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 |
Alibaba
BABA
|
+$179M |
| 2 |
Prologis
PLD
|
+$125M |
| 3 |
Visa
V
|
+$98.1M |
| 4 |
Walt Disney
DIS
|
+$85.8M |
| 5 |
Halliburton
HAL
|
+$69.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Intel
INTC
|
+$322M |
| 2 |
AT&T
T
|
+$257M |
| 3 |
ExxonMobil
XOM
|
+$239M |
| 4 |
JPMorgan Chase
JPM
|
+$239M |
| 5 |
AYR
Aircastle Ltd
AYR
|
+$206M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.39% |
| 2 | Technology | 15.83% |
| 3 | Industrials | 12.66% |
| 4 | Healthcare | 11.95% |
| 5 | Consumer Discretionary | 9.72% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LUNA
2476
DELISTED
Luna Innovations Incorporated
LUNA
| $4.26M | ﹤0.01% |
692,772
-2,273
| -0.3% | -$16.8K |
|
2477
Ascent Industries
ACNT
$140M
| $4.26M | ﹤0.01% |
487,761
+7,488
| +2% | +$90.2K |
|
2478
Biglari Holdings Class B
BH
$1.25B
| $4.25M | ﹤0.01% |
82,789
+8,337
| +11% | +$819K |
|
2479
Pinduoduo
PDD
$126B
| $4.21M | ﹤0.01% |
+116,983
| New | +$4.27M |
|
2480
KALA BIO
KALA
$14.1M
| $4.21M | ﹤0.01% |
192
| – | – |
|
|
GOLD
2481
Gold.com Inc
GOLD
$1.2B
| $4.18M | ﹤0.01% |
680,758
-1,900
| -0.3% | -$8.5K |
|
|
TA
2482
DELISTED
TravelCenters of America LLC
TA
| $4.18M | ﹤0.01% |
427,552
+42,569
| +11% | +$613K |
|
2483
Unity Bancorp
UNTY
$591M
| $4.13M | ﹤0.01% |
353,198
-7,618
| -2% | -$142K |
|
|
VAL
2484
DELISTED
Valaris plc Class A Ordinary Share
VAL
| $4.13M | ﹤0.01% |
9,170,369
-888,713
| -9% | -$3.4M |
|
|
CSII
2485
DELISTED
Cardiovascular Systems, Inc.
CSII
| $4.11M | ﹤0.01% |
116,747
+18,450
| +19% | +$778K |
|
|
FPRX
2486
DELISTED
Five Prime Therapeutics, Inc.
FPRX
| $4.09M | ﹤0.01% |
1,803,218
+103,863
| +6% | +$441K |
|
2487
Rhythm Pharmaceuticals
RYTM
$6.81B
| $4.09M | ﹤0.01% |
268,531
-4,015
| -1% | -$71.9K |
|
|
RST
2488
DELISTED
ROSETTA STONE INC
RST
| $4.06M | ﹤0.01% |
289,651
+9,305
| +3% | +$156K |
|
2489
Lindblad Expeditions
LIND
$1.94B
| $4.06M | ﹤0.01% |
972,772
-6,288
| -0.6% | -$80.7K |
|
|
CSTR
2490
DELISTED
CapStar Financial Holdings, Inc
CSTR
| $4.06M | ﹤0.01% |
410,143
+45,945
| +13% | +$633K |
|
|
RTL
2491
DELISTED
The Necessity Retail REIT, Inc. Class A Common Stock
RTL
| $4.02M | ﹤0.01% |
642,644
+186,924
| +41% | +$2.08M |
|
2492
SSR Mining
SSRM
$5.32B
| $4.02M | ﹤0.01% |
352,912
+30,344
| +9% | +$499K |
|
|
EEX
2493
DELISTED
Emerald Holding
EEX
| $4M | ﹤0.01% |
1,546,527
+91,112
| +6% | +$717K |
|
|
LL
2494
DELISTED
LL Flooring Holdings, Inc.
LL
| $4M | ﹤0.01% |
853,744
-42,726
| -5% | -$335K |
|
|
GBL
2495
DELISTED
GAMCO Investors, Inc.
GBL
| $4M | ﹤0.01% |
363,751
-10,675
| -3% | -$171K |
|
|
BRY
2496
DELISTED
Berry Corp
BRY
| $4M | ﹤0.01% |
1,658,454
+321,299
| +24% | +$1.97M |
|
2497
PTC Therapeutics
PTCT
$5.68B
| $3.98M | ﹤0.01% |
89,303
+54,778
| +159% | +$2.76M |
|
|
IBA
2498
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $3.95M | ﹤0.01% |
116,225
-12,595
| -10% | -$552K |
|
2499
Arrowhead Research
ARWR
$11.9B
| $3.95M | ﹤0.01% |
137,233
-4,464
| -3% | -$180K |
|
2500
Nexa Resources
NEXA
$1.7B
| $3.94M | ﹤0.01% |
1,132,009
+66,101
| +6% | +$466K |
|
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Dimensional Fund Advisors's Q1 2020 Portfolio in Review
As of Q1 2020, Dimensional Fund Advisors held 3,447 positions worth $192B, down 30% from $274B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Trading was light in Q1 2020: portfolio turnover was 4.1%. Dimensional Fund Advisors opened 68 new positions and exited 73, leaving the 3,447-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 19% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q1 2020 buy was Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares): 2,843,834 shares worth $28M.
- Dimensional Fund Advisors added most to Alibaba in Q1 2020, an estimated $179M increase.
- Dimensional Fund Advisors's biggest Q1 2020 reduction was Intel, cutting an estimated $322M.
- Dimensional Fund Advisors fully exited Aircastle Ltd in Q1 2020, selling an estimated $206M.
- Dimensional Fund Advisors's ten largest holdings make up 12% of its $192B portfolio in Q1 2020.
- Dimensional Fund Advisors opened 68 new positions and closed 73 in Q1 2020.
- Dimensional Fund Advisors's portfolio value fell 30% quarter-over-quarter to $192B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2020, filed 14 May 2020.