$27.1B
| $7.98M | ﹤0.01% |
66,266
+11,512
| +21% | +$1.66M |
|
|
TTSH
2446
DELISTED
Tile Shop Holdings
TTSH
| $7.93M | ﹤0.01% |
2,485,896
+48,068
| +2% | +$147K |
|
|
BITA
2447
DELISTED
Bitauto Holdings Limited
BITA
| $7.85M | ﹤0.01% |
524,105
+12,478
| +2% | +$153K |
|
2448
Shore Bancshares
SHBI
$819M
| $7.81M | ﹤0.01% |
506,794
+2,464
| +0.5% | +$38.9K |
|
2449
Atara Biotherapeutics
ATRA
$75.5M
| $7.76M | ﹤0.01% |
21,994
+3,088
| +16% | +$1.15M |
|
2450
Biglari Holdings Class B
BH
$1.25B
| $7.75M | ﹤0.01% |
71,110
+3,698
| +5% | +$366K |
|
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.