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 | |
|---|---|---|---|---|---|---|
2151
First Internet Bancorp
INBK
$257M
| $9.39M | ﹤0.01% |
571,759
+19,412
| +4% | +$448K |
|
2152
Hingham Institution for Saving
HIFS
$627M
| $9.27M | ﹤0.01% |
63,969
+1,263
| +2% | +$236K |
|
2153
ProPetro Holding
PUMP
$1.36B
| $9.27M | ﹤0.01% |
3,708,000
+312,052
| +9% | +$2.51M |
|
2154
e.l.f. Beauty
ELF
$4.89B
| $9.26M | ﹤0.01% |
940,502
+87,839
| +10% | +$1.32M |
|
|
LDL
2155
DELISTED
Lydall, Inc.
LDL
| $9.23M | ﹤0.01% |
1,429,399
+27,226
| +2% | +$445K |
|
2156
Newmark Group
NMRK
$2.66B
| $9.23M | ﹤0.01% |
2,170,436
+129,378
| +6% | +$1.27M |
|
2157
MongoDB
MDB
$27.1B
| $9.19M | ﹤0.01% |
67,283
-3,687
| -5% | -$544K |
|
2158
Shopify
SHOP
$152B
| $9.18M | ﹤0.01% |
220,100
-56,600
| -20% | -$2.55M |
|
2159
Superior Group of Companies
SGC
$185M
| $9.14M | ﹤0.01% |
1,080,485
+10,625
| +1% | +$124K |
|
2160
Primis Financial Corp
FRST
$399M
| $9.12M | ﹤0.01% |
927,276
+47,915
| +5% | +$671K |
|
2161
Community Health Systems
CYH
$393M
| $9.11M | ﹤0.01% |
2,728,004
+38,933
| +1% | +$158K |
|
2162
First Mid Bancshares
FMBH
$1.39B
| $9.1M | ﹤0.01% |
383,513
+32,029
| +9% | +$960K |
|
2163
Minerva Neurosciences
NERV
$185M
| $9.1M | ﹤0.01% |
188,834
-14,748
| -7% | -$890K |
|
2164
Dropbox
DBX
$7.6B
| $9.06M | ﹤0.01% |
500,659
+24,261
| +5% | +$441K |
|
|
RUTH
2165
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $9.05M | ﹤0.01% |
1,355,215
-219,367
| -14% | -$3.81M |
|
2166
Riverview Bancorp
RVSB
$107M
| $9.01M | ﹤0.01% |
1,798,558
+36,244
| +2% | +$243K |
|
|
NETI
2167
DELISTED
Eneti Inc.
NETI
| $8.94M | ﹤0.01% |
353,482
+2,589
| +0.7% | +$95.7K |
|
|
MBT
2168
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $8.94M | ﹤0.01% |
1,181,349
+106,095
| +10% | +$1.01M |
|
2169
Zscaler
ZS
$24.5B
| $8.94M | ﹤0.01% |
146,894
+43,542
| +42% | +$2.4M |
|
|
FFNW
2170
DELISTED
First Financial Northwest, Inc
FFNW
| $8.92M | ﹤0.01% |
888,643
| – | – |
|
|
PCTI
2171
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $8.91M | ﹤0.01% |
1,339,678
-98,835
| -7% | -$752K |
|
2172
Citi Trends
CTRN
$555M
| $8.88M | ﹤0.01% |
997,788
-9,842
| -1% | -$190K |
|
2173
Koppers
KOP
$943M
| $8.88M | ﹤0.01% |
717,608
-6,495
| -0.9% | -$167K |
|
2174
Stratus Properties
STRS
$156M
| $8.87M | ﹤0.01% |
501,645
-5,021
| -1% | -$137K |
|
|
CHA
2175
DELISTED
China Telecom Corporation, LTD
CHA
| $8.86M | ﹤0.01% |
290,367
+19,123
| +7% | +$714K |
|
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.