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 | |
|---|---|---|---|---|---|---|
|
AIMT
2951
DELISTED
Aimmune Therapeutics
AIMT
| $1.36M | ﹤0.01% |
40,614
| – | – |
|
|
PMD
2952
DELISTED
Psychemedics Corporation
PMD
| $1.36M | ﹤0.01% |
148,283
+7,430
| +5% | +$68.6K |
|
|
SWIR
2953
DELISTED
Sierra Wireless
SWIR
| $1.36M | ﹤0.01% |
142,096
-3,750
| -3% | -$36.5K |
|
|
ITCL
2954
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
| $1.34M | ﹤0.01% |
156,237
-8,775
| -5% | -$78.6K |
|
2955
PrimeEnergy Resources
PNRG
$331M
| $1.34M | ﹤0.01% |
8,864
+2,609
| +42% | +$383K |
|
2956
Mannatech
MTEX
$15.6M
| $1.31M | ﹤0.01% |
83,977
| – | – |
|
|
AUY
2957
DELISTED
Yamana Gold, Inc.
AUY
| $1.31M | ﹤0.01% |
331,915
| – | – |
|
2958
James Hardie Industries
JHX
$16.1B
| $1.3M | ﹤0.01% |
66,417
| – | – |
|
|
DVD
2959
DELISTED
Dover Motorsports
DVD
| $1.3M | ﹤0.01% |
696,825
-24,918
| -3% | -$47.2K |
|
2960
Eldorado Gold
EGO
$10.8B
| $1.29M | ﹤0.01% |
160,628
+42,906
| +36% | +$333K |
|
|
PCH
2961
DELISTED
PotlatchDeltic
PCH
| $1.28M | ﹤0.01% |
29,504
-696
| -2% | -$29.7K |
|
2962
Security National Financial
SNFCA
$228M
| $1.25M | ﹤0.01% |
308,104
+144
| +0% | +$525 |
|
2963
Princeton Bancorp
BPRN
$298M
| $1.25M | ﹤0.01% |
39,596
+5,319
| +16% | +$157K |
|
2964
Epsilon Energy
EPSN
$182M
| $1.23M | ﹤0.01% |
373,318
-23,104
| -6% | -$78.7K |
|
2965
Nokia
NOK
$56.8B
| $1.23M | ﹤0.01% |
330,764
+221,158
| +202% | +$870K |
|
|
SGB
2966
DELISTED
Southwest Georgia Financial Corporation
SGB
| $1.21M | ﹤0.01% |
34,578
| – | – |
|
2967
Magyar Bancorp
MGYR
$125M
| $1.21M | ﹤0.01% |
119,988
-693
| -0.6% | -$6.9K |
|
2968
Trupanion
TRUP
$1.16B
| $1.2M | ﹤0.01% |
32,042
| – | – |
|
2969
Educational Development Corp
EDUC
$11.1M
| $1.19M | ﹤0.01% |
193,241
+7,373
| +4% | +$48.1K |
|
|
DL
2970
DELISTED
China Distance Education Holdings Limited
DL
| $1.19M | ﹤0.01% |
147,339
+59,120
| +67% | +$419K |
|
2971
Coca-Cola Europacific Partners
CCEP
$45.5B
| $1.19M | ﹤0.01% |
23,424
| – | – |
|
|
FLNT
2972
Fluent
FLNT
$107M
| $1.19M | ﹤0.01% |
79,201
+7,742
| +11% | +$104K |
|
2973
Fortuna Silver Mines
FSM
$3.43B
| $1.19M | ﹤0.01% |
290,962
+218,297
| +300% | +$714K |
|
2974
Impinj
PI
$5.43B
| $1.18M | ﹤0.01% |
45,726
+16,330
| +56% | +$508K |
|
2975
Qiagen
QGEN
$8.84B
| $1.18M | ﹤0.01% |
32,939
-17,825
| -35% | -$663K |
|
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.