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 | |
|---|---|---|---|---|---|---|
|
PFBI
2126
DELISTED
Premier Financial Bancorp
PFBI
| $16.9M | 0.01% |
931,617
+11,515
| +1% | +$205K |
|
|
SAIL
2127
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $16.9M | 0.01% |
715,085
+155,289
| +28% | +$3.4M |
|
2128
Barnes & Noble Education
BNED
$370M
| $16.9M | 0.01% |
39,521
+331
| +0.8% | +$136K |
|
2129
Equinor
EQNR
$105B
| $16.8M | 0.01% |
844,043
-7,757
| -0.9% | -$147K |
|
2130
RPC Inc
RES
$1.31B
| $16.8M | 0.01% |
3,199,014
+151,226
| +5% | +$678K |
|
|
XOG
2131
DELISTED
Extraction Oil & Gas, Inc. Common Stock
XOG
| $16.8M | 0.01% |
7,903,182
-300,242
| -4% | -$614K |
|
2132
Southern Copper
SCCO
$166B
| $16.7M | 0.01% |
430,313
-10,279
| -2% | -$354K |
|
2133
Rogers Communications
RCI
$19B
| $16.7M | 0.01% |
337,007
+14,802
| +5% | +$713K |
|
|
BZUN
2134
Baozun
BZUN
$162M
| $16.7M | 0.01% |
504,998
+78,304
| +18% | +$3.1M |
|
|
BELFB
2135
Bel Fuse Inc Class B
BELFB
$3.44B
| $16.7M | 0.01% |
815,742
-7,926
| -1% | -$130K |
|
2136
Bar Harbor Bankshares
BHB
$676M
| $16.7M | 0.01% |
658,395
+16,402
| +3% | +$418K |
|
2137
The RMR Group
RMR
$322M
| $16.7M | 0.01% |
365,967
-10,121
| -3% | -$470K |
|
2138
Grupo Aeroportuario del Sureste
ASR
$7.37B
| $16.6M | 0.01% |
88,690
-19,657
| -18% | -$3.34M |
|
2139
Cameco
CCJ
$40.4B
| $16.6M | 0.01% |
1,866,359
+96,556
| +5% | +$893K |
|
|
ZEUS
2140
DELISTED
Olympic Steel
ZEUS
| $16.6M | 0.01% |
924,580
+1,556
| +0.2% | +$24.7K |
|
2141
Sociedad Química y Minera de Chile
SQM
$20.5B
| $16.5M | 0.01% |
619,803
+25,381
| +4% | +$669K |
|
|
GTT
2142
DELISTED
GTT Communications, Inc.
GTT
| $16.5M | 0.01% |
1,455,826
-49,334
| -3% | -$413K |
|
2143
Teva Pharmaceutical Industries Limited
TEVA
$45.7B
| $16.5M | 0.01% |
1,685,525
+896,273
| +114% | +$8M |
|
|
AVID
2144
DELISTED
Avid Technology Inc
AVID
| $16.3M | 0.01% |
1,900,670
-14,980
| -0.8% | -$110K |
|
|
FRGI
2145
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $16.3M | 0.01% |
1,648,805
-97,833
| -6% | -$920K |
|
|
RYZ
2146
Ryerson Holding Corp
RYZ
$1.28B
| $16.3M | 0.01% |
1,377,044
-1,119
| -0.1% | -$11.1K |
|
|
GPX
2147
DELISTED
GP Strategies Corp.
GPX
| $16.2M | 0.01% |
1,224,131
-2,226
| -0.2% | -$27.6K |
|
2148
Donnelley Financial Solutions
DFIN
$1.18B
| $16.2M | 0.01% |
1,544,358
+12,738
| +0.8% | +$133K |
|
2149
Brookfield
BN
$83B
| $16.2M | 0.01% |
783,333
+8,305
| +1% | +$166K |
|
|
RARX
2150
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
| $16.1M | 0.01% |
343,215
-4,024
| -1% | -$178K |
|
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.