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 | |
|---|---|---|---|---|---|---|
2826
Espey Mfg & Electronics Corp
ESP
$189M
| $2.27M | ﹤0.01% |
105,030
| – | – |
|
|
PATI
2827
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $2.26M | ﹤0.01% |
115,910
| – | – |
|
|
ISEE
2828
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $2.25M | ﹤0.01% |
261,861
+17,601
| +7% | +$62.9K |
|
2829
Asure Software
ASUR
$242M
| $2.24M | ﹤0.01% |
273,850
-5,021
| -2% | -$41.9K |
|
2830
Peoples Financial Services
PFIS
$700M
| $2.22M | ﹤0.01% |
44,133
+7,803
| +21% | +$382K |
|
2831
OrthoPediatrics
KIDS
$603M
| $2.22M | ﹤0.01% |
47,246
| – | – |
|
|
CURO
2832
DELISTED
CURO Group Holdings Corp.
CURO
| $2.21M | ﹤0.01% |
181,682
+46,293
| +34% | +$619K |
|
2833
Climb Global Solutions
CLMB
$525M
| $2.21M | ﹤0.01% |
544,460
+1,888
| +0.3% | +$6.9K |
|
2834
SB Financial Group
SBFG
$182M
| $2.2M | ﹤0.01% |
117,459
-1,409
| -1% | -$23.8K |
|
2835
Century Casinos
CNTY
$32.1M
| $2.2M | ﹤0.01% |
277,765
-1,061
| -0.4% | -$8.28K |
|
|
EEI
2836
DELISTED
Ecology and Environment
EEI
| $2.19M | ﹤0.01% |
141,370
-2,320
| -2% | -$35K |
|
2837
Ampco-Pittsburgh
AP
$168M
| $2.17M | ﹤0.01% |
720,251
-25,381
| -3% | -$89.7K |
|
|
KALV
2838
DELISTED
KalVista Pharmaceuticals
KALV
| $2.15M | ﹤0.01% |
120,808
-7,682
| -6% | -$100K |
|
|
ELVT
2839
DELISTED
Elevate Credit, Inc.
ELVT
| $2.15M | ﹤0.01% |
483,250
+129,952
| +37% | +$543K |
|
|
CBAY
2840
DELISTED
Cymabay Therapeutics
CBAY
| $2.14M | ﹤0.01% |
1,093,885
-50,631
| -4% | -$190K |
|
|
VIA
2841
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $2.14M | ﹤0.01% |
46,443
+1,259
| +3% | +$63K |
|
|
MACK
2842
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $2.12M | ﹤0.01% |
673,130
+6,830
| +1% | +$27.4K |
|
2843
Turkcell
TKC
$4.28B
| $2.12M | ﹤0.01% |
364,691
-58,514
| -14% | -$334K |
|
2844
Mizuho Financial
MFG
$132B
| $2.1M | ﹤0.01% |
678,180
| – | – |
|
2845
ORIX
IX
$41B
| $2.08M | ﹤0.01% |
124,590
| – | – |
|
2846
Virco
VIRC
$98.1M
| $2.06M | ﹤0.01% |
486,834
| – | – |
|
2847
Core Molding Technologies
CMT
$206M
| $2.05M | ﹤0.01% |
631,777
-8,267
| -1% | -$36.7K |
|
2848
SoundThinking
SSTI
$78.3M
| $2.04M | ﹤0.01% |
80,194
+15,249
| +23% | +$339K |
|
2849
Limbach Holdings
LMB
$624M
| $2.04M | ﹤0.01% |
540,375
-14,049
| -3% | -$54.6K |
|
|
FCBP
2850
DELISTED
First Choice Bancorp Common Stock
FCBP
| $2.04M | ﹤0.01% |
75,594
+5,075
| +7% | +$117K |
|
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.