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 | |
|---|---|---|---|---|---|---|
2351
Graham Corp
GHM
$1.12B
| $5.79M | ﹤0.01% |
448,518
-14,452
| -3% | -$251K |
|
|
CNR
2352
Core Natural Resources Inc
CNR
$4.02B
| $5.76M | ﹤0.01% |
1,561,936
+79,972
| +5% | +$634K |
|
2353
Intrepid Potash
IPI
$456M
| $5.74M | ﹤0.01% |
717,579
-22,145
| -3% | -$412K |
|
|
VNE
2354
DELISTED
Veoneer, Inc.
VNE
| $5.74M | ﹤0.01% |
783,501
-9,866
| -1% | -$118K |
|
2355
Ferrari
RACE
$69.3B
| $5.73M | ﹤0.01% |
37,572
+5,661
| +18% | +$913K |
|
|
FONR
2356
DELISTED
Fonar
FONR
| $5.73M | ﹤0.01% |
391,792
+17,169
| +5% | +$317K |
|
2357
Magnachip Semiconductor
MX
$119M
| $5.72M | ﹤0.01% |
517,647
+27,457
| +6% | +$333K |
|
2358
Clarus
CLAR
$123M
| $5.71M | ﹤0.01% |
585,538
+11,133
| +2% | +$134K |
|
2359
Clearfield
CLFD
$411M
| $5.71M | ﹤0.01% |
481,550
+9,486
| +2% | +$114K |
|
|
USAP
2360
DELISTED
Universal Stainless & Alloy
USAP
| $5.69M | ﹤0.01% |
738,592
+663
| +0.1% | +$7.79K |
|
2361
Red Rock Resorts
RRR
$3.77B
| $5.67M | ﹤0.01% |
662,393
+17,948
| +3% | +$356K |
|
2362
Braskem
BAK
$928M
| $5.62M | ﹤0.01% |
845,100
| – | – |
|
|
IOTS
2363
DELISTED
Adesto Technologies Corp
IOTS
| $5.6M | ﹤0.01% |
500,667
+14,314
| +3% | +$137K |
|
|
LCI
2364
DELISTED
Lannett Company, Inc.
LCI
| $5.58M | ﹤0.01% |
200,565
+3,176
| +2% | +$107K |
|
|
TTM
2365
DELISTED
Tata Motors Limited
TTM
| $5.57M | ﹤0.01% |
1,184,834
+121,878
| +11% | +$1.22M |
|
|
SPNE
2366
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $5.56M | ﹤0.01% |
680,794
-42,978
| -6% | -$566K |
|
2367
Byline Bancorp
BY
$1.78B
| $5.55M | ﹤0.01% |
535,440
+121,527
| +29% | +$2.06M |
|
2368
RB Global
RBA
$20.4B
| $5.55M | ﹤0.01% |
162,457
+32,883
| +25% | +$1.31M |
|
|
MPX
2369
DELISTED
Marine Products Corp
MPX
| $5.54M | ﹤0.01% |
685,201
-402
| -0.1% | -$5.07K |
|
|
ZIXI
2370
DELISTED
Zix Corporation
ZIXI
| $5.51M | ﹤0.01% |
1,279,362
-405,092
| -24% | -$2.73M |
|
2371
Kura Oncology
KURA
$800M
| $5.5M | ﹤0.01% |
552,909
+7,872
| +1% | +$90.1K |
|
|
TRUE
2372
DELISTED
TrueCar
TRUE
| $5.5M | ﹤0.01% |
2,271,315
+489,780
| +27% | +$1.66M |
|
2373
eGain
EGAN
$187M
| $5.4M | ﹤0.01% |
736,123
+1,400
| +0.2% | +$10.9K |
|
|
BGG
2374
DELISTED
Briggs & Stratton Corp.
BGG
| $5.4M | ﹤0.01% |
2,981,348
-170,341
| -5% | -$637K |
|
2375
Barnes & Noble Education
BNED
$431M
| $5.37M | ﹤0.01% |
39,503
-18
| -0% | -$5.73K |
|
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.