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 | |
|---|---|---|---|---|---|---|
2651
Commercial Vehicle Group
CVGI
$154M
| $2.45M | ﹤0.01% |
1,622,554
-49,824
| -3% | -$217K |
|
|
PVG
2652
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.45M | ﹤0.01% |
431,426
+110,559
| +34% | +$945K |
|
|
SUP
2653
DELISTED
Superior Industries International
SUP
| $2.44M | ﹤0.01% |
2,035,994
-56,444
| -3% | -$149K |
|
|
DS
2654
DELISTED
Drive Shack Inc.
DS
| $2.44M | ﹤0.01% |
1,607,140
-294,777
| -15% | -$877K |
|
|
TECX
2655
Tectonic Therapeutic
TECX
$529M
| $2.44M | ﹤0.01% |
13,044
+5,295
| +68% | +$1.25M |
|
2656
BayCom
BCML
$329M
| $2.43M | ﹤0.01% |
201,517
+31,637
| +19% | +$632K |
|
|
REV
2657
DELISTED
Revlon, Inc.
REV
| $2.43M | ﹤0.01% |
222,074
-2,342
| -1% | -$42.9K |
|
|
SHLO
2658
DELISTED
Shiloh Industries Inc
SHLO
| $2.41M | ﹤0.01% |
1,927,037
-27,241
| -1% | -$77.5K |
|
|
SWCH
2659
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $2.4M | ﹤0.01% |
166,601
+87,550
| +111% | +$1.33M |
|
2660
i3 Verticals
IIIV
$412M
| $2.4M | ﹤0.01% |
125,846
+3,324
| +3% | +$93.6K |
|
2661
Bankwell Financial Group
BWFG
$543M
| $2.4M | ﹤0.01% |
156,978
+12,488
| +9% | +$315K |
|
|
ESTE
2662
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $2.38M | ﹤0.01% |
1,352,447
+65,128
| +5% | +$271K |
|
|
ALSK
2663
DELISTED
Alaska Communications Systems
ALSK
| $2.35M | ﹤0.01% |
1,348,868
+20,665
| +2% | +$39.6K |
|
|
YELL
2664
DELISTED
Yellow Corporation Common Stock
YELL
| $2.35M | ﹤0.01% |
1,396,401
-127,346
| -8% | -$278K |
|
|
VLRS
2665
Controladora Vuela Compania de Aviacion
VLRS
$900M
| $2.34M | ﹤0.01% |
681,594
-56,122
| -8% | -$546K |
|
|
I
2666
DELISTED
INTELSAT S. A.
I
| $2.33M | ﹤0.01% |
1,521,984
-58,772
| -4% | -$246K |
|
|
GSB
2667
DELISTED
GlobalSCAPE, Inc.
GSB
| $2.3M | ﹤0.01% |
323,381
-2,589
| -0.8% | -$23.7K |
|
2668
Kingstone Companies
KINS
$289M
| $2.29M | ﹤0.01% |
448,135
+16,734
| +4% | +$118K |
|
|
PRGX
2669
DELISTED
PRGX Global, Inc.
PRGX
| $2.28M | ﹤0.01% |
814,959
-30,260
| -4% | -$115K |
|
|
HWCC
2670
DELISTED
Houston Wire & Cable Company
HWCC
| $2.27M | ﹤0.01% |
1,037,056
-29,758
| -3% | -$102K |
|
2671
Metropolitan Bank Holding Corp
MCB
$1.15B
| $2.25M | ﹤0.01% |
83,694
+14,440
| +21% | +$601K |
|
2672
Ohio Valley Banc Corp
OVBC
$198M
| $2.25M | ﹤0.01% |
75,167
+4,459
| +6% | +$145K |
|
|
HUD
2673
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $2.25M | ﹤0.01% |
447,844
+107,162
| +31% | +$1.06M |
|
|
BAND
2674
Bandwidth Inc
BAND
$1.26B
| $2.25M | ﹤0.01% |
33,387
-15,084
| -31% | -$1.03M |
|
2675
Norwood Financial Corp
NWFL
$370M
| $2.23M | ﹤0.01% |
83,326
+2,186
| +3% | +$72.2K |
|
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.