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 | |
|---|---|---|---|---|---|---|
2351
Guardant Health
GH
$23.5B
| $9.91M | ﹤0.01% |
126,806
+15,115
| +14% | +$1.09M |
|
2352
Home Bancorp
HBCP
$540M
| $9.88M | ﹤0.01% |
252,152
+20,562
| +9% | +$798K |
|
2353
NVE Corp
NVEC
$472M
| $9.88M | ﹤0.01% |
138,323
-361
| -0.3% | -$23.5K |
|
|
MPX
2354
DELISTED
Marine Products Corp
MPX
| $9.87M | ﹤0.01% |
685,603
-1,815
| -0.3% | -$26.3K |
|
2355
C&F Financial
CFFI
$308M
| $9.87M | ﹤0.01% |
178,326
+1,945
| +1% | +$104K |
|
2356
Akebia Therapeutics
AKBA
$254M
| $9.84M | ﹤0.01% |
1,557,554
+301,930
| +24% | +$1.44M |
|
|
DPLO
2357
DELISTED
DIPLOMAT PHARMACY, INC.
DPLO
| $9.83M | ﹤0.01% |
2,457,976
+181,788
| +8% | +$854K |
|
|
LX
2358
LexinFintech Holdings
LX
$132M
| $9.83M | ﹤0.01% |
707,442
+448,735
| +173% | +$5.15M |
|
2359
Methanex
MEOH
$4.76B
| $9.82M | ﹤0.01% |
254,318
+10,190
| +4% | +$382K |
|
2360
Liquidity Services
LQDT
$1.35B
| $9.79M | ﹤0.01% |
1,642,266
+305
| +0% | +$1.96K |
|
|
DAY
2361
DELISTED
Dayforce
DAY
| $9.73M | ﹤0.01% |
143,400
+13,613
| +10% | +$752K |
|
2362
Civista Bancshares
CIVB
$565M
| $9.73M | ﹤0.01% |
405,391
+33,787
| +9% | +$750K |
|
|
RVI
2363
DELISTED
Retail Value Inc. Common Shares
RVI
| $9.65M | ﹤0.01% |
2,856,233
+3,617
| +0.1% | +$12.1K |
|
|
RVNC
2364
DELISTED
Revance Therapeutics, Inc.
RVNC
| $9.63M | ﹤0.01% |
593,664
+121,018
| +26% | +$1.88M |
|
2365
Liberty Media Series A
FWONA
$21.9B
| $9.6M | ﹤0.01% |
228,971
-12,355
| -5% | -$485K |
|
2366
Citizens & Northern Corp
CZNC
$466M
| $9.57M | ﹤0.01% |
338,925
+5,638
| +2% | +$147K |
|
2367
RCI Hospitality Holdings
RICK
$214M
| $9.56M | ﹤0.01% |
466,329
-257,309
| -36% | -$4.96M |
|
2368
CAE Inc
CAE
$7.74B
| $9.51M | ﹤0.01% |
359,552
+257
| +0.1% | +$6.62K |
|
2369
Forum Energy Technologies
FET
$936M
| $9.49M | ﹤0.01% |
282,587
-26,625
| -9% | -$721K |
|
2370
InterContinental Hotels
IHG
$22.5B
| $9.48M | ﹤0.01% |
138,000
-14
| -0% | -$872 |
|
|
PWOD
2371
DELISTED
Penns Woods Bancorp
PWOD
| $9.47M | ﹤0.01% |
266,228
-192
| -0.1% | -$6.1K |
|
|
SAGE
2372
DELISTED
Sage Therapeutics
SAGE
| $9.42M | ﹤0.01% |
130,444
+5,329
| +4% | +$656K |
|
|
EVRI
2373
DELISTED
Everi Holdings
EVRI
| $9.39M | ﹤0.01% |
699,503
+13,379
| +2% | +$153K |
|
|
ESSA
2374
DELISTED
ESSA Bancorp
ESSA
| $9.39M | ﹤0.01% |
554,110
-6,402
| -1% | -$107K |
|
|
HT
2375
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $9.38M | ﹤0.01% |
644,346
-6,998
| -1% | -$99.2K |
|
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.