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 | |
|---|---|---|---|---|---|---|
2776
Mizuho Financial
MFG
$127B
| $1.61M | ﹤0.01% |
697,077
+18,897
| +3% | +$51.6K |
|
|
CASA
2777
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $1.61M | ﹤0.01% |
459,569
+8,275
| +2% | +$30K |
|
2778
Kewaunee Scientific
KEQU
$102M
| $1.61M | ﹤0.01% |
210,354
-4,162
| -2% | -$46K |
|
2779
Spero Therapeutics
SPRO
$67.7M
| $1.61M | ﹤0.01% |
198,861
+43,381
| +28% | +$382K |
|
2780
Sumitomo Mitsui Financial
SMFG
$164B
| $1.6M | ﹤0.01% |
335,037
+177,439
| +113% | +$1.14M |
|
2781
Q2 Holdings
QTWO
$3.8B
| $1.6M | ﹤0.01% |
27,062
+3,194
| +13% | +$248K |
|
2782
CEMIG Preferred Shares
CIG
$6.26B
| $1.59M | ﹤0.01% |
1,835,127
-73,768
| -4% | -$114K |
|
2783
Verastem
VSTM
$510M
| $1.58M | ﹤0.01% |
49,975
-1,430
| -3% | -$35.9K |
|
|
SOHU
2784
Sohu.com
SOHU
$362M
| $1.58M | ﹤0.01% |
253,125
-6,699
| -3% | -$66.6K |
|
|
CBAY
2785
DELISTED
Cymabay Therapeutics
CBAY
| $1.57M | ﹤0.01% |
1,059,531
-34,354
| -3% | -$57.7K |
|
2786
Grupo Aval
AVAL
$6.27B
| $1.55M | ﹤0.01% |
355,024
-63,241
| -15% | -$475K |
|
2787
NI Holdings
NODK
$310M
| $1.54M | ﹤0.01% |
113,837
+10,566
| +10% | +$154K |
|
2788
A10 Networks
ATEN
$2.13B
| $1.53M | ﹤0.01% |
247,127
+20,696
| +9% | +$132K |
|
2789
Energy Recovery
ERII
$446M
| $1.53M | ﹤0.01% |
206,359
+64,787
| +46% | +$614K |
|
2790
Pure Cycle
PCYO
$253M
| $1.52M | ﹤0.01% |
136,802
+13,850
| +11% | +$168K |
|
2791
Limbach Holdings
LMB
$855M
| $1.51M | ﹤0.01% |
528,799
-11,576
| -2% | -$45.4K |
|
|
ACH
2792
DELISTED
Alum Corp of China Ltd
ACH
| $1.49M | ﹤0.01% |
297,307
-22,882
| -7% | -$160K |
|
|
NWHM
2793
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $1.48M | ﹤0.01% |
1,083,343
-306
| -0% | -$1.33K |
|
|
VIA
2794
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $1.48M | ﹤0.01% |
47,176
+733
| +2% | +$32.2K |
|
2795
Melco Resorts & Entertainment
MLCO
$2.22B
| $1.48M | ﹤0.01% |
119,226
| – | – |
|
|
VSA
2796
VisionSys AI
VSA
$8.35M
| $1.48M | ﹤0.01% |
154
+58
| +60% | +$431K |
|
|
HZN
2797
DELISTED
Horizon Global Corporation
HZN
| $1.48M | ﹤0.01% |
790,005
-21,209
| -3% | -$64.5K |
|
2798
SandRidge Energy
SD
$514M
| $1.48M | ﹤0.01% |
1,640,575
+15,778
| +1% | +$36.9K |
|
|
MRTX
2799
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $1.46M | ﹤0.01% |
19,032
+16,984
| +829% | +$1.52M |
|
2800
First Community Corp
FCCO
$321M
| $1.46M | ﹤0.01% |
92,932
+701
| +0.8% | +$13.3K |
|
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.