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 | |
|---|---|---|---|---|---|---|
|
OMCC
2676
DELISTED
Old Market Capital Corp
OMCC
| $4.13M | ﹤0.01% |
501,003
-6,076
| -1% | -$54K |
|
2677
Build-A-Bear
BBW
$325M
| $4.12M | ﹤0.01% |
1,270,754
+2,312
| +0.2% | +$7.42K |
|
2678
Acacia Research
ACTG
$443M
| $4.09M | ﹤0.01% |
1,539,445
+18,180
| +1% | +$49.8K |
|
2679
FerroAtlántica
GSM
$807M
| $4.08M | ﹤0.01% |
4,336,354
-69,025
| -2% | -$51.4K |
|
|
LORL
2680
DELISTED
Loral Space and Communications, Inc.
LORL
| $4.07M | ﹤0.01% |
125,779
+21,803
| +21% | +$800K |
|
|
KG
2681
Kestrel Group
KG
$45.9M
| $4.06M | ﹤0.01% |
270,621
-28,631
| -10% | -$384K |
|
2682
Spyre Therapeutics
SYRE
$8.04B
| $4.05M | ﹤0.01% |
21,226
-212
| -1% | -$41.6K |
|
|
RJET
2683
Republic Airways Holdings
RJET
$830M
| $4.05M | ﹤0.01% |
30,211
+13,618
| +82% | +$1.57M |
|
2684
Applied Optoelectronics
AAOI
$8.21B
| $4.05M | ﹤0.01% |
340,837
-8,094
| -2% | -$86.3K |
|
2685
Hallador Energy
HNRG
$693M
| $4.03M | ﹤0.01% |
1,356,492
+1,026
| +0.1% | +$3.15K |
|
|
PBIP
2686
DELISTED
Prudential Bancorp, Inc.
PBIP
| $4.01M | ﹤0.01% |
216,637
-300
| -0.1% | -$5.3K |
|
|
CDR
2687
DELISTED
Cedar Realty Trust, Inc
CDR
| $4M | ﹤0.01% |
205,380
-1,500
| -0.7% | -$29.1K |
|
|
AGS
2688
DELISTED
PlayAGS
AGS
| $3.93M | ﹤0.01% |
324,126
+7,940
| +3% | +$90.6K |
|
|
CCRD
2689
DELISTED
CoreCard
CCRD
| $3.9M | ﹤0.01% |
97,590
-24,255
| -20% | -$1.05M |
|
|
YELL
2690
DELISTED
Yellow Corporation Common Stock
YELL
| $3.88M | ﹤0.01% |
1,523,747
-162,381
| -10% | -$557K |
|
2691
BayCom
BCML
$328M
| $3.86M | ﹤0.01% |
169,880
+22,531
| +15% | +$498K |
|
2692
CSP Inc
CSPI
$77.4M
| $3.86M | ﹤0.01% |
591,260
-11,416
| -2% | -$74.2K |
|
2693
Acme United Corp
ACU
$238M
| $3.82M | ﹤0.01% |
160,547
+1,200
| +0.8% | +$25.6K |
|
2694
inTEST
INTT
$139M
| $3.81M | ﹤0.01% |
640,151
-19,886
| -3% | -$105K |
|
2695
Victory Capital Holdings
VCTR
$6.38B
| $3.77M | ﹤0.01% |
179,556
-30,647
| -15% | -$556K |
|
|
RAD
2696
DELISTED
Rite Aid Corporation
RAD
| $3.73M | ﹤0.01% |
241,157
| – | – |
|
2697
Stantec
STN
$7.91B
| $3.73M | ﹤0.01% |
131,764
| – | – |
|
2698
Liberty Global Class A
LBTYA
$3.55B
| $3.73M | ﹤0.01% |
163,937
| – | – |
|
|
EVOP
2699
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $3.73M | ﹤0.01% |
141,037
+68,562
| +95% | +$1.89M |
|
|
LBC
2700
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $3.7M | ﹤0.01% |
320,912
+59,183
| +23% | +$674K |
|
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.