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 | |
|---|---|---|---|---|---|---|
|
AAWW
1251
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $59.7M | 0.02% |
2,165,080
-1,601
| -0.1% | -$40K |
|
|
WRI
1252
DELISTED
Weingarten Realty Investors
WRI
| $59.6M | 0.02% |
1,909,341
-13,441
| -0.7% | -$411K |
|
1253
Ubiquiti
UI
$36B
| $59.6M | 0.02% |
315,545
-27,374
| -8% | -$4.41M |
|
|
IAA
1254
DELISTED
IAA, Inc. Common Stock
IAA
| $59.6M | 0.02% |
1,266,974
-149,557
| -11% | -$6.3M |
|
1255
First Bancorp
FBNC
$2.6B
| $59.6M | 0.02% |
1,492,308
-10,791
| -0.7% | -$413K |
|
1256
Outfront Media
OUT
$4.95B
| $59.5M | 0.02% |
2,254,933
+37,958
| +2% | +$977K |
|
|
MRC
1257
DELISTED
MRC Global
MRC
| $59.5M | 0.02% |
4,364,124
+18,414
| +0.4% | +$240K |
|
|
GMS
1258
DELISTED
GMS Inc
GMS
| $59.5M | 0.02% |
2,197,344
+6,156
| +0.3% | +$181K |
|
|
CVGW
1259
DELISTED
Calavo Growers
CVGW
| $59.5M | 0.02% |
656,287
-7,884
| -1% | -$704K |
|
1260
Dorian LPG
LPG
$2.56B
| $59.4M | 0.02% |
3,839,917
+164,464
| +4% | +$2.17M |
|
1261
Dycom Industries
DY
$8.71B
| $59.4M | 0.02% |
1,260,626
+50,337
| +4% | +$2.45M |
|
1262
Allison Transmission
ALSN
$9.96B
| $59.4M | 0.02% |
1,229,590
-30,366
| -2% | -$1.41M |
|
1263
Blackbaud
BLKB
$2B
| $59.4M | 0.02% |
746,336
+22,824
| +3% | +$1.91M |
|
1264
Tredegar Corp
TG
$238M
| $59.4M | 0.02% |
2,655,640
-5,713
| -0.2% | -$120K |
|
1265
Jack Henry & Associates
JKHY
$11B
| $59.3M | 0.02% |
407,417
-7,868
| -2% | -$1.15M |
|
|
CBPX
1266
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $59.3M | 0.02% |
1,628,833
-29,001
| -2% | -$954K |
|
1267
Pebblebrook Hotel Trust
PEB
$2.04B
| $59.3M | 0.02% |
2,210,762
-48,232
| -2% | -$1.27M |
|
1268
ArcBest
ARCB
$2.93B
| $59.2M | 0.02% |
2,146,609
-4,414
| -0.2% | -$128K |
|
1269
Genesco
GCO
$361M
| $59.2M | 0.02% |
1,235,645
-77,870
| -6% | -$3.23M |
|
1270
MSC Industrial Direct
MSM
$6.8B
| $59M | 0.02% |
751,953
+38,151
| +5% | +$2.82M |
|
|
FLIR
1271
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $59M | 0.02% |
1,132,397
-11,907
| -1% | -$630K |
|
1272
Polaris
PII
$3.2B
| $58.9M | 0.02% |
579,505
+1,097
| +0.2% | +$106K |
|
1273
Choice Hotels
CHH
$4.45B
| $58.8M | 0.02% |
568,871
-41,601
| -7% | -$3.88M |
|
|
CZR
1274
DELISTED
Caesars Entertainment Corporation
CZR
| $58.8M | 0.02% |
4,325,845
-55,784
| -1% | -$706K |
|
1275
Qualys
QLYS
$6.26B
| $58.6M | 0.02% |
703,466
+5,162
| +0.7% | +$428K |
|
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.