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 | |
|---|---|---|---|---|---|---|
|
CMCM
2751
Cheetah Mobile
CMCM
$92.5M
| $3.01M | ﹤0.01% |
166,023
+34,296
| +26% | +$614K |
|
2752
BrightView Holdings
BV
$1.01B
| $2.96M | ﹤0.01% |
+175,702
| New | +$3.05M |
|
|
SBT
2753
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $2.93M | ﹤0.01% |
361,830
+75,636
| +26% | +$703K |
|
|
AGFS
2754
DELISTED
AgroFresh Solutions Inc
AGFS
| $2.92M | ﹤0.01% |
1,132,311
-22,429
| -2% | -$52.5K |
|
|
SOHU
2755
Sohu.com
SOHU
$355M
| $2.9M | ﹤0.01% |
259,824
-5,447
| -2% | -$57.1K |
|
|
BFX
2756
DELISTED
BowFlex Inc.
BFX
| $2.9M | ﹤0.01% |
1,655,500
-399,937
| -19% | -$623K |
|
2757
Merchants Bancorp
MBIN
$2.42B
| $2.89M | ﹤0.01% |
219,996
+83,608
| +61% | +$975K |
|
2758
Kewaunee Scientific
KEQU
$103M
| $2.88M | ﹤0.01% |
214,516
-3,306
| -2% | -$51.7K |
|
2759
Melco Resorts & Entertainment
MLCO
$1.73B
| $2.88M | ﹤0.01% |
119,226
| – | – |
|
|
SENEB
2760
Seneca Foods Class B
SENEB
| $2.88M | ﹤0.01% |
70,297
-598
| -0.8% | -$21.4K |
|
2761
Embotelladora Andina Series B
AKO.B
$4.64B
| $2.87M | ﹤0.01% |
164,148
+778
| +0.5% | +$13.4K |
|
|
LONE
2762
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
| $2.86M | ﹤0.01% |
1,095,519
-13,047
| -1% | -$30.6K |
|
|
IMOS
2763
ChipMOS TECHNOLOGIES
IMOS
$1.9B
| $2.85M | ﹤0.01% |
126,208
-3,639
| -3% | -$80.2K |
|
2764
Digital Turbine
APPS
$1.31B
| $2.85M | ﹤0.01% |
399,757
+282,073
| +240% | +$2.1M |
|
|
QADB
2765
DELISTED
QAD Inc. Class B
QADB
| $2.84M | ﹤0.01% |
77,048
-448
| -0.6% | -$16.2K |
|
2766
Tandy Leather Factory
TLF
$21.7M
| $2.84M | ﹤0.01% |
497,307
+681
| +0.1% | +$3.42K |
|
2767
CRISPR Therapeutics
CRSP
$5.05B
| $2.83M | ﹤0.01% |
+46,533
| New | +$2.54M |
|
|
HZN
2768
DELISTED
Horizon Global Corporation
HZN
| $2.83M | ﹤0.01% |
811,214
-42,932
| -5% | -$159K |
|
2769
Ark Restaurants
ARKR
$16.2M
| $2.83M | ﹤0.01% |
127,324
-494
| -0.4% | -$10.2K |
|
|
CSS
2770
DELISTED
CSS Industries, Inc.
CSS
| $2.82M | ﹤0.01% |
640,418
-71,537
| -10% | -$322K |
|
|
GOLD
2771
Gold.com Inc
GOLD
$1.37B
| $2.82M | ﹤0.01% |
682,658
+11,658
| +2% | +$60K |
|
|
VOLT
2772
DELISTED
Volt Information Sciences, Inc.
VOLT
| $2.82M | ﹤0.01% |
1,137,267
-42,887
| -4% | -$119K |
|
|
OSB
2773
DELISTED
Norbord Inc.
OSB
| $2.81M | ﹤0.01% |
105,171
-8,521
| -7% | -$227K |
|
2774
Ohio Valley Banc Corp
OVBC
$211M
| $2.8M | ﹤0.01% |
70,708
+5,320
| +8% | +$200K |
|
2775
Nordic American Tanker
NAT
$1.69B
| $2.78M | ﹤0.01% |
565,780
+371,156
| +191% | +$1.41M |
|
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.