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 | |
|---|---|---|---|---|---|---|
|
VEDL
2101
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $17.9M | 0.01% |
2,073,789
-197,561
| -9% | -$1.65M |
|
2102
Village Super Market
VLGEA
$654M
| $17.9M | 0.01% |
771,273
+856
| +0.1% | +$22.2K |
|
|
BLUE
2103
DELISTED
bluebird bio
BLUE
| $17.8M | 0.01% |
15,672
-112
| -0.7% | -$122K |
|
|
DLA
2104
DELISTED
Delta Apparel Inc.
DLA
| $17.8M | 0.01% |
572,736
-5,742
| -1% | -$154K |
|
|
GTY
2105
Getty Realty Corp
GTY
$1.85B
| $17.7M | 0.01% |
537,558
+7,315
| +1% | +$241K |
|
2106
Timberland Bancorp
TSBK
$362M
| $17.7M | 0.01% |
593,924
-4,210
| -0.7% | -$118K |
|
2107
Travere Therapeutics
TVTX
$6.1B
| $17.6M | 0.01% |
1,239,881
-788
| -0.1% | -$10.1K |
|
|
ORBC
2108
DELISTED
ORBCOMM, Inc.
ORBC
| $17.6M | 0.01% |
4,171,367
+143,905
| +4% | +$615K |
|
|
NE
2109
DELISTED
Noble Corporation
NE
| $17.5M | 0.01% |
14,317,653
-1,860,833
| -12% | -$2.23M |
|
|
EGRX
2110
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $17.4M | 0.01% |
289,244
+16,034
| +6% | +$956K |
|
|
MOFG
2111
DELISTED
MidWestOne Financial Group
MOFG
| $17.3M | 0.01% |
478,323
+22,778
| +5% | +$761K |
|
2112
Covenant Logistics
CVLG
$863M
| $17.3M | 0.01% |
2,680,494
-6,984
| -0.3% | -$50.6K |
|
2113
Virtu Financial
VIRT
$5.06B
| $17.3M | 0.01% |
1,081,895
+100,829
| +10% | +$1.66M |
|
2114
WisdomTree
WT
$3.37B
| $17.2M | 0.01% |
3,552,440
+180,552
| +5% | +$896K |
|
|
WAAS
2115
DELISTED
AquaVenture Holdings Limited
WAAS
| $17.2M | 0.01% |
632,844
+80,351
| +15% | +$1.7M |
|
|
LGTY
2116
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $17.1M | 0.01% |
1,147,922
-19,589
| -2% | -$308K |
|
2117
Nicolet Bankshares
NIC
$3.52B
| $17.1M | 0.01% |
231,151
+2,797
| +1% | +$197K |
|
2118
Atlanta Braves Holdings Series B
BATRK
$3.25B
| $17.1M | 0.01% |
577,840
+59,448
| +11% | +$1.69M |
|
|
CAMP
2119
DELISTED
CalAmp Corp.
CAMP
| $17.1M | 0.01% |
77,419
-1,230
| -2% | -$300K |
|
2120
Titan International
TWI
$461M
| $17M | 0.01% |
4,705,334
-66,440
| -1% | -$198K |
|
|
BFIN
2121
DELISTED
BankFinancial
BFIN
| $17M | 0.01% |
1,301,626
-36,637
| -3% | -$477K |
|
|
HTB
2122
HomeTrust Bancshares
HTB
$780M
| $17M | 0.01% |
632,248
-9,627
| -1% | -$253K |
|
|
ZAGG
2123
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $17M | 0.01% |
2,090,459
+31,758
| +2% | +$236K |
|
2124
Surgery Partners
SGRY
$1.75B
| $16.9M | 0.01% |
1,080,657
+226,841
| +27% | +$2.57M |
|
2125
Madrigal Pharmaceuticals
MDGL
$12.3B
| $16.9M | 0.01% |
185,544
+70,222
| +61% | +$6.81M |
|
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.