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 | |
|---|---|---|---|---|---|---|
1851
RadNet
RDNT
$4.93B
| $17M | 0.01% |
1,616,213
-2,829
| -0.2% | -$53.3K |
|
|
MNR
1852
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $17M | 0.01% |
1,409,649
+62,235
| +5% | +$861K |
|
1853
Harmony Gold Mining
HMY
$10.1B
| $16.9M | 0.01% |
7,737,949
-84,663
| -1% | -$278K |
|
|
PTR
1854
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $16.8M | 0.01% |
467,266
+2,931
| +0.6% | +$123K |
|
1855
Hurco Companies Inc
HURC
$137M
| $16.8M | 0.01% |
577,434
+11,106
| +2% | +$333K |
|
1856
Bath & Body Works
BBWI
$4.02B
| $16.8M | 0.01% |
1,796,924
+41,781
| +2% | +$663K |
|
1857
Chemours
CC
$2.57B
| $16.8M | 0.01% |
1,889,893
+211,750
| +13% | +$3.05M |
|
1858
Diamondrock Hospitality Co
DRH
$2.64B
| $16.8M | 0.01% |
3,302,097
+157
| +0% | +$1.35K |
|
1859
Bank of N.T. Butterfield & Son
NTB
$2.45B
| $16.7M | 0.01% |
979,198
-3,003
| -0.3% | -$88.2K |
|
|
DSPG
1860
DELISTED
DSP Group Inc
DSPG
| $16.7M | 0.01% |
1,243,273
-127,278
| -9% | -$1.82M |
|
1861
Urban Edge Properties
UE
$2.87B
| $16.6M | 0.01% |
1,889,794
+23,082
| +1% | +$379K |
|
|
FLIC
1862
DELISTED
First of Long Island Corp
FLIC
| $16.6M | 0.01% |
957,646
+14,429
| +2% | +$302K |
|
1863
Acadia Realty Trust
AKR
$3.08B
| $16.6M | 0.01% |
1,336,826
-41,146
| -3% | -$929K |
|
1864
Trade Desk
TTD
$8.59B
| $16.5M | 0.01% |
854,980
-232,570
| -21% | -$6.02M |
|
1865
KKR & Co
KKR
$90.7B
| $16.5M | 0.01% |
702,303
+407,630
| +138% | +$11.7M |
|
1866
Ionis Pharmaceuticals
IONS
$8.85B
| $16.5M | 0.01% |
348,572
+45,043
| +15% | +$2.51M |
|
|
RARX
1867
DELISTED
Ra Pharmaceuticals, Inc. Common Stock
RARX
| $16.5M | 0.01% |
343,215
| – | – |
|
|
CIR
1868
DELISTED
CIRCOR International, Inc
CIR
| $16.5M | 0.01% |
1,416,439
-115,751
| -8% | -$4.07M |
|
1869
Genesco
GCO
$429M
| $16.4M | 0.01% |
1,225,814
-9,831
| -0.8% | -$331K |
|
|
USCR
1870
DELISTED
U S Concrete, Inc.
USCR
| $16.3M | 0.01% |
901,181
-34,344
| -4% | -$1.06M |
|
1871
Insteel Industries
IIIN
$593M
| $16.3M | 0.01% |
1,233,285
-33,548
| -3% | -$665K |
|
1872
Movado Group
MOV
$849M
| $16.3M | 0.01% |
1,378,287
-3,327
| -0.2% | -$52.5K |
|
1873
El Pollo Loco
LOCO
$502M
| $16.3M | 0.01% |
1,926,369
-47,599
| -2% | -$606K |
|
|
TCO
1874
DELISTED
Taubman Centers Inc.
TCO
| $16.2M | 0.01% |
387,289
-556,331
| -59% | -$23.2M |
|
|
EPZM
1875
DELISTED
Epizyme, Inc
EPZM
| $16.2M | 0.01% |
1,044,838
-7,755
| -0.7% | -$167K |
|
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.