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 | |
|---|---|---|---|---|---|---|
|
INFN
1376
DELISTED
Infinera Corporation Common Stock
INFN
| $52.5M | 0.02% |
6,616,368
-169,557
| -2% | -$1.04M |
|
1377
Crane NXT
CXT
$2.61B
| $52.4M | 0.02% |
1,744,809
+16,125
| +0.9% | +$459K |
|
1378
Helios Technologies
HLIO
$2.24B
| $52.3M | 0.02% |
1,132,009
+23,391
| +2% | +$1M |
|
1379
Equifax
EFX
$18.9B
| $52.3M | 0.02% |
373,151
-42,254
| -10% | -$5.85M |
|
|
VRS
1380
DELISTED
Verso Corporation
VRS
| $52.2M | 0.02% |
2,896,974
-14,216
| -0.5% | -$228K |
|
|
DOOR
1381
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $52.2M | 0.02% |
723,027
-2,866
| -0.4% | -$188K |
|
1382
Hanmi Financial
HAFC
$956M
| $52.2M | 0.02% |
2,608,969
+7,311
| +0.3% | +$141K |
|
1383
Hasbro
HAS
$12.5B
| $52.1M | 0.02% |
493,674
+2,989
| +0.6% | +$311K |
|
1384
CoStar Group
CSGP
$11.9B
| $52.1M | 0.02% |
871,260
-7,210
| -0.8% | -$421K |
|
1385
Talos Energy
TALO
$2.86B
| $52M | 0.02% |
1,725,409
+290,020
| +20% | +$6.77M |
|
1386
Maximus
MMS
$2.97B
| $52M | 0.02% |
698,461
-13,732
| -2% | -$1.03M |
|
1387
Tennant Co
TNC
$1.14B
| $51.9M | 0.02% |
666,414
-2,912
| -0.4% | -$217K |
|
1388
Anika Therapeutics
ANIK
$281M
| $51.9M | 0.02% |
1,001,294
-43,697
| -4% | -$2.54M |
|
1389
Johnson Outdoors
JOUT
$464M
| $51.9M | 0.02% |
676,633
-6,666
| -1% | -$436K |
|
1390
Marcus Corp
MCS
$862M
| $51.8M | 0.02% |
1,628,997
+6,690
| +0.4% | +$226K |
|
|
WBT
1391
DELISTED
Welbilt, Inc.
WBT
| $51.7M | 0.02% |
3,312,984
-28,791
| -0.9% | -$493K |
|
|
AZUL
1392
DELISTED
Azul
AZUL
| $51.7M | 0.02% |
1,207,819
+35,132
| +3% | +$1.35M |
|
|
SFBS
1393
ServisFirst Bancshares
SFBS
$4.48B
| $51.7M | 0.02% |
2,742,328
-26,016
| -0.9% | -$465K |
|
1394
Fox Class B
FOX
$24.6B
| $51.7M | 0.02% |
1,419,263
+239,271
| +20% | +$8.04M |
|
1395
American Airlines Group
AAL
$8.57B
| $51.6M | 0.02% |
1,799,849
+109,658
| +6% | +$3.13M |
|
1396
Vail Resorts
MTN
$4.91B
| $51.6M | 0.02% |
214,989
-6,833
| -3% | -$1.62M |
|
|
EGOV
1397
DELISTED
NIC Inc
EGOV
| $51.5M | 0.02% |
2,303,097
-15,943
| -0.7% | -$349K |
|
1398
Tronox
TROX
$682M
| $51.4M | 0.02% |
4,500,012
+353,715
| +9% | +$3.54M |
|
|
MGP
1399
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
| $51.3M | 0.02% |
1,655,667
+351,673
| +27% | +$10.8M |
|
|
FFIC
1400
DELISTED
Flushing Financial
FFIC
| $51.2M | 0.02% |
2,371,605
+1,817
| +0.1% | +$38.7K |
|
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.