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 | |
|---|---|---|---|---|---|---|
2026
Rocky Brands
RCKY
$359M
| $12M | 0.01% |
618,991
-1,103
| -0.2% | -$27.1K |
|
2027
SAP
SAP
$211B
| $11.9M | 0.01% |
107,830
+85
| +0.1% | +$10.7K |
|
|
TPCO
2028
DELISTED
Tribune Publishing Company Common Stock
TPCO
| $11.9M | 0.01% |
1,468,808
+82,579
| +6% | +$913K |
|
|
WWE
2029
DELISTED
World Wrestling Entertainment
WWE
| $11.9M | 0.01% |
349,547
+28,516
| +9% | +$1.38M |
|
2030
AdvanSix
ASIX
$536M
| $11.9M | 0.01% |
1,242,816
+41,099
| +3% | +$638K |
|
|
PAMT
2031
PAMT Corp
PAMT
$335M
| $11.8M | 0.01% |
1,539,268
+1,596
| +0.1% | +$17.9K |
|
2032
Chegg
CHGG
$113M
| $11.8M | 0.01% |
330,494
+64,162
| +24% | +$2.51M |
|
2033
Children's Place
PLCE
$53.1M
| $11.8M | 0.01% |
604,257
-32,454
| -5% | -$1.72M |
|
|
PFBI
2034
DELISTED
Premier Financial Bancorp
PFBI
| $11.8M | 0.01% |
951,972
+20,355
| +2% | +$315K |
|
2035
3D Systems Corp
DDD
$423M
| $11.8M | 0.01% |
1,529,747
+23,937
| +2% | +$233K |
|
2036
Weyco Group
WEYS
$373M
| $11.8M | 0.01% |
583,837
+13,133
| +2% | +$294K |
|
2037
Fossil Group
FOSL
$287M
| $11.8M | 0.01% |
3,573,215
+241,116
| +7% | +$1.42M |
|
2038
Covenant Logistics
CVLG
$921M
| $11.7M | 0.01% |
2,709,078
+28,584
| +1% | +$179K |
|
|
LTHM
2039
DELISTED
Livent Corporation
LTHM
| $11.7M | 0.01% |
2,236,823
+356,638
| +19% | +$3M |
|
|
GCAP
2040
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $11.7M | 0.01% |
2,104,430
+34,169
| +2% | +$153K |
|
2041
Spotify
SPOT
$105B
| $11.7M | 0.01% |
96,615
+51,163
| +113% | +$7.24M |
|
2042
Vera Bradley
VRA
$95.6M
| $11.7M | 0.01% |
2,847,117
-20,201
| -0.7% | -$171K |
|
|
CLR
2043
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $11.7M | 0.01% |
1,532,451
+480,008
| +46% | +$10.7M |
|
2044
UFP Technologies
UFPT
$1.96B
| $11.7M | 0.01% |
307,074
+4,538
| +1% | +$208K |
|
|
CWEN.A
2045
DELISTED
Clearway Energy Class A
CWEN.A
| $11.7M | 0.01% |
679,788
-1,837
| -0.3% | -$36.6K |
|
2046
Lloyds Banking Group
LYG
$89.4B
| $11.6M | 0.01% |
7,694,649
+895,034
| +13% | +$2.31M |
|
2047
Bar Harbor Bankshares
BHB
$664M
| $11.6M | 0.01% |
671,750
+13,355
| +2% | +$285K |
|
|
DHIL
2048
DELISTED
Diamond Hill
DHIL
| $11.6M | 0.01% |
128,365
-1,667
| -1% | -$211K |
|
|
GTT
2049
DELISTED
GTT Communications, Inc.
GTT
| $11.6M | 0.01% |
1,454,847
-979
| -0.1% | -$11.8K |
|
|
BRSL
2050
Brightstar Lottery PLC
BRSL
$1.84B
| $11.6M | 0.01% |
1,941,060
+86
| +0% | +$980 |
|
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.