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 | |
|---|---|---|---|---|---|---|
2751
Teekay
TK
$1.01B
| $1.72M | ﹤0.01% |
544,319
+45,313
| +9% | +$163K |
|
|
APTS
2752
DELISTED
Preferred Apartment Communities, Inc.
APTS
| $1.72M | ﹤0.01% |
239,009
+115,594
| +94% | +$1.25M |
|
2753
Codexis
CDXS
$151M
| $1.71M | ﹤0.01% |
153,402
+62,273
| +68% | +$870K |
|
|
CHK
2754
DELISTED
Chesapeake Energy Corporation
CHK
| $1.71M | ﹤0.01% |
49,530
-2,838
| -5% | -$249K |
|
2755
Nutanix
NTNX
$16B
| $1.71M | ﹤0.01% |
108,166
-84,036
| -44% | -$2.36M |
|
2756
Elastic
ESTC
$6.84B
| $1.7M | ﹤0.01% |
30,491
+25,928
| +568% | +$1.67M |
|
|
NVRO
2757
DELISTED
NEVRO CORP.
NVRO
| $1.69M | ﹤0.01% |
+16,911
| New | +$2.03M |
|
2758
United-Guardian
UG
$32.4M
| $1.69M | ﹤0.01% |
116,784
| – | – |
|
2759
Ultrapar
UGP
$6.95B
| $1.69M | ﹤0.01% |
694,156
-180,480
| -21% | -$866K |
|
|
ITI
2760
DELISTED
Iteris, Inc.
ITI
| $1.68M | ﹤0.01% |
524,879
+13,980
| +3% | +$65.2K |
|
2761
Information Services Group
III
$199M
| $1.68M | ﹤0.01% |
653,581
+5,705
| +0.9% | +$15.9K |
|
2762
Garrett Motion
GTX
$5.81B
| $1.68M | ﹤0.01% |
585,953
+28,892
| +5% | +$210K |
|
|
HPR
2763
DELISTED
HighPoint Resources Corporation
HPR
| $1.67M | ﹤0.01% |
175,752
-5,076
| -3% | -$226K |
|
2764
inTEST
INTT
$155M
| $1.67M | ﹤0.01% |
626,871
-13,280
| -2% | -$63.6K |
|
2765
Bally's
BALY
$682M
| $1.66M | ﹤0.01% |
127,514
+4,487
| +4% | +$103K |
|
|
RNWK
2766
DELISTED
RealNetworks Inc
RNWK
| $1.65M | ﹤0.01% |
2,258,051
| – | – |
|
|
IEC
2767
DELISTED
IEC Electronics Corp.
IEC
| $1.65M | ﹤0.01% |
277,061
+5,219
| +2% | +$40.9K |
|
|
BGFV
2768
DELISTED
Big 5 Sporting Goods
BGFV
| $1.64M | ﹤0.01% |
1,535,864
-6,208
| -0.4% | -$17.2K |
|
|
PRTY
2769
DELISTED
Party City Holdco Inc.
PRTY
| $1.63M | ﹤0.01% |
3,563,673
-90,344
| -2% | -$186K |
|
2770
Asure Software
ASUR
$232M
| $1.63M | ﹤0.01% |
273,850
| – | – |
|
|
ABB
2771
DELISTED
ABB Ltd
ABB
| $1.63M | ﹤0.01% |
94,508
-100
| -0.1% | -$2.18K |
|
|
FGH
2772
DELISTED
FG Group Holdings Inc.
FGH
| $1.63M | ﹤0.01% |
951,395
-21,044
| -2% | -$58.9K |
|
|
ONIT
2773
Onity Group
ONIT
$309M
| $1.62M | ﹤0.01% |
216,425
-26
| -0% | -$462 |
|
|
CMLS
2774
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $1.61M | ﹤0.01% |
297,431
+62,095
| +26% | +$744K |
|
2775
Chicago Rivet & Machine Co
CVR
$10M
| $1.61M | ﹤0.01% |
76,012
| – | – |
|
Similar funds
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.