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 | |
|---|---|---|---|---|---|---|
|
OMN
1776
DELISTED
OMNOVA Solutions Inc.
OMN
| $19.2M | 0.01% |
1,893,011
-98,875
| -5% | -$986K |
|
1777
Vishay Precision Group
VPG
$1.17B
| $19.2M | 0.01% |
954,786
-31,236
| -3% | -$918K |
|
1778
GameStop
GME
$9.82B
| $19.2M | 0.01% |
21,909,180
-6,600,260
| -23% | -$7.07M |
|
|
LTC
1779
LTC Properties
LTC
$2.06B
| $19.2M | 0.01% |
620,246
-1,797
| -0.3% | -$76.8K |
|
|
BREW
1780
DELISTED
Craft Brew Alliance, Inc.
BREW
| $19.1M | 0.01% |
1,280,649
| – | – |
|
|
MRC
1781
DELISTED
MRC Global
MRC
| $19.1M | 0.01% |
4,474,899
+110,775
| +3% | +$1.04M |
|
1782
PTC
PTC
$15.7B
| $19M | 0.01% |
311,180
+9,781
| +3% | +$724K |
|
1783
Cass Information Systems
CASS
$712M
| $19M | 0.01% |
540,583
-3,605
| -0.7% | -$174K |
|
1784
Warrior Met Coal
HCC
$4.25B
| $19M | 0.01% |
1,785,771
+49,648
| +3% | +$897K |
|
1785
CEVA Inc
CEVA
$916M
| $19M | 0.01% |
760,628
-48,980
| -6% | -$1.36M |
|
1786
Snap
SNAP
$7.89B
| $18.9M | 0.01% |
1,590,028
+115,235
| +8% | +$1.77M |
|
|
BZUN
1787
Baozun
BZUN
$173M
| $18.9M | 0.01% |
677,225
+172,227
| +34% | +$5.43M |
|
1788
Central Pacific Financial
CPF
$1.02B
| $18.9M | 0.01% |
1,187,488
-13,979
| -1% | -$344K |
|
1789
Global Net Lease
GNL
$1.86B
| $18.9M | 0.01% |
1,409,889
+83,184
| +6% | +$1.55M |
|
1790
United States Lime & Minerals
USLM
$3.24B
| $18.8M | 0.01% |
1,273,325
+4,335
| +0.3% | +$72.5K |
|
1791
Match Group
MTCH
$9.17B
| $18.7M | 0.01% |
283,526
-3,054
| -1% | -$224K |
|
1792
Boot Barn
BOOT
$4.68B
| $18.6M | 0.01% |
1,440,578
-126,370
| -8% | -$4.03M |
|
1793
Targa Resources
TRGP
$57.6B
| $18.6M | 0.01% |
2,694,874
+311,041
| +13% | +$9.25M |
|
1794
KRONOS Worldwide
KRO
$717M
| $18.5M | 0.01% |
2,192,709
+109,228
| +5% | +$1.15M |
|
|
MIME
1795
DELISTED
Mimecast Limited
MIME
| $18.5M | 0.01% |
523,573
-15,137
| -3% | -$654K |
|
1796
MGIC Investment
MTG
$6.44B
| $18.5M | 0.01% |
2,903,203
+19,260
| +0.7% | +$233K |
|
1797
Haverty Furniture Companies
HVT
$403M
| $18.4M | 0.01% |
1,551,670
-37,590
| -2% | -$661K |
|
1798
Sarepta Therapeutics
SRPT
$1.64B
| $18.4M | 0.01% |
188,601
+10,369
| +6% | +$1.19M |
|
1799
Enviri
NVRI
$624M
| $18.4M | 0.01% |
2,638,897
+290,579
| +12% | +$3.97M |
|
1800
Matador Resources
MTDR
$6B
| $18.4M | 0.01% |
7,415,886
-150,100
| -2% | -$1.65M |
|
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.