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 | |
|---|---|---|---|---|---|---|
2326
Compañía de Cervecerías Unidas
CCU
$2.12B
| $10.8M | ﹤0.01% |
567,972
-65,577
| -10% | -$1.3M |
|
|
CUK
2327
DELISTED
Carnival PLC
CUK
| $10.7M | ﹤0.01% |
221,668
| – | – |
|
2328
Commercial Vehicle Group
CVGI
$124M
| $10.6M | ﹤0.01% |
1,672,378
-27,226
| -2% | -$193K |
|
2329
Colliers International
CIGI
$4.52B
| $10.6M | ﹤0.01% |
135,758
+1,407
| +1% | +$101K |
|
2330
Ring Energy
REI
$378M
| $10.6M | ﹤0.01% |
3,996,644
-442,288
| -10% | -$868K |
|
2331
Willdan Group
WLDN
$1.22B
| $10.5M | ﹤0.01% |
330,824
-119,695
| -27% | -$3.79M |
|
|
TUP
2332
DELISTED
Tupperware Brands Corporation
TUP
| $10.5M | ﹤0.01% |
1,223,561
-4,881
| -0.4% | -$53.2K |
|
2333
IDT Corp
IDT
$1.73B
| $10.5M | ﹤0.01% |
1,455,503
+3,552
| +0.2% | +$25.6K |
|
|
QUOT
2334
DELISTED
Quotient Technology Inc
QUOT
| $10.5M | ﹤0.01% |
1,060,071
-21,429
| -2% | -$205K |
|
|
WPG
2335
DELISTED
Washington Prime Group Inc.
WPG
| $10.4M | ﹤0.01% |
318,680
-2,316
| -0.7% | -$84.1K |
|
2336
ENI
E
$79.3B
| $10.4M | ﹤0.01% |
336,680
| – | – |
|
2337
Artesian Resources
ARTNA
$365M
| $10.3M | ﹤0.01% |
278,039
-2,723
| -1% | -$101K |
|
2338
MasterCraft Boat Holdings
MCFT
$492M
| $10.3M | ﹤0.01% |
654,913
-37,797
| -5% | -$596K |
|
2339
Atara Biotherapeutics
ATRA
$95.1M
| $10.3M | ﹤0.01% |
25,046
+3,052
| +14% | +$1.05M |
|
|
CHCT
2340
Community Healthcare Trust
CHCT
$417M
| $10.3M | ﹤0.01% |
239,350
+25,915
| +12% | +$1.18M |
|
2341
Graham Corp
GHM
$988M
| $10.1M | ﹤0.01% |
462,970
-11,065
| -2% | -$239K |
|
2342
Hamilton Beach Brands
HBB
$422M
| $10.1M | ﹤0.01% |
530,103
-48,363
| -8% | -$888K |
|
|
IHC
2343
DELISTED
Independence Holding Company
IHC
| $10.1M | ﹤0.01% |
240,517
-324
| -0.1% | -$13K |
|
|
IVAC
2344
DELISTED
Intevac Inc
IVAC
| $10.1M | ﹤0.01% |
1,430,379
-2,091
| -0.1% | -$12.2K |
|
2345
Chegg
CHGG
$83.7M
| $10.1M | ﹤0.01% |
266,332
-7,035
| -3% | -$246K |
|
2346
Sportsman's Warehouse
SPWH
$43.4M
| $10.1M | ﹤0.01% |
1,253,818
+43,601
| +4% | +$308K |
|
2347
Ecopetrol
EC
$35.8B
| $10M | ﹤0.01% |
503,369
-26,598
| -5% | -$490K |
|
|
FBMS
2348
DELISTED
The First Bancshares, Inc.
FBMS
| $10M | ﹤0.01% |
282,348
+48,349
| +21% | +$1.6M |
|
|
GOOD
2349
Gladstone Commercial Corp
GOOD
$620M
| $9.99M | ﹤0.01% |
457,045
+9,177
| +2% | +$208K |
|
2350
Smith & Nephew
SNN
$11.6B
| $9.95M | ﹤0.01% |
206,880
-1,759
| -0.8% | -$79.4K |
|
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.