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 | |
|---|---|---|---|---|---|---|
|
HPR
2176
DELISTED
HighPoint Resources Corporation
HPR
| $15.3M | 0.01% |
180,828
-6,154
| -3% | -$401K |
|
|
CNBKA
2177
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $15.2M | 0.01% |
168,488
-2,792
| -2% | -$244K |
|
2178
Nathan's Famous
NATH
$404M
| $15.1M | 0.01% |
213,482
-2,655
| -1% | -$196K |
|
2179
Weyco Group
WEYS
$428M
| $15.1M | 0.01% |
570,704
+1,658
| +0.3% | +$41K |
|
2180
PAR Technology
PAR
$653M
| $15.1M | 0.01% |
489,781
-61,665
| -11% | -$1.69M |
|
2181
UFP Technologies
UFPT
$2.15B
| $15M | 0.01% |
302,536
-14
| -0% | -$611 |
|
2182
Oil-Dri
ODC
$1.27B
| $14.9M | 0.01% |
821,838
-14,348
| -2% | -$252K |
|
2183
Etsy
ETSY
$6.67B
| $14.9M | 0.01% |
335,393
-2,687
| -0.8% | -$128K |
|
2184
Intellia Therapeutics
NTLA
$1.75B
| $14.8M | 0.01% |
1,009,317
+41,937
| +4% | +$584K |
|
|
ALTA
2185
DELISTED
Altabancorp
ALTA
| $14.8M | 0.01% |
491,490
+14,986
| +3% | +$439K |
|
2186
Buckle
BKE
$2.08B
| $14.7M | 0.01% |
542,972
+85,730
| +19% | +$2.04M |
|
|
P
2187
Everpure Inc
P
$34.4B
| $14.6M | 0.01% |
852,566
-338,605
| -28% | -$5.99M |
|
2188
Old Second Bancorp
OSBC
$1.27B
| $14.6M | 0.01% |
1,080,675
-8,546
| -0.8% | -$107K |
|
2189
STMicroelectronics
STM
$43.4B
| $14.5M | 0.01% |
538,400
-4,624
| -0.9% | -$109K |
|
2190
Superior Group of Companies
SGC
$200M
| $14.5M | 0.01% |
1,069,860
-3,457
| -0.3% | -$49.9K |
|
2191
Riverview Bancorp
RVSB
$114M
| $14.5M | 0.01% |
1,762,314
+1,225
| +0.1% | +$9.17K |
|
2192
SAP
SAP
$247B
| $14.4M | 0.01% |
107,745
| – | – |
|
|
FSP
2193
Franklin Street Properties
FSP
$34.8M
| $14.4M | 0.01% |
1,686,478
+283
| +0% | +$2.43K |
|
2194
AXT Inc
AXTI
$4.41B
| $14.4M | 0.01% |
3,308,286
-19,080
| -0.6% | -$61.3K |
|
2195
Primis Financial Corp
FRST
$393M
| $14.4M | 0.01% |
879,361
+46,118
| +6% | +$730K |
|
|
HOME
2196
DELISTED
At Home Group Inc.
HOME
| $14.3M | 0.01% |
2,608,636
+380,743
| +17% | +$3.1M |
|
2197
HubSpot
HUBS
$11.5B
| $14.3M | 0.01% |
90,388
+12,025
| +15% | +$1.84M |
|
|
CISN
2198
DELISTED
Cision Ltd. Ordinary Share
CISN
| $14.3M | 0.01% |
1,434,002
-3,388
| -0.2% | -$32.4K |
|
|
DOCU
2199
DocuSign
DOCU
$13.2B
| $14.3M | 0.01% |
192,790
+2,637
| +1% | +$181K |
|
2200
Bassett Furniture
BSET
$151M
| $14.3M | 0.01% |
854,806
-27,631
| -3% | -$429K |
|
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.