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 | |
|---|---|---|---|---|---|---|
2451
RCI Hospitality Holdings
RICK
$192M
| $4.54M | ﹤0.01% |
455,041
-11,288
| -2% | -$201K |
|
|
KG
2452
Kestrel Group
KG
$69.4M
| $4.53M | ﹤0.01% |
249,027
-21,594
| -8% | -$367K |
|
|
RAD
2453
DELISTED
Rite Aid Corporation
RAD
| $4.53M | ﹤0.01% |
302,084
+60,927
| +25% | +$852K |
|
2454
Franco-Nevada
FNV
$41.1B
| $4.52M | ﹤0.01% |
45,459
-31,983
| -41% | -$3.47M |
|
|
CLDT
2455
Chatham Lodging
CLDT
$622M
| $4.5M | ﹤0.01% |
758,419
+15,177
| +2% | +$212K |
|
2456
TIM SA
TIMB
$9.16B
| $4.5M | ﹤0.01% |
369,078
-4,134
| -1% | -$73.5K |
|
2457
Kontoor Brands
KTB
$4.63B
| $4.49M | ﹤0.01% |
234,166
+51,789
| +28% | +$1.85M |
|
2458
Blue Bird Corp
BLBD
$2.35B
| $4.45M | ﹤0.01% |
407,121
+7,559
| +2% | +$138K |
|
|
HBMD
2459
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
| $4.45M | ﹤0.01% |
409,649
+41,500
| +11% | +$647K |
|
|
EGLE
2460
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $4.44M | ﹤0.01% |
343,113
+2,475
| +0.7% | +$55.1K |
|
2461
AstroNova
ALOT
$225M
| $4.42M | ﹤0.01% |
569,815
-8,121
| -1% | -$93.7K |
|
|
WLL
2462
DELISTED
Whiting Petroleum Corporation
WLL
| $4.42M | ﹤0.01% |
87,896
-3,619
| -4% | -$927K |
|
|
GSH
2463
DELISTED
Guangshen Railway Co. Ltd
GSH
| $4.42M | ﹤0.01% |
413,713
-11,950
| -3% | -$160K |
|
|
TEN
2464
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $4.41M | ﹤0.01% |
1,223,654
-499,593
| -29% | -$4.19M |
|
2465
Accuray
ARAY
$32M
| $4.39M | ﹤0.01% |
2,312,277
-88,102
| -4% | -$255K |
|
2466
STRATTEC Security
STRT
$367M
| $4.38M | ﹤0.01% |
302,423
-368
| -0.1% | -$7.62K |
|
2467
Insmed
INSM
$21.4B
| $4.36M | ﹤0.01% |
272,046
-13,190
| -5% | -$313K |
|
2468
Rayonier Advanced Materials
RYAM
$604M
| $4.36M | ﹤0.01% |
4,110,580
-66,216
| -2% | -$173K |
|
2469
Yeti Holdings
YETI
$3.71B
| $4.35M | ﹤0.01% |
+222,726
| New | +$6.6M |
|
2470
Ovintiv
OVV
$17.3B
| $4.34M | ﹤0.01% |
1,609,786
+389,060
| +32% | +$5.11M |
|
|
MYOK
2471
DELISTED
MyoKardia, Inc. Common Stock
MYOK
| $4.31M | ﹤0.01% |
91,731
-7,517
| -8% | -$482K |
|
|
POLY
2472
DELISTED
Plantronics, Inc.
POLY
| $4.29M | ﹤0.01% |
426,584
+171,966
| +68% | +$3.21M |
|
2473
Nature's Sunshine
NATR
$354M
| $4.28M | ﹤0.01% |
525,814
+4,762
| +0.9% | +$43.2K |
|
|
SNCR
2474
DELISTED
Synchronoss Technologies
SNCR
| $4.26M | ﹤0.01% |
155,322
-12,362
| -7% | -$544K |
|
|
SPPI
2475
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $4.26M | ﹤0.01% |
1,829,577
+300,380
| +20% | +$822K |
|
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.