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 | |
|---|---|---|---|---|---|---|
|
BOCH
2501
DELISTED
Bank of Commerce Holdings (CA)
BOCH
| $6.92M | ﹤0.01% |
597,980
+6,063
| +1% | +$68.5K |
|
2502
Atlanticus Holdings
ATLC
$1.41B
| $6.9M | ﹤0.01% |
766,044
+1,385
| +0.2% | +$11K |
|
2503
SandRidge Energy
SD
$532M
| $6.89M | ﹤0.01% |
1,624,797
-12,148
| -0.7% | -$50.8K |
|
2504
Frequency Electronics
FEIM
$954M
| $6.87M | ﹤0.01% |
672,442
-9,540
| -1% | -$102K |
|
|
JCP
2505
DELISTED
J.C. Penney Company, Inc.
JCP
| $6.85M | ﹤0.01% |
6,113,144
-124,962
| -2% | -$133K |
|
2506
Insmed
INSM
$26.8B
| $6.81M | ﹤0.01% |
285,236
+22,905
| +9% | +$466K |
|
2507
Tactile Systems Technology
TCMD
$502M
| $6.81M | ﹤0.01% |
100,816
+30,530
| +43% | +$1.69M |
|
2508
Spotify
SPOT
$113B
| $6.8M | ﹤0.01% |
+45,452
| New | +$6.24M |
|
2509
Accuray
ARAY
$27.8M
| $6.77M | ﹤0.01% |
2,400,379
-23,035
| -1% | -$63.9K |
|
2510
STRATTEC Security
STRT
$273M
| $6.72M | ﹤0.01% |
302,791
-6,182
| -2% | -$135K |
|
|
IBA
2511
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $6.7M | ﹤0.01% |
128,820
-7,994
| -6% | -$411K |
|
|
TA
2512
DELISTED
TravelCenters of America LLC
TA
| $6.6M | ﹤0.01% |
384,983
+6,796
| +2% | +$76.9K |
|
2513
Liberty Energy
LBRT
$3.14B
| $6.59M | ﹤0.01% |
592,525
+289,079
| +95% | +$2.74M |
|
2514
Clearfield
CLFD
$409M
| $6.58M | ﹤0.01% |
472,064
-2,438
| -0.5% | -$31.5K |
|
2515
RBB Bancorp
RBB
$451M
| $6.58M | ﹤0.01% |
310,871
+66,486
| +27% | +$1.35M |
|
2516
Atlanta Braves Holdings Series A
BATRA
$3.59B
| $6.58M | ﹤0.01% |
221,738
+17,422
| +9% | +$497K |
|
|
GV
2517
DELISTED
Goldfield Corporation
GV
| $6.57M | ﹤0.01% |
1,851,326
-17,121
| -0.9% | -$44.4K |
|
2518
Lakeland Industries
LAKE
$103M
| $6.53M | ﹤0.01% |
604,651
-5,995
| -1% | -$64.4K |
|
2519
Harvard Bioscience
HBIO
$36.3M
| $6.5M | ﹤0.01% |
213,280
+743
| +0.3% | +$21.4K |
|
2520
Opko Health
OPK
$1.2B
| $6.5M | ﹤0.01% |
4,419,633
-279,751
| -6% | -$468K |
|
|
TNAV
2521
DELISTED
Telenav Inc.
TNAV
| $6.48M | ﹤0.01% |
1,333,044
-3,734
| -0.3% | -$18.2K |
|
|
MCF
2522
DELISTED
Contango Oil & Gas Co.
MCF
| $6.46M | ﹤0.01% |
1,759,663
-108,276
| -6% | -$318K |
|
|
XLRN
2523
DELISTED
Acceleron Pharma
XLRN
| $6.45M | ﹤0.01% |
121,584
+17,249
| +17% | +$786K |
|
|
CVLY
2524
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $6.44M | ﹤0.01% |
279,826
+18,772
| +7% | +$412K |
|
|
PBPB
2525
DELISTED
Potbelly
PBPB
| $6.4M | ﹤0.01% |
1,517,289
+49,121
| +3% | +$214K |
|
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.