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 | |
|---|---|---|---|---|---|---|
1176
SEI Investments
SEIC
$12.6B
| $64.8M | 0.02% |
989,043
-24,480
| -2% | -$1.52M |
|
|
HI
1177
DELISTED
Hillenbrand
HI
| $64.7M | 0.02% |
1,941,099
+52,809
| +3% | +$1.67M |
|
|
NFBK
1178
DELISTED
Northfield Bancorp
NFBK
| $64.6M | 0.02% |
3,811,682
-12,282
| -0.3% | -$206K |
|
1179
Avista
AVA
$3.08B
| $64.6M | 0.02% |
1,343,463
-14,700
| -1% | -$700K |
|
1180
IDEX
IEX
$16.3B
| $64.5M | 0.02% |
375,120
-37
| -0% | -$5.99K |
|
|
BIG
1181
DELISTED
Big Lots, Inc.
BIG
| $64.5M | 0.02% |
2,245,526
-87,870
| -4% | -$2.03M |
|
1182
New York Times
NYT
$11.7B
| $64.5M | 0.02% |
2,003,491
-205,072
| -9% | -$6.37M |
|
1183
Evergy
EVRG
$18.5B
| $64.4M | 0.02% |
989,298
-3,669
| -0.4% | -$234K |
|
|
ALE
1184
DELISTED
Allete
ALE
| $64.2M | 0.02% |
791,060
-10,156
| -1% | -$840K |
|
|
HOUS
1185
DELISTED
Anywhere Real Estate
HOUS
| $64.1M | 0.02% |
6,619,770
-86,221
| -1% | -$791K |
|
1186
Bloomin' Brands
BLMN
$688M
| $64.1M | 0.02% |
2,902,517
-116,358
| -4% | -$2.47M |
|
1187
Monster Beverage
MNST
$87.3B
| $64.1M | 0.02% |
4,031,952
-17,036
| -0.4% | -$250K |
|
1188
MBIA
MBI
$232M
| $64M | 0.02% |
6,876,900
-67,979
| -1% | -$646K |
|
1189
Monro
MNRO
$381M
| $63.7M | 0.02% |
815,113
-19,696
| -2% | -$1.49M |
|
1190
Cinemark Holdings
CNK
$3.94B
| $63.6M | 0.02% |
1,880,014
+93,227
| +5% | +$3.3M |
|
1191
Cal-Maine
CALM
$3.47B
| $63.6M | 0.02% |
1,488,647
-51,597
| -3% | -$2.15M |
|
1192
Landstar System
LSTR
$5.74B
| $63.6M | 0.02% |
558,579
+4,781
| +0.9% | +$540K |
|
|
BBL
1193
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $63.6M | 0.02% |
1,352,797
-26,663
| -2% | -$1.17M |
|
|
COR
1194
DELISTED
Coresite Realty Corporation
COR
| $63.6M | 0.02% |
566,910
+4,925
| +0.9% | +$569K |
|
1195
Canadian National Railway
CNI
$72.3B
| $63.5M | 0.02% |
701,925
-7,746
| -1% | -$696K |
|
|
EQC
1196
DELISTED
Equity Commonwealth
EQC
| $63.5M | 0.02% |
1,933,198
-14,401
| -0.7% | -$463K |
|
1197
Masco
MAS
$13.5B
| $63.4M | 0.02% |
1,321,414
-6,932
| -0.5% | -$315K |
|
1198
National Healthcare
NHC
$3.53B
| $63.4M | 0.02% |
732,972
+6,232
| +0.9% | +$521K |
|
1199
Patrick Industries
PATK
$2.26B
| $63.3M | 0.02% |
1,809,930
-17,579
| -1% | -$571K |
|
|
DCOM
1200
DELISTED
Dime Community Bancshares
DCOM
| $63.3M | 0.02% |
3,028,056
-35,132
| -1% | -$720K |
|
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.