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 | |
|---|---|---|---|---|---|---|
1276
Tesla
TSLA
$1.44T
| $58.5M | 0.02% |
2,098,860
+241,320
| +13% | +$5.23M |
|
|
ITCI
1277
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $58.4M | 0.02% |
1,701,373
-56,974
| -3% | -$684K |
|
|
STAY
1278
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $58.2M | 0.02% |
3,917,813
+224,553
| +6% | +$3.27M |
|
1279
SPX Corp
SPXC
$9.02B
| $58.1M | 0.02% |
1,142,617
-13,548
| -1% | -$619K |
|
1280
Enerpac Tool Group
EPAC
$1.81B
| $58.1M | 0.02% |
2,230,866
-182,755
| -8% | -$4.46M |
|
1281
AES
AES
$10.6B
| $57.9M | 0.02% |
2,910,593
+43,485
| +2% | +$778K |
|
1282
Papa John's
PZZA
$664M
| $57.9M | 0.02% |
916,727
-25,531
| -3% | -$1.51M |
|
1283
TTEC Holdings
TTEC
$61.1M
| $57.8M | 0.02% |
1,459,236
-11,573
| -0.8% | -$507K |
|
1284
Sibanye-Stillwater
SBSW
$8.58B
| $57.6M | 0.02% |
5,805,989
-1,040,806
| -15% | -$8.05M |
|
1285
Cheesecake Factory
CAKE
$4.86B
| $57.6M | 0.02% |
1,482,657
-12,361
| -0.8% | -$510K |
|
1286
CMS Energy
CMS
$20.7B
| $57.6M | 0.02% |
916,490
+3,364
| +0.4% | +$210K |
|
1287
Jack in the Box
JACK
$257M
| $57.6M | 0.02% |
737,945
-64,107
| -8% | -$5.31M |
|
1288
Medifast
MED
$134M
| $57.6M | 0.02% |
525,454
-36,526
| -6% | -$3.53M |
|
1289
Herc Holdings
HRI
$4.8B
| $57.6M | 0.02% |
1,176,287
-5,303
| -0.4% | -$247K |
|
1290
Flowers Foods
FLO
$1.31B
| $57.5M | 0.02% |
2,643,572
-11,535
| -0.4% | -$251K |
|
1291
Peoples Bancorp
PEBO
$1.43B
| $57.4M | 0.02% |
1,655,672
+7,509
| +0.5% | +$246K |
|
1292
Bright Horizons
BFAM
$3.3B
| $57.4M | 0.02% |
381,604
-3,828
| -1% | -$574K |
|
|
MOMO
1293
Hello Group
MOMO
$704M
| $57.3M | 0.02% |
1,710,313
+504,274
| +42% | +$17.9M |
|
|
GLDD
1294
DELISTED
Great Lakes Dredge & Dock
GLDD
| $57.2M | 0.02% |
5,047,688
-100,365
| -2% | -$1.07M |
|
1295
CTS Corp
CTS
$1.66B
| $57.2M | 0.02% |
1,904,831
-19,226
| -1% | -$557K |
|
1296
ScottsMiracle-Gro
SMG
$3.17B
| $57.2M | 0.02% |
538,301
-18,126
| -3% | -$1.85M |
|
1297
Cemex
CX
$14.7B
| $57.1M | 0.02% |
15,108,950
-773,896
| -5% | -$2.95M |
|
|
PEGI
1298
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $57.1M | 0.02% |
2,133,733
-30,948
| -1% | -$841K |
|
1299
TriCo Bancshares
TCBK
$1.72B
| $57M | 0.02% |
1,397,220
-4,931
| -0.4% | -$188K |
|
1300
AMERISAFE
AMSF
$457M
| $57M | 0.02% |
863,347
-7,972
| -0.9% | -$528K |
|
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.