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 | |
|---|---|---|---|---|---|---|
2576
RB Global
RBA
$15.6B
| $5.57M | ﹤0.01% |
129,574
+25,517
| +25% | +$1.06M |
|
|
ALBO
2577
DELISTED
Albireo Pharma Inc
ALBO
| $5.56M | ﹤0.01% |
218,668
+2,726
| +1% | +$54.5K |
|
|
CBIO
2578
Crescent Biopharma
CBIO
$638M
| $5.55M | ﹤0.01% |
10,490
+93
| +0.9% | +$50.3K |
|
2579
Construction Partners
ROAD
$5.4B
| $5.54M | ﹤0.01% |
328,579
+105,584
| +47% | +$1.85M |
|
|
MSON
2580
DELISTED
Misonix Inc
MSON
| $5.49M | ﹤0.01% |
295,144
-2,542
| -0.9% | -$46.5K |
|
|
AMRB
2581
DELISTED
American River Bankshares
AMRB
| $5.48M | ﹤0.01% |
368,477
-4,449
| -1% | -$64.9K |
|
2582
Ultrapar
UGP
$8.06B
| $5.47M | ﹤0.01% |
874,636
-444,552
| -34% | -$2.26M |
|
2583
KT
KT
$9.26B
| $5.44M | ﹤0.01% |
469,317
| – | – |
|
2584
Neurogene
NGNE
$694M
| $5.42M | ﹤0.01% |
21,990
+2,169
| +11% | +$216K |
|
|
STEL
2585
DELISTED
Stellar Bancorp
STEL
| $5.42M | ﹤0.01% |
174,054
+25,496
| +17% | +$748K |
|
|
TLRD
2586
DELISTED
Tailored Brands, Inc.
TLRD
| $5.4M | ﹤0.01% |
1,303,364
-83,108
| -6% | -$391K |
|
|
USAK
2587
DELISTED
USA Truck Inc
USAK
| $5.38M | ﹤0.01% |
721,834
+6,317
| +0.9% | +$47.9K |
|
|
SBBX
2588
DELISTED
SB One Bancorp Common Stock
SBBX
| $5.35M | ﹤0.01% |
214,771
+4,447
| +2% | +$103K |
|
|
ASNA
2589
DELISTED
Ascena Retail Group, Inc.
ASNA
| $5.33M | ﹤0.01% |
695,694
-53,817
| -7% | -$441K |
|
2590
Heron Therapeutics
HRTX
$60.3M
| $5.29M | ﹤0.01% |
224,988
| – | – |
|
2591
Ferrari
RACE
$72.4B
| $5.28M | ﹤0.01% |
31,911
| – | – |
|
2592
Compañía de Minas Buenaventura
BVN
$8.4B
| $5.23M | ﹤0.01% |
346,224
-5,179
| -1% | -$76.9K |
|
|
EVBN
2593
DELISTED
Evans Bancorp Inc
EVBN
| $5.23M | ﹤0.01% |
130,319
+2,941
| +2% | +$115K |
|
|
HUD
2594
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $5.23M | ﹤0.01% |
340,682
+120,094
| +54% | +$1.57M |
|
2595
Rigel Pharmaceuticals
RIGL
$831M
| $5.21M | ﹤0.01% |
243,547
-25,960
| -10% | -$534K |
|
|
XRN
2596
Chiron Real Estate Inc
XRN
$472M
| $5.19M | ﹤0.01% |
78,480
+18,567
| +31% | +$1.17M |
|
|
PPIH
2597
Perma-Pipe International
PPIH
$248M
| $5.17M | ﹤0.01% |
551,540
-4,292
| -0.8% | -$39.4K |
|
|
PMBC
2598
DELISTED
Pacific Mercantile Bancorp
PMBC
| $5.17M | ﹤0.01% |
636,810
+2,392
| +0.4% | +$17.5K |
|
|
TCS
2599
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $5.14M | ﹤0.01% |
81,282
+6,316
| +8% | +$400K |
|
2600
BGSF Inc
BGSF
$53.4M
| $5.14M | ﹤0.01% |
234,920
-1,616
| -0.7% | -$32.9K |
|
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.