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 | |
|---|---|---|---|---|---|---|
1426
International Seaways
INSW
$5.48B
| $50.4M | 0.02% |
1,692,235
-7,511
| -0.4% | -$196K |
|
|
TRST
1427
Trustco Bank Corp NY
TRST
$958M
| $50.3M | 0.02% |
1,160,191
-11,508
| -1% | -$493K |
|
|
SP
1428
DELISTED
SP Plus Corporation
SP
| $50.2M | 0.02% |
1,183,270
-6,131
| -0.5% | -$258K |
|
1429
Great Southern Bancorp
GSBC
$865M
| $50.2M | 0.02% |
792,120
-6,246
| -0.8% | -$378K |
|
1430
Sunstone Hotel Investors
SHO
$2.05B
| $50.1M | 0.02% |
3,598,734
-36,470
| -1% | -$506K |
|
1431
AngioDynamics
ANGO
$635M
| $50.1M | 0.02% |
3,127,874
-7,382
| -0.2% | -$113K |
|
1432
LivaNova
LIVN
$4.29B
| $50.1M | 0.02% |
663,609
+37,720
| +6% | +$2.86M |
|
1433
UBS Group
UBS
$155B
| $50M | 0.02% |
3,974,068
-69,554
| -2% | -$827K |
|
1434
A.O. Smith
AOS
$7.74B
| $49.9M | 0.02% |
1,047,811
+1,534
| +0.1% | +$74.4K |
|
|
MODV
1435
DELISTED
ModivCare
MODV
| $49.9M | 0.02% |
843,324
-54,425
| -6% | -$3.32M |
|
|
DENN
1436
DELISTED
Denny's
DENN
| $49.9M | 0.02% |
2,509,338
-106,239
| -4% | -$2.19M |
|
1437
Middleby
MIDD
$5.04B
| $49.9M | 0.02% |
455,368
+8,111
| +2% | +$931K |
|
1438
Churchill Downs
CHDN
$5.73B
| $49.8M | 0.02% |
726,460
-48,714
| -6% | -$3.17M |
|
1439
Five Below
FIVE
$13B
| $49.8M | 0.02% |
389,222
+5,025
| +1% | +$629K |
|
1440
PennyMac Financial
PFSI
$3.45B
| $49.8M | 0.02% |
1,461,663
+9,225
| +0.6% | +$299K |
|
1441
West Pharmaceutical
WST
$25.8B
| $49.7M | 0.02% |
330,695
-7,324
| -2% | -$1.07M |
|
1442
Regis Corp
RGS
$69.1M
| $49.7M | 0.02% |
139,067
-15,684
| -10% | -$5.81M |
|
|
HBI
1443
DELISTED
Hanesbrands
HBI
| $49.7M | 0.02% |
3,344,521
+35,250
| +1% | +$536K |
|
1444
Stratasys
SSYS
$700M
| $49.6M | 0.02% |
2,454,654
-21,575
| -0.9% | -$430K |
|
|
ECOL
1445
DELISTED
US Ecology, Inc.
ECOL
| $49.6M | 0.02% |
857,187
-7,659
| -0.9% | -$454K |
|
1446
RLJ Lodging Trust
RLJ
$1.66B
| $49.6M | 0.02% |
2,800,797
-19,413
| -0.7% | -$330K |
|
|
SHYF
1447
DELISTED
The Shyft Group
SHYF
| $49.6M | 0.02% |
2,741,473
-23,164
| -0.8% | -$387K |
|
1448
Haemonetics
HAE
$4.89B
| $49.5M | 0.02% |
430,743
-46,626
| -10% | -$5.64M |
|
1449
Piper Sandler
PIPR
$5.09B
| $49.5M | 0.02% |
2,474,792
-19,336
| -0.8% | -$375K |
|
1450
Standex International
SXI
$3.16B
| $49.3M | 0.02% |
621,779
-5,699
| -0.9% | -$433K |
|
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.