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 | |
|---|---|---|---|---|---|---|
551
Ecolab
ECL
$77B
| $127M | 0.05% |
656,413
-14,298
| -2% | -$2.71M |
|
552
Cathay General Bancorp
CATY
$4.17B
| $126M | 0.05% |
3,324,242
-80,655
| -2% | -$2.95M |
|
553
Columbia Banking Systems
COLB
$8.53B
| $126M | 0.05% |
3,107,505
-40,205
| -1% | -$1.57M |
|
554
Old Dominion Freight Line
ODFL
$37.5B
| $126M | 0.05% |
1,994,733
+64,365
| +3% | +$3.95M |
|
|
EFOR
555
Everforth Inc
EFOR
$1.39B
| $126M | 0.05% |
1,776,118
-21,422
| -1% | -$1.4M |
|
|
STOR
556
DELISTED
STORE Capital Corporation
STOR
| $126M | 0.05% |
3,373,053
+213,506
| +7% | +$8.27M |
|
|
CPE
557
DELISTED
Callon Petroleum Company
CPE
| $126M | 0.05% |
2,599,151
+681,277
| +36% | +$28.2M |
|
558
Molson Coors Class B
TAP
$7.32B
| $125M | 0.05% |
2,327,229
-226,586
| -9% | -$12.2M |
|
559
Graphic Packaging
GPK
$2.86B
| $125M | 0.05% |
7,503,098
+2,740
| +0% | +$43.4K |
|
560
MSCI
MSCI
$39.6B
| $125M | 0.05% |
483,665
-22,675
| -4% | -$5.53M |
|
561
Duke Energy
DUK
$91.8B
| $125M | 0.05% |
1,367,956
+683
| +0% | +$62.6K |
|
562
Pentair
PNR
$9.03B
| $125M | 0.05% |
2,715,994
-13,435
| -0.5% | -$568K |
|
|
GES
563
DELISTED
Guess Inc
GES
| $124M | 0.05% |
5,543,285
-328,594
| -6% | -$6.12M |
|
|
GTLS
564
DELISTED
Chart Industries
GTLS
| $124M | 0.05% |
1,835,412
-47,515
| -3% | -$2.78M |
|
565
SL Green Realty
SLG
$3.67B
| $124M | 0.05% |
1,392,043
-30,991
| -2% | -$2.55M |
|
|
JHG
566
DELISTED
Janus Henderson
JHG
| $123M | 0.04% |
5,032,298
+393,935
| +8% | +$9.39M |
|
567
FormFactor
FORM
$7.94B
| $123M | 0.04% |
4,727,159
-160,636
| -3% | -$3.62M |
|
|
ENIA
568
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $122M | 0.04% |
11,150,172
-334,560
| -3% | -$3.32M |
|
569
Albemarle
ALB
$13.4B
| $122M | 0.04% |
1,673,834
+31,152
| +2% | +$2.08M |
|
|
BBBY
570
DELISTED
Bed Bath & Beyond Inc
BBBY
| $122M | 0.04% |
7,058,092
-3,990,694
| -36% | -$55.9M |
|
571
Knight Transportation
KNX
$11.1B
| $122M | 0.04% |
3,401,198
+28,130
| +0.8% | +$1.03M |
|
572
Newell Brands
NWL
$2.4B
| $122M | 0.04% |
6,339,476
+153,379
| +2% | +$2.95M |
|
573
Minerals Technologies
MTX
$2.11B
| $122M | 0.04% |
2,114,166
+115,276
| +6% | +$6.2M |
|
|
GWB
574
DELISTED
Great Western Bancorp, Inc.
GWB
| $122M | 0.04% |
3,506,166
+99,375
| +3% | +$3.43M |
|
575
Rockwell Automation
ROK
$46.3B
| $122M | 0.04% |
600,125
+414
| +0.1% | +$76.7K |
|
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.