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Dimensional Fund Advisors

Dimensional Fund Advisors Portfolio holdings

AUM $552B
1-Year Est. Return 44.19%
 

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.

This Fund
S&P 500
This Quarter Est. Return
+9.61%
1 Year Est. Return
+44.19%
3 Year Est. Return
+113.96%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$274B
AUM Growth
+$17B
Cap. Flow
-$3.22B
Cap. Flow %
-1.17%
Top 10 Hldgs %
10.53%
Holding
3,465
New
48
Increased
1,288
Reduced
1,828
Closed
85

Top Buys

Rank Stock Value
1
TFC icon
Truist Financial
TFC
+$224M
2
PARA
Paramount Global Class B
PARA
+$123M
3
BMY icon
Bristol-Myers Squibb
BMY
+$117M
4
BAC icon
Bank of America
BAC
+$78.7M
5
VLY icon
Valley National Bancorp
VLY
+$61.6M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$411M
2
STI
SunTrust Banks, Inc.
STI
+$228M
3
CELG
Celgene Corp
CELG
+$198M
4
WMT icon
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
FTR
3076
DELISTED
Frontier Communications Corp.
FTR
$733K ﹤0.01%
824,233
-176,060
-18% -$144K
FENG
3077
Phoenix New Media
FENG
$17.3M
$731K ﹤0.01%
62,169
+12,363
+25% +$201K
SVT
3078
DELISTED
Servotronics
SVT
$729K ﹤0.01%
72,488
– –
CHMA
3079
DELISTED
Chiasma, Inc. Common Stock
CHMA
$722K ﹤0.01%
145,524
+27,698
+24% +$144K
HNNA icon
3080
Hennessy Advisors
HNNA
$81.8M
$721K ﹤0.01%
71,523
+216
+0.3% +$2.41K
GVP
3081
DELISTED
GSE Systems, Inc.
GVP
$719K ﹤0.01%
43,573
-642
-1% -$8.82K
AQN icon
3082
Algonquin Power & Utilities
AQN
$4.07B
$717K ﹤0.01%
50,675
– –
FSFG
3083
DELISTED
First Savings Financial Group
FSFG
$711K ﹤0.01%
31,770
+936
+3% +$20.2K
TS icon
3084
Tenaris
TS
$28.6B
$695K ﹤0.01%
30,677
– –
CIH
3085
DELISTED
China Index Holdings Limited American Depository Shares
CIH
$688K ﹤0.01%
189,226
– –
PBBI
3086
DELISTED
PB Bancorp, Inc. Common Stock
PBBI
$677K ﹤0.01%
44,658
+1,577
+4% +$22.5K
ACB
3087
Aurora Cannabis
ACB
$242M
$674K ﹤0.01%
2,600
-78
-3% -$29.1K
HDB icon
3088
HDFC Bank
HDB
$116B
$668K ﹤0.01%
21,098
-1,606
-7% -$48.9K
ASTH icon
3089
Astrana Health
ASTH
$1.9B
$665K ﹤0.01%
36,109
-1,641
-4% -$27.2K
LWAY icon
3090
Lifeway Foods
LWAY
$370M
$664K ﹤0.01%
333,643
-4,180
-1% -$8.55K
LUMO
3091
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$664K ﹤0.01%
29,152
-5,964
-17% -$85.1K
MRNA icon
3092
Moderna
MRNA
$57.4B
$654K ﹤0.01%
33,456
+1,501
+5% +$26.6K
ATEC icon
3093
Alphatec Holdings
ATEC
$1.65B
$642K ﹤0.01%
90,536
– –
AVTR icon
3094
Avantor
AVTR
$10.4B
$641K ﹤0.01%
35,319
+1,474
+4% +$23.5K
FDBC icon
3095
Fidelity D&D Bancorp
FDBC
$329M
$634K ﹤0.01%
10,188
– –
JVA icon
3096
Coffee Holding Co
JVA
$23.3M
$634K ﹤0.01%
137,802
– –
CLDR
3097
DELISTED
Cloudera, Inc.
CLDR
$632K ﹤0.01%
54,340
– –
XONE
3098
DELISTED
The ExOne Company
XONE
$627K ﹤0.01%
84,105
– –
PCB icon
3099
PCB Bancorp
PCB
$396M
$626K ﹤0.01%
36,219
+21,391
+144% +$360K
CWH icon
3100
Camping World
CWH
$368M
$617K ﹤0.01%
41,865
+900
+2% +$10.2K
122 123
124
125 126

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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.