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 | |
|---|---|---|---|---|---|---|
|
VTLE
1626
DELISTED
Vital Energy
VTLE
| $40.1M | 0.01% |
698,485
+14,418
| +2% | +$699K |
|
1627
Televisa
TV
$1.23B
| $40M | 0.01% |
3,413,683
-42,765
| -1% | -$474K |
|
1628
NiSource
NI
$19.6B
| $40M | 0.01% |
1,437,882
-24,195
| -2% | -$663K |
|
|
CIVI
1629
DELISTED
Civitas Resources
CIVI
| $40M | 0.01% |
1,714,748
-18,733
| -1% | -$371K |
|
1630
DXP Enterprises
DXPE
$2.86B
| $39.9M | 0.01% |
1,002,759
-18,205
| -2% | -$679K |
|
1631
Park National Corp
PRK
$3.3B
| $39.9M | 0.01% |
389,488
+12,677
| +3% | +$1.27M |
|
|
LTM
1632
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $39.9M | 0.01% |
3,922,670
-209,007
| -5% | -$2.34M |
|
1633
Children's Place
PLCE
$44.7M
| $39.8M | 0.01% |
636,711
-52,420
| -8% | -$3.82M |
|
1634
Veeva Systems
VEEV
$42.7B
| $39.8M | 0.01% |
282,941
+353
| +0.1% | +$51.9K |
|
|
CCF
1635
DELISTED
Chase Corporation
CCF
| $39.7M | 0.01% |
335,137
-2,700
| -0.8% | -$313K |
|
1636
Ollie's Bargain Outlet
OLLI
$4.53B
| $39.6M | 0.01% |
606,405
+51,250
| +9% | +$3.25M |
|
1637
Republic Bancorp
RBCAA
$1.84B
| $39.6M | 0.01% |
845,844
+3,660
| +0.4% | +$166K |
|
1638
Ichor Holdings
ICHR
$1.98B
| $39.6M | 0.01% |
1,189,123
-4,914
| -0.4% | -$146K |
|
1639
TotalEnergies
TTE
$202B
| $39.5M | 0.01% |
713,679
-57
| -0% | -$3.01K |
|
1640
Supernus Pharmaceuticals
SUPN
$2.5B
| $39.4M | 0.01% |
1,662,007
+59,297
| +4% | +$1.44M |
|
1641
Agilysys
AGYS
$2.88B
| $39.3M | 0.01% |
1,548,528
-116,401
| -7% | -$2.95M |
|
|
LGF.A
1642
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $39.3M | 0.01% |
3,689,492
+291,922
| +9% | +$2.69M |
|
1643
Peapack-Gladstone Financial
PGC
$805M
| $39.3M | 0.01% |
1,271,973
+20,789
| +2% | +$612K |
|
|
WW
1644
DELISTED
WW International
WW
| $39.3M | 0.01% |
1,028,380
+14,797
| +1% | +$562K |
|
1645
Middlesex Water
MSEX
$1.06B
| $39.2M | 0.01% |
616,863
-5,866
| -0.9% | -$372K |
|
1646
UNIFI
UFI
$124M
| $39.1M | 0.01% |
1,548,466
-659
| -0% | -$15.9K |
|
1647
Waterstone Financial
WSBF
$371M
| $39.1M | 0.01% |
2,053,631
-10,882
| -0.5% | -$200K |
|
|
GBT
1648
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $39M | 0.01% |
490,492
+41,076
| +9% | +$2.43M |
|
1649
Dine Brands
DIN
$353M
| $39M | 0.01% |
466,767
+2,727
| +0.6% | +$212K |
|
|
GPOR
1650
DELISTED
Gulfport Energy Corp.
GPOR
| $39M | 0.01% |
12,822,209
-745,315
| -5% | -$2.12M |
|
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.