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 | |
|---|---|---|---|---|---|---|
1676
AMC Global Media
AMCX
$486M
| $37.5M | 0.01% |
949,668
+3,574
| +0.4% | +$150K |
|
|
CHS
1677
DELISTED
Chicos FAS, Inc.
CHS
| $37.5M | 0.01% |
9,845,690
-19,717
| -0.2% | -$75.8K |
|
|
HAYN
1678
DELISTED
Haynes International, Inc.
HAYN
| $37.5M | 0.01% |
1,046,991
-6,182
| -0.6% | -$223K |
|
1679
Team
TISI
$126M
| $37.2M | 0.01% |
233,186
+798
| +0.3% | +$135K |
|
1680
American Public Education
APEI
$811M
| $37.2M | 0.01% |
1,358,959
-29,803
| -2% | -$728K |
|
1681
German American Bancorp
GABC
$1.85B
| $37.1M | 0.01% |
1,042,877
+758
| +0.1% | +$25.4K |
|
1682
1-800-Flowers.com
FLWS
$167M
| $37M | 0.01% |
2,554,772
-69,009
| -3% | -$938K |
|
1683
Schneider National
SNDR
$5.71B
| $37M | 0.01% |
1,694,793
+27,182
| +2% | +$612K |
|
1684
Champion Homes
SKY
$4.62B
| $36.9M | 0.01% |
1,162,874
-20,659
| -2% | -$644K |
|
1685
Exelixis
EXEL
$14.5B
| $36.9M | 0.01% |
2,091,520
+5,125
| +0.2% | +$86.9K |
|
1686
Elanco Animal Health
ELAN
$11.4B
| $36.8M | 0.01% |
1,250,761
+23,091
| +2% | +$627K |
|
|
EPAY
1687
DELISTED
Bottomline Technologies Inc
EPAY
| $36.8M | 0.01% |
686,966
+9,031
| +1% | +$411K |
|
1688
BJs Wholesale Club
BJ
$11.8B
| $36.8M | 0.01% |
1,617,916
+163,926
| +11% | +$4.05M |
|
|
IRBT
1689
DELISTED
iRobot
IRBT
| $36.7M | 0.01% |
725,107
+35,681
| +5% | +$1.79M |
|
1690
Warrior Met Coal
HCC
$4.85B
| $36.7M | 0.01% |
1,736,123
+419,288
| +32% | +$8.56M |
|
|
ELME
1691
Elme Communities
ELME
$147M
| $36.6M | 0.01% |
1,255,872
+26,565
| +2% | +$790K |
|
1692
Diamondrock Hospitality Co
DRH
$2.51B
| $36.6M | 0.01% |
3,301,940
-6,057
| -0.2% | -$62.5K |
|
|
GTS
1693
DELISTED
Triple-S Management Corporation
GTS
| $36.5M | 0.01% |
1,971,682
+6,771
| +0.3% | +$115K |
|
1694
Bank of N.T. Butterfield & Son
NTB
$2.33B
| $36.4M | 0.01% |
982,201
+52,230
| +6% | +$1.74M |
|
1695
Horizon Bancorp
HBNC
$1B
| $36.3M | 0.01% |
1,910,101
+4,785
| +0.3% | +$87.8K |
|
1696
Stock Yards Bancorp
SYBT
$2.48B
| $36.2M | 0.01% |
881,593
-15,156
| -2% | -$602K |
|
|
CLR
1697
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $36.1M | 0.01% |
1,052,443
+79,422
| +8% | +$2.46M |
|
|
AAT
1698
American Assets Trust
AAT
$1.36B
| $36M | 0.01% |
785,197
+42,983
| +6% | +$2.01M |
|
1699
CRA International
CRAI
$1.04B
| $36M | 0.01% |
660,813
-10,047
| -1% | -$488K |
|
|
MSGN
1700
DELISTED
MSG Networks Inc.
MSGN
| $35.9M | 0.01% |
2,064,893
-128,443
| -6% | -$2.14M |
|
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.