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 | |
|---|---|---|---|---|---|---|
|
MTEM
2601
DELISTED
Molecular Templates, Inc.
MTEM
| $5.14M | ﹤0.01% |
24,486
+4,696
| +24% | +$675K |
|
2602
Northern Technologies International Corp
NTIC
$73.3M
| $5.13M | ﹤0.01% |
364,728
| – | – |
|
|
OTIC
2603
DELISTED
Otonomy, Inc.
OTIC
| $5.13M | ﹤0.01% |
1,338,926
-13,991
| -1% | -$34.2K |
|
|
RST
2604
DELISTED
ROSETTA STONE INC
RST
| $5.08M | ﹤0.01% |
280,346
-185,754
| -40% | -$3.17M |
|
2605
Travelzoo
TZOO
$57.8M
| $5.07M | ﹤0.01% |
473,942
-3,164
| -0.7% | -$32.8K |
|
|
CTG
2606
DELISTED
Computer Task Group, Inc.
CTG
| $5.07M | ﹤0.01% |
978,954
-6,105
| -0.6% | -$32.8K |
|
2607
LCNB Corp
LCNB
$274M
| $5.07M | ﹤0.01% |
262,705
+9,209
| +4% | +$168K |
|
|
LUNA
2608
DELISTED
Luna Innovations Incorporated
LUNA
| $5.07M | ﹤0.01% |
695,045
+23,290
| +3% | +$154K |
|
|
NWHM
2609
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $5.05M | ﹤0.01% |
1,083,649
+22,003
| +2% | +$100K |
|
2610
Nektar Therapeutics
NKTR
$2.3B
| $5.02M | ﹤0.01% |
15,544
+5,731
| +58% | +$1.66M |
|
|
PARAA
2611
DELISTED
Paramount Global Class A
PARAA
| $5.01M | ﹤0.01% |
111,795
+53,690
| +92% | +$2.27M |
|
2612
Richardson Electronics
RELL
$245M
| $5.01M | ﹤0.01% |
890,460
-20,304
| -2% | -$115K |
|
2613
Gyre Therapeutics
GYRE
$710M
| $4.97M | ﹤0.01% |
97,365
-1,674
| -2% | -$70.1K |
|
2614
Origin Bancorp
OBK
$1.65B
| $4.97M | ﹤0.01% |
131,422
+30,058
| +30% | +$1.05M |
|
|
VNTR
2615
DELISTED
Venator Materials PLC
VNTR
| $4.96M | ﹤0.01% |
1,295,040
+30,919
| +2% | +$101K |
|
2616
Orrstown Financial Services
ORRF
$826M
| $4.94M | ﹤0.01% |
218,408
+6,058
| +3% | +$133K |
|
2617
Restaurant Brands International
QSR
$26.1B
| $4.92M | ﹤0.01% |
77,080
+8,774
| +13% | +$587K |
|
|
ASRT
2618
DELISTED
Assertio
ASRT
| $4.9M | ﹤0.01% |
65,323
-7,090
| -10% | -$415K |
|
|
GOOS
2619
Canada Goose Holdings
GOOS
$725M
| $4.88M | ﹤0.01% |
134,771
+54,314
| +68% | +$2.1M |
|
|
ELP
2620
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $4.88M | ﹤0.01% |
719,395
-442,053
| -38% | -$2.5M |
|
|
FCCY
2621
DELISTED
1st Constitution Bancorp
FCCY
| $4.83M | ﹤0.01% |
218,513
-11,083
| -5% | -$221K |
|
|
CMRX
2622
DELISTED
Chimerix, Inc.
CMRX
| $4.82M | ﹤0.01% |
2,375,350
-351,019
| -13% | -$647K |
|
|
REV
2623
DELISTED
Revlon, Inc.
REV
| $4.81M | ﹤0.01% |
224,416
-42,903
| -16% | -$1.03M |
|
2624
Zscaler
ZS
$31.2B
| $4.81M | ﹤0.01% |
103,352
+30,000
| +41% | +$1.39M |
|
|
CSII
2625
DELISTED
Cardiovascular Systems, Inc.
CSII
| $4.78M | ﹤0.01% |
98,297
-3,847
| -4% | -$175K |
|
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.