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 | |
|---|---|---|---|---|---|---|
1126
Cars.com
CARS
$617M
| $67.5M | 0.02% |
5,526,825
-139,231
| -2% | -$1.62M |
|
|
KRA
1127
DELISTED
Kraton Corporation
KRA
| $67.5M | 0.02% |
2,664,950
-18,397
| -0.7% | -$445K |
|
1128
Western Union
WU
$2.04B
| $67.5M | 0.02% |
2,518,668
-17,549
| -0.7% | -$455K |
|
1129
Radian Group
RDN
$4.67B
| $67.4M | 0.02% |
2,677,739
-28,503
| -1% | -$709K |
|
1130
Essent Group
ESNT
$6.1B
| $67.3M | 0.02% |
1,294,827
-19,829
| -2% | -$1.03M |
|
1131
Arcosa
ACA
$7.13B
| $67.3M | 0.02% |
1,510,086
-8,069
| -0.5% | -$310K |
|
1132
Kelly Services Class A
KELYA
$566M
| $67.3M | 0.02% |
2,978,786
-20,159
| -0.7% | -$454K |
|
1133
Banc of California
BANC
$2.9B
| $67.2M | 0.02% |
3,911,999
+41,623
| +1% | +$629K |
|
|
ZAYO
1134
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $67.2M | 0.02% |
1,938,240
-15,548
| -0.8% | -$532K |
|
|
CKH
1135
DELISTED
Seacor Holdings Inc.
CKH
| $67M | 0.02% |
1,551,662
-685
| -0% | -$29.9K |
|
1136
C.H. Robinson
CHRW
$17.9B
| $66.9M | 0.02% |
855,569
+15,649
| +2% | +$1.25M |
|
1137
Mueller Industries
MLI
$13.4B
| $66.8M | 0.02% |
8,420,616
+139,852
| +2% | +$1.07M |
|
1138
Sabra Healthcare REIT
SBRA
$5.13B
| $66.8M | 0.02% |
3,128,450
+165,051
| +6% | +$3.7M |
|
1139
Revvity
RVTY
$16.3B
| $66.7M | 0.02% |
686,872
-18,148
| -3% | -$1.62M |
|
|
TWTR
1140
DELISTED
Twitter, Inc.
TWTR
| $66.7M | 0.02% |
2,080,148
-20,582
| -1% | -$677K |
|
1141
Texas Roadhouse
TXRH
$11.2B
| $66.6M | 0.02% |
1,182,690
-14,328
| -1% | -$787K |
|
1142
Vipshop
VIPS
$5.82B
| $66.6M | 0.02% |
4,696,757
+268,982
| +6% | +$3.19M |
|
|
HDS
1143
DELISTED
HD Supply Holdings, Inc.
HDS
| $66.6M | 0.02% |
1,655,304
+8,905
| +0.5% | +$354K |
|
1144
ePlus
PLUS
$2.41B
| $66.5M | 0.02% |
1,578,254
-18,748
| -1% | -$764K |
|
|
SBNY
1145
DELISTED
Signature Bank
SBNY
| $66.4M | 0.02% |
486,418
+5,422
| +1% | +$679K |
|
|
AD
1146
Array Digital Infrastructure
AD
$3.28B
| $66.4M | 0.02% |
1,833,338
+20,045
| +1% | +$702K |
|
1147
Booz Allen Hamilton
BAH
$9.43B
| $66.3M | 0.02% |
932,244
-61,393
| -6% | -$4.37M |
|
|
WAIR
1148
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $66.3M | 0.02% |
6,014,071
-290,082
| -5% | -$3.19M |
|
1149
Wolfspeed
WOLF
$1.25B
| $66.2M | 0.02% |
1,433,495
-307,056
| -18% | -$14.3M |
|
1150
Installed Building Products
IBP
$5.3B
| $66.2M | 0.02% |
960,550
-8,276
| -0.9% | -$558K |
|
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.