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 | |
|---|---|---|---|---|---|---|
|
PVLA
3126
Palvella Therapeutics
PVLA
$2.18B
| $540K | ﹤0.01% |
1,863
-2,535
| -58% | -$703K |
|
3127
Canterbury Park Holding Corp
CPHC
$82.3M
| $536K | ﹤0.01% |
43,225
| – | – |
|
3128
Appian
APPN
$2.72B
| $532K | ﹤0.01% |
13,926
-546
| -4% | -$23.5K |
|
|
SLAI
3129
DELISTED
SOLAI Ltd ADS
SLAI
| $506K | ﹤0.01% |
840
-662
| -44% | -$452K |
|
3130
Check Point Software Technologies
CHKP
$14.1B
| $506K | ﹤0.01% |
4,560
-156
| -3% | -$17.5K |
|
3131
Golar LNG
GLNG
$5.14B
| $506K | ﹤0.01% |
35,597
| – | – |
|
|
SMTX
3132
DELISTED
SMTC Corporation
SMTX
| $496K | ﹤0.01% |
146,310
-97,426
| -40% | -$263K |
|
3133
Emerson Radio
MSN
$10.4M
| $491K | ﹤0.01% |
598,510
-82,610
| -12% | -$70.8K |
|
3134
InterGroup Corp
INTG
$77.2M
| $486K | ﹤0.01% |
13,058
| – | – |
|
3135
Pangaea Logistics
PANL
$549M
| $486K | ﹤0.01% |
164,724
+13,956
| +9% | +$43.6K |
|
|
MRNS
3136
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $483K | ﹤0.01% |
55,890
-4,499
| -7% | -$25.2K |
|
3137
Natural Health Trends
NHTC
$12.9M
| $480K | ﹤0.01% |
89,163
-2,205
| -2% | -$14.1K |
|
3138
Perma-Fix Environmental Services
PESI
$389M
| $480K | ﹤0.01% |
52,746
+4,001
| +8% | +$25.3K |
|
|
SECO
3139
DELISTED
Secoo Holding Limited ADR
SECO
| $480K | ﹤0.01% |
8,147
+5,931
| +268% | +$352K |
|
3140
Allogene Therapeutics
ALLO
$594M
| $477K | ﹤0.01% |
18,373
-576
| -3% | -$15.9K |
|
|
RDFN
3141
DELISTED
Redfin
RDFN
| $477K | ﹤0.01% |
22,554
| – | – |
|
|
VSA
3142
VisionSys AI
VSA
$7.85M
| $472K | ﹤0.01% |
96
-101
| -51% | -$241K |
|
3143
Coastal Financial
CCB
$716M
| $470K | ﹤0.01% |
+28,525
| New | +$461K |
|
3144
Fate Therapeutics
FATE
$282M
| $470K | ﹤0.01% |
+24,000
| New | +$381K |
|
3145
Great Elm Group
GEG
$65.1M
| $464K | ﹤0.01% |
138,889
| – | – |
|
3146
CarParts.com
PRTS
$70M
| $458K | ﹤0.01% |
20,822
| – | – |
|
|
BKSC
3147
DELISTED
Bank of South Carolina
BKSC
| $456K | ﹤0.01% |
24,269
| – | – |
|
|
SCWX
3148
DELISTED
SecureWorks Corp Class A Common Stock
SCWX
| $453K | ﹤0.01% |
27,217
+15,046
| +124% | +$194K |
|
3149
PagSeguro Digital
PAGS
$2.65B
| $448K | ﹤0.01% |
13,122
-1,407
| -10% | -$50.6K |
|
|
YARW
3150
Yarrow Bioscience
YARW
$68.1M
| $447K | ﹤0.01% |
27
+13
| +93% | +$217K |
|
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.