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 | |
|---|---|---|---|---|---|---|
2426
Syndax Pharmaceuticals
SNDX
$1.54B
| $8.23M | ﹤0.01% |
937,961
-18,979
| -2% | -$139K |
|
2427
Option Care Health
OPCH
$3.67B
| $8.19M | ﹤0.01% |
548,940
-2,418
| -0.4% | -$32.7K |
|
|
CRC
2428
DELISTED
California Resources Corporation
CRC
| $8.18M | ﹤0.01% |
905,963
-39,667
| -4% | -$321K |
|
|
GCAP
2429
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $8.18M | ﹤0.01% |
2,070,261
-3,659
| -0.2% | -$15.7K |
|
|
OSG
2430
DELISTED
Overseas Shipholding Group Inc.
OSG
| $8.18M | ﹤0.01% |
3,554,395
-138,977
| -4% | -$259K |
|
|
UMH
2431
UMH Properties
UMH
$1.33B
| $8.15M | ﹤0.01% |
518,090
+14,690
| +3% | +$222K |
|
|
ESTE
2432
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $8.15M | ﹤0.01% |
1,287,319
+57,007
| +5% | +$268K |
|
2433
Unity Bancorp
UNTY
$595M
| $8.14M | ﹤0.01% |
360,816
-24,263
| -6% | -$537K |
|
2434
Transcat
TRNS
$783M
| $8.11M | ﹤0.01% |
254,562
-2,876
| -1% | -$87.6K |
|
2435
Byline Bancorp
BY
$1.7B
| $8.1M | ﹤0.01% |
413,913
+133,669
| +48% | +$2.44M |
|
|
IIN
2436
DELISTED
IntriCon Corporation
IIN
| $8.03M | ﹤0.01% |
446,266
-1,921
| -0.4% | -$36.8K |
|
2437
Crawford & Co Class B
CRD.B
$537M
| $8.03M | ﹤0.01% |
791,017
-3,989
| -0.5% | -$39.2K |
|
|
ARA
2438
DELISTED
American Renal Associates Holdings, Inc
ARA
| $8M | ﹤0.01% |
771,760
-3,139
| -0.4% | -$26.8K |
|
2439
Franco-Nevada
FNV
$50B
| $8M | ﹤0.01% |
77,442
-512
| -0.7% | -$49.5K |
|
|
ALOT
2440
DELISTED
AstroNova
ALOT
| $7.93M | ﹤0.01% |
577,936
-4,139
| -0.7% | -$63.1K |
|
|
WSR
2441
DELISTED
Whitestone REIT
WSR
| $7.91M | ﹤0.01% |
581,043
-6,452
| -1% | -$88.6K |
|
2442
LSB Industries
LXU
$796M
| $7.91M | ﹤0.01% |
2,449,056
+24,076
| +1% | +$81.2K |
|
|
VRN
2443
DELISTED
Veren
VRN
| $7.91M | ﹤0.01% |
1,769,993
+271,960
| +18% | +$1.06M |
|
2444
Forestar Group
FOR
$1.35B
| $7.9M | ﹤0.01% |
378,765
+127,436
| +51% | +$2.49M |
|
|
FPRX
2445
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $7.8M | ﹤0.01% |
1,699,355
-26,697
| -2% | -$106K |
|
2446
Community Health Systems
CYH
$420M
| $7.8M | ﹤0.01% |
2,689,071
+60,594
| +2% | +$210K |
|
|
EBTC
2447
DELISTED
Enterprise Bancorp
EBTC
| $7.8M | ﹤0.01% |
230,233
+7,979
| +4% | +$247K |
|
2448
Southern Missouri Bancorp
SMBC
$799M
| $7.78M | ﹤0.01% |
202,922
+1,482
| +0.7% | +$54.8K |
|
2449
First United
FUNC
$281M
| $7.78M | ﹤0.01% |
322,862
+2,277
| +0.7% | +$53.9K |
|
2450
Clarus
CLAR
$136M
| $7.75M | ﹤0.01% |
574,405
-3,726
| -0.6% | -$46K |
|
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.