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 | |
|---|---|---|---|---|---|---|
2726
Hawthorn Bancshares
HWBK
$280M
| $3.38M | ﹤0.01% |
154,944
+1,628
| +1% | +$33.7K |
|
|
STZ.B
2727
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $3.38M | ﹤0.01% |
17,891
-1,895
| -10% | -$359K |
|
|
SNDE
2728
DELISTED
Sundance Energy Inc. Common Stock
SNDE
| $3.35M | ﹤0.01% |
+176,736
| New | +$2.23M |
|
2729
Kingstone Companies
KINS
$281M
| $3.34M | ﹤0.01% |
431,401
+3,650
| +0.9% | +$29K |
|
|
RNET
2730
DELISTED
RigNet, Inc.
RNET
| $3.34M | ﹤0.01% |
506,590
-25,539
| -5% | -$153K |
|
2731
Metropolitan Bank Holding Corp
MCB
$1.11B
| $3.34M | ﹤0.01% |
69,254
+14,833
| +27% | +$655K |
|
2732
CEMIG Preferred Shares
CIG
$6.18B
| $3.32M | ﹤0.01% |
1,908,895
+108,052
| +6% | +$176K |
|
|
CMBT
2733
CMB.TECH NV
CMBT
$5.7B
| $3.25M | ﹤0.01% |
259,593
+9,139
| +4% | +$101K |
|
|
ENFC
2734
DELISTED
Entegra Financial Corp.
ENFC
| $3.25M | ﹤0.01% |
107,619
-19,847
| -16% | -$597K |
|
2735
Maui Land & Pineapple Co
MLP
$316M
| $3.21M | ﹤0.01% |
285,654
+1,734
| +0.6% | +$18.5K |
|
|
GSB
2736
DELISTED
GlobalSCAPE, Inc.
GSB
| $3.2M | ﹤0.01% |
325,970
+6,135
| +2% | +$66.3K |
|
|
SBOW
2737
DELISTED
SilverBow Resources, Inc.
SBOW
| $3.18M | ﹤0.01% |
320,905
+17,444
| +6% | +$165K |
|
2738
Goosehead Insurance
GSHD
$1.34B
| $3.16M | ﹤0.01% |
74,537
+15,352
| +26% | +$680K |
|
2739
Bally's
BALY
$532M
| $3.16M | ﹤0.01% |
123,027
+10,277
| +9% | +$248K |
|
2740
Norwood Financial Corp
NWFL
$380M
| $3.16M | ﹤0.01% |
81,140
+2,234
| +3% | +$76.2K |
|
|
ESXB
2741
DELISTED
Community Bankers Trust Corporation
ESXB
| $3.15M | ﹤0.01% |
354,989
-4,401
| -1% | -$38.2K |
|
|
FGH
2742
DELISTED
FG Group Holdings Inc.
FGH
| $3.15M | ﹤0.01% |
972,439
-19,171
| -2% | -$54.1K |
|
|
HNP
2743
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3.12M | ﹤0.01% |
155,303
| – | – |
|
|
BAND
2744
Bandwidth Inc
BAND
$1.57B
| $3.1M | ﹤0.01% |
48,471
-22,038
| -31% | -$1.28M |
|
|
ALYA
2745
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $3.09M | ﹤0.01% |
1,094,995
-26,540
| -2% | -$70.8K |
|
|
UNT
2746
DELISTED
UNIT Corporation
UNT
| $3.06M | ﹤0.01% |
4,403,416
-211,171
| -5% | -$337K |
|
|
CYOU
2747
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $3.06M | ﹤0.01% |
312,857
-3,852
| -1% | -$37K |
|
2748
Noodles & Co
NDLS
$78.3M
| $3.05M | ﹤0.01% |
68,780
+422
| +0.6% | +$18.6K |
|
2749
Gray Media Inc
GTN.A
| $3.02M | ﹤0.01% |
151,975
-4,679
| -3% | -$85.1K |
|
|
ECOM
2750
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $3.02M | ﹤0.01% |
334,105
+1,521
| +0.5% | +$13.9K |
|
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.