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 | |
|---|---|---|---|---|---|---|
|
OXFD
2601
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
| $2.75M | ﹤0.01% |
296,803
+28,234
| +11% | +$395K |
|
|
UBFO
2602
DELISTED
United Security Bancshares
UBFO
| $2.74M | ﹤0.01% |
428,259
+10,798
| +3% | +$97K |
|
|
PHX
2603
DELISTED
PHX Minerals
PHX
| $2.74M | ﹤0.01% |
742,488
-18,670
| -2% | -$124K |
|
|
CUK
2604
DELISTED
Carnival PLC
CUK
| $2.74M | ﹤0.01% |
229,625
+7,957
| +4% | +$266K |
|
|
PLAN
2605
DELISTED
Anaplan, Inc.
PLAN
| $2.72M | ﹤0.01% |
89,810
+74,044
| +470% | +$3.69M |
|
2606
Merchants Bancorp
MBIN
$2.53B
| $2.71M | ﹤0.01% |
267,921
+47,925
| +22% | +$588K |
|
2607
Comp X International
CIX
$349M
| $2.71M | ﹤0.01% |
178,128
+517
| +0.3% | +$7.71K |
|
2608
Liberty Global Class A
LBTYA
$3.62B
| $2.71M | ﹤0.01% |
163,937
| – | – |
|
2609
Northern Technologies International Corp
NTIC
$76.2M
| $2.71M | ﹤0.01% |
365,828
+1,100
| +0.3% | +$13.1K |
|
2610
Pixelworks
PXLW
$38.2M
| $2.7M | ﹤0.01% |
78,991
+946
| +1% | +$44.1K |
|
2611
Extreme Networks
EXTR
$3.94B
| $2.69M | ﹤0.01% |
870,059
-259,474
| -23% | -$1.44M |
|
2612
Marchex
MCHX
$76.2M
| $2.68M | ﹤0.01% |
1,851,100
-41,027
| -2% | -$118K |
|
2613
CareDx
CDNA
$2.26B
| $2.68M | ﹤0.01% |
122,874
+42,733
| +53% | +$957K |
|
|
CBIO
2614
Crescent Biopharma
CBIO
$537M
| $2.68M | ﹤0.01% |
11,753
+1,263
| +12% | +$483K |
|
|
DALN
2615
DELISTED
DallasNews
DALN
| $2.67M | ﹤0.01% |
388,414
-6,872
| -2% | -$69.6K |
|
2616
Alpha Pro Tech
APT
$50.4M
| $2.66M | ﹤0.01% |
220,360
| – | – |
|
2617
Noodles & Co
NDLS
$111M
| $2.66M | ﹤0.01% |
70,619
+1,839
| +3% | +$98.2K |
|
|
CPLG
2618
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $2.66M | ﹤0.01% |
678,164
+4,756
| +0.7% | +$37.6K |
|
|
OTIC
2619
DELISTED
Otonomy, Inc.
OTIC
| $2.64M | ﹤0.01% |
1,342,355
+3,429
| +0.3% | +$10.6K |
|
2620
Ring Energy
REI
$315M
| $2.62M | ﹤0.01% |
3,982,538
-14,106
| -0.4% | -$25K |
|
|
PR
2621
Permian Resources
PR
$17.8B
| $2.62M | ﹤0.01% |
9,950,160
+485,406
| +5% | +$1.23M |
|
2622
Gildan
GIL
$10.3B
| $2.61M | ﹤0.01% |
204,834
-6,744
| -3% | -$163K |
|
|
ACOR
2623
DELISTED
Acorda Therapeutics
ACOR
| $2.6M | ﹤0.01% |
23,210
-1,669
| -7% | -$329K |
|
|
ECOM
2624
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $2.6M | ﹤0.01% |
357,917
+23,812
| +7% | +$209K |
|
|
EMKR
2625
DELISTED
Emcore Corp
EMKR
| $2.59M | ﹤0.01% |
115,671
-787
| -0.7% | -$23.2K |
|
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.