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 |
Truist Financial
TFC
|
+$224M |
| 2 |
PARA
Paramount Global Class B
PARA
|
+$123M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$117M |
| 4 |
Bank of America
BAC
|
+$78.7M |
| 5 |
Valley National Bancorp
VLY
|
+$61.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$411M |
| 2 |
STI
SunTrust Banks, Inc.
STI
|
+$228M |
| 3 |
CELG
Celgene Corp
CELG
|
+$198M |
| 4 |
Walmart Inc
WMT
|
+$177M |
| 5 |
GWR
Genesee & Wyoming Inc.
GWR
|
+$172M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.31% |
| 2 | Technology | 14.29% |
| 3 | Industrials | 13.48% |
| 4 | Consumer Discretionary | 10.65% |
| 5 | Healthcare | 10.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2476
Aegon
AEG
$13.3B
| $7.28M | ﹤0.01% |
1,740,585
+195,481
| +13% | +$798K |
|
|
SPNS
2477
DELISTED
Sapiens International
SPNS
| $7.26M | ﹤0.01% |
315,811
+902
| +0.3% | +$19.5K |
|
|
MYOK
2478
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $7.23M | ﹤0.01% |
99,248
+26,358
| +36% | +$1.6M |
|
|
ALTR
2479
DELISTED
Altair Engineering Inc
ALTR
| $7.21M | ﹤0.01% |
200,805
+28,947
| +17% | +$977K |
|
2480
BlackBerry
BB
$4.48B
| $7.19M | ﹤0.01% |
1,120,449
+620,508
| +124% | +$3.41M |
|
|
CPLG
2481
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $7.19M | ﹤0.01% |
673,408
-6,282
| -0.9% | -$63.4K |
|
|
SNCR
2482
DELISTED
Synchronoss Technologies
SNCR
| $7.17M | ﹤0.01% |
167,684
-5,809
| -3% | -$258K |
|
2483
Marchex
MCHX
$57.2M
| $7.15M | ﹤0.01% |
1,892,127
-3,038
| -0.2% | -$10.9K |
|
|
TESS
2484
DELISTED
Tessco Technologies Inc
TESS
| $7.15M | ﹤0.01% |
636,862
-2,419
| -0.4% | -$30.7K |
|
2485
TIM SA
TIMB
$9.05B
| $7.14M | ﹤0.01% |
373,212
-20,586
| -5% | -$324K |
|
2486
Amplify Energy
AMPY
$189M
| $7.13M | ﹤0.01% |
1,079,443
+191,018
| +22% | +$1.23M |
|
|
WBK
2487
DELISTED
Westpac Banking Corporation
WBK
| $7.1M | ﹤0.01% |
418,322
-16,993
| -4% | -$308K |
|
2488
Fortis
FTS
$27.5B
| $7.09M | ﹤0.01% |
170,674
+31,003
| +22% | +$1.27M |
|
|
GSH
2489
DELISTED
Guangshen Railway Co. Ltd
GSH
| $7.07M | ﹤0.01% |
425,663
-12,948
| -3% | -$209K |
|
|
TWOU
2490
DELISTED
2U Inc
TWOU
| $7.07M | ﹤0.01% |
9,817
+4,345
| +79% | +$2.7M |
|
2491
AnaptysBio
ANAB
$1.61B
| $7.04M | ﹤0.01% |
433,574
+134,627
| +45% | +$3.18M |
|
|
HMNF
2492
DELISTED
HMN Financial Inc
HMNF
| $7.04M | ﹤0.01% |
335,073
-5,337
| -2% | -$113K |
|
2493
Consolidated Water Co
CWCO
$454M
| $7.01M | ﹤0.01% |
430,255
-793
| -0.2% | -$13.1K |
|
2494
Immersion
IMMR
$236M
| $7.01M | ﹤0.01% |
942,920
-33,292
| -3% | -$249K |
|
|
FOLD
2495
DELISTED
Amicus Therapeutics
FOLD
| $7M | ﹤0.01% |
718,896
+279,441
| +64% | +$2.56M |
|
|
LCI
2496
DELISTED
Lannett Company, Inc.
LCI
| $6.96M | ﹤0.01% |
197,389
-1,421
| -0.7% | -$57.8K |
|
|
DS
2497
DELISTED
Drive Shack Inc.
DS
| $6.96M | ﹤0.01% |
1,901,917
-155,434
| -8% | -$618K |
|
|
POLY
2498
DELISTED
Plantronics, Inc.
POLY
| $6.96M | ﹤0.01% |
254,618
-342,570
| -57% | -$10.3M |
|
|
SHLO
2499
DELISTED
Shiloh Industries Inc
SHLO
| $6.96M | ﹤0.01% |
1,954,278
-30,013
| -2% | -$116K |
|
2500
GSI Technology
GSIT
$185M
| $6.92M | ﹤0.01% |
976,379
-358
| -0% | -$2.71K |
|
Similar funds
Dimensional Fund Advisors's Q4 2019 Portfolio in Review
As of Q4 2019, Dimensional Fund Advisors held 3,465 positions worth $274B, up 6.6% from $257B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Trading was light in Q4 2019: portfolio turnover was 3.8%. Dimensional Fund Advisors opened 48 new positions and exited 85, leaving the 3,465-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 Technology and Industrials.
- Dimensional Fund Advisors's largest Q4 2019 buy was Envista: 1,368,881 shares worth $40.6M.
- Dimensional Fund Advisors added most to Truist Financial in Q4 2019, an estimated $224M increase.
- Dimensional Fund Advisors's biggest Q4 2019 reduction was Apple, cutting an estimated $411M.
- Dimensional Fund Advisors fully exited SunTrust Banks, Inc. in Q4 2019, selling an estimated $228M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $274B portfolio in Q4 2019.
- Dimensional Fund Advisors opened 48 new positions and closed 85 in Q4 2019.
- Dimensional Fund Advisors's portfolio value rose 6.6% quarter-over-quarter to $274B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2019, filed 14 Feb 2020.