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 | |
|---|---|---|---|---|---|---|
2276
Korea Electric Power
KEP
$14.6B
| $12.3M | ﹤0.01% |
1,041,324
-41,970
| -4% | -$482K |
|
|
PRMW
2277
DELISTED
Primo Water Corporation
PRMW
| $12.3M | ﹤0.01% |
899,334
-2,358
| -0.3% | -$30.7K |
|
2278
Sabesp
SBS
$18.5B
| $12.3M | ﹤0.01% |
4,211,956
-847,170
| -17% | -$2.18M |
|
2279
Suzano
SUZ
$11.4B
| $12.3M | ﹤0.01% |
1,247,076
-105,566
| -8% | -$937K |
|
2280
Orion Group Holdings
ORN
$367M
| $12.2M | ﹤0.01% |
2,357,292
+2,362
| +0.1% | +$11.7K |
|
|
PCTI
2281
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $12.2M | ﹤0.01% |
1,438,513
-59,034
| -4% | -$490K |
|
2282
Alkermes
ALKS
$7.85B
| $12.1M | ﹤0.01% |
595,163
+48,220
| +9% | +$958K |
|
|
CRCM
2283
DELISTED
CARE.COM, INC.
CRCM
| $12.1M | ﹤0.01% |
802,810
+3,081
| +0.4% | +$37K |
|
2284
LSI Industries
LYTS
$752M
| $12M | ﹤0.01% |
1,991,612
+1,942
| +0.1% | +$10.7K |
|
2285
Limoneira
LMNR
$233M
| $12M | ﹤0.01% |
625,655
-3,008
| -0.5% | -$57.5K |
|
2286
Radiant Logistics
RLGT
$425M
| $12M | ﹤0.01% |
2,151,654
-21,535
| -1% | -$116K |
|
2287
Greif Class B
GEF.B
$4.12B
| $12M | ﹤0.01% |
231,489
+4,906
| +2% | +$243K |
|
|
HONE
2288
DELISTED
HarborOne Bancorp
HONE
| $11.9M | ﹤0.01% |
1,078,422
+201,942
| +23% | +$2.12M |
|
2289
Alico
ALCO
$289M
| $11.8M | ﹤0.01% |
329,027
+453
| +0.1% | +$15.2K |
|
2290
Westwood Holdings Group
WHG
$177M
| $11.7M | ﹤0.01% |
394,123
-2,435
| -0.6% | -$72.2K |
|
2291
Minerva Neurosciences
NERV
$171M
| $11.6M | ﹤0.01% |
203,582
+418
| +0.2% | +$18.4K |
|
2292
PLDT
PHI
$3.87B
| $11.6M | ﹤0.01% |
578,002
+6,369
| +1% | +$133K |
|
|
UBA
2293
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $11.5M | ﹤0.01% |
463,569
-1,678
| -0.4% | -$40.3K |
|
|
AQUA
2294
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $11.5M | ﹤0.01% |
606,159
+52,347
| +9% | +$939K |
|
2295
DHI Group
DHX
$216M
| $11.5M | ﹤0.01% |
3,808,846
+55,947
| +1% | +$190K |
|
2296
Turning Point Brands
TPB
$1.38B
| $11.5M | ﹤0.01% |
400,545
-25,199
| -6% | -$632K |
|
|
EIGI
2297
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $11.4M | ﹤0.01% |
2,432,926
+28,444
| +1% | +$117K |
|
|
ZIXI
2298
DELISTED
Zix Corporation
ZIXI
| $11.4M | ﹤0.01% |
1,684,454
-531,185
| -24% | -$3.67M |
|
2299
Quad
QUAD
$500M
| $11.4M | ﹤0.01% |
2,441,904
-21,453
| -0.9% | -$134K |
|
2300
Banco de Chile
BCH
$20.9B
| $11.4M | ﹤0.01% |
541,517
+4,321
| +0.8% | +$105K |
|
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.