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 | |
|---|---|---|---|---|---|---|
1076
Dorman Products
DORM
$3.71B
| $70.8M | 0.03% |
934,973
-3,829
| -0.4% | -$290K |
|
1077
Emergent Biosolutions
EBS
$346M
| $70.8M | 0.03% |
1,311,500
-187,249
| -12% | -$10.2M |
|
1078
Sinclair Inc
SBGI
$1.01B
| $70.7M | 0.03% |
2,121,942
-534,248
| -20% | -$19.9M |
|
|
KW
1079
DELISTED
Kennedy-Wilson Holdings
KW
| $70.7M | 0.03% |
3,169,364
-45,445
| -1% | -$1.02M |
|
1080
Cooper Companies
COO
$10.4B
| $70.6M | 0.03% |
879,472
+19,348
| +2% | +$1.46M |
|
1081
Woodward
WWD
$18.8B
| $70.6M | 0.03% |
595,737
-48,839
| -8% | -$5.51M |
|
1082
Interactive Brokers
IBKR
$39.3B
| $70.6M | 0.03% |
6,053,408
-101,588
| -2% | -$1.19M |
|
1083
First Busey Corp
BUSE
$2.5B
| $70.3M | 0.03% |
2,556,942
+29,741
| +1% | +$785K |
|
|
SYNH
1084
DELISTED
Syneos Health, Inc. Class A Common Stock
SYNH
| $70.2M | 0.03% |
1,180,405
-37,037
| -3% | -$1.99M |
|
1085
Perdoceo Education
PRDO
$2.08B
| $70.1M | 0.03% |
3,812,127
-195,444
| -5% | -$3.18M |
|
1086
National Bank Holdings
NBHC
$1.84B
| $70M | 0.03% |
1,988,695
-38,445
| -2% | -$1.36M |
|
1087
Expeditors International
EXPD
$24.6B
| $69.9M | 0.03% |
896,530
+18,465
| +2% | +$1.38M |
|
1088
Douglas Dynamics
PLOW
$908M
| $69.8M | 0.03% |
1,269,494
-17,927
| -1% | -$905K |
|
|
HRC
1089
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $69.8M | 0.03% |
614,684
-5,158
| -0.8% | -$543K |
|
1090
Boot Barn
BOOT
$3.72B
| $69.8M | 0.03% |
1,566,948
-147,257
| -9% | -$5.81M |
|
1091
Silgan Holdings
SLGN
$4.08B
| $69.7M | 0.03% |
2,243,131
+20,060
| +0.9% | +$613K |
|
1092
Eagle Bancorp
EGBN
$861M
| $69.7M | 0.03% |
1,432,560
+93,508
| +7% | +$4.23M |
|
1093
Kosmos Energy
KOS
$1.71B
| $69.7M | 0.03% |
12,221,659
+301,491
| +3% | +$1.82M |
|
1094
MGE Energy Inc
MGEE
$2.85B
| $69.6M | 0.03% |
883,149
-17,302
| -2% | -$1.33M |
|
1095
Pathward Financial
CASH
$1.63B
| $69.6M | 0.03% |
1,906,547
-6,284
| -0.3% | -$214K |
|
1096
Robert Half
RHI
$3.8B
| $69.5M | 0.03% |
1,101,351
+1,831
| +0.2% | +$106K |
|
1097
Gerdau
GGB
$9.79B
| $69.5M | 0.03% |
17,881,444
-2,134,391
| -11% | -$6.35M |
|
1098
BancFirst
BANF
$3.68B
| $69.5M | 0.03% |
1,112,793
-56,295
| -5% | -$3.31M |
|
|
PRSP
1099
DELISTED
Perspecta Inc. Common Stock
PRSP
| $69.5M | 0.03% |
2,627,726
+106,427
| +4% | +$2.84M |
|
1100
Williams-Sonoma
WSM
$25.7B
| $69.5M | 0.03% |
1,891,992
-26,058
| -1% | -$905K |
|
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.