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 | |
|---|---|---|---|---|---|---|
2526
Evolution Petroleum
EPM
$132M
| $3.56M | ﹤0.01% |
1,363,966
+11,660
| +0.9% | +$52.8K |
|
|
LBC
2527
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $3.56M | ﹤0.01% |
388,040
+67,128
| +21% | +$698K |
|
2528
Rigel Pharmaceuticals
RIGL
$681M
| $3.54M | ﹤0.01% |
226,671
-16,876
| -7% | -$359K |
|
|
FRBK
2529
DELISTED
Republic First Bancorp Inc
FRBK
| $3.54M | ﹤0.01% |
1,614,377
+148,049
| +10% | +$468K |
|
2530
Acacia Research
ACTG
$428M
| $3.52M | ﹤0.01% |
1,584,662
+45,217
| +3% | +$110K |
|
|
SAGE
2531
DELISTED
Sage Therapeutics
SAGE
| $3.52M | ﹤0.01% |
122,349
-8,095
| -6% | -$469K |
|
2532
ACNB Corp
ACNB
$656M
| $3.51M | ﹤0.01% |
116,930
+6,907
| +6% | +$222K |
|
2533
RGC Resources
RGCO
$223M
| $3.48M | ﹤0.01% |
120,164
+358
| +0.3% | +$9.71K |
|
|
PPIH
2534
Perma-Pipe International
PPIH
$196M
| $3.47M | ﹤0.01% |
558,343
+6,803
| +1% | +$58.5K |
|
|
CAJ
2535
DELISTED
Canon, Inc.
CAJ
| $3.45M | ﹤0.01% |
159,444
-47
| -0% | -$1.18K |
|
2536
Vericel Corp
VCEL
$2.35B
| $3.45M | ﹤0.01% |
376,165
+112,621
| +43% | +$1.69M |
|
2537
Stantec
STN
$8.04B
| $3.44M | ﹤0.01% |
134,764
+3,000
| +2% | +$86.4K |
|
|
CMRX
2538
DELISTED
Chimerix, Inc.
CMRX
| $3.4M | ﹤0.01% |
2,360,272
-15,078
| -0.6% | -$26.4K |
|
2539
LCNB Corp
LCNB
$282M
| $3.38M | ﹤0.01% |
268,108
+5,403
| +2% | +$88.9K |
|
2540
GoPro
GPRO
$130M
| $3.37M | ﹤0.01% |
1,287,367
-10,656
| -0.8% | -$39.6K |
|
|
NE
2541
DELISTED
Noble Corporation
NE
| $3.36M | ﹤0.01% |
12,934,902
-1,382,751
| -10% | -$1.03M |
|
2542
TransAlta
TAC
$3.95B
| $3.36M | ﹤0.01% |
641,427
+10,100
| +2% | +$68.5K |
|
|
ERF
2543
DELISTED
Enerplus Corporation
ERF
| $3.35M | ﹤0.01% |
2,266,703
+270,492
| +14% | +$1.19M |
|
|
ZVO
2544
DELISTED
Zovio Inc. Common Stock
ZVO
| $3.35M | ﹤0.01% |
2,027,489
-18,429
| -0.9% | -$30.5K |
|
|
SYRS
2545
DELISTED
Syros Pharmaceuticals, Inc. Common Stock
SYRS
| $3.34M | ﹤0.01% |
56,377
+6,224
| +12% | +$422K |
|
2546
Mastech Digital
MHH
$93.1M
| $3.34M | ﹤0.01% |
260,304
+9,471
| +4% | +$120K |
|
2547
BrightView Holdings
BV
$1.22B
| $3.34M | ﹤0.01% |
302,022
+126,320
| +72% | +$1.81M |
|
|
CYOU
2548
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $3.33M | ﹤0.01% |
311,809
-1,048
| -0.3% | -$11K |
|
2549
Gyre Therapeutics
GYRE
$641M
| $3.33M | ﹤0.01% |
101,717
+4,352
| +4% | +$200K |
|
|
EVBN
2550
DELISTED
Evans Bancorp Inc
EVBN
| $3.33M | ﹤0.01% |
137,154
+6,835
| +5% | +$241K |
|
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.