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 | |
|---|---|---|---|---|---|---|
2726
SIGA Technologies
SIGA
$235M
| $1.89M | ﹤0.01% |
396,035
+61,075
| +18% | +$297K |
|
|
QADB
2727
DELISTED
QAD Inc. Class B
QADB
| $1.88M | ﹤0.01% |
76,746
-302
| -0.4% | -$9.62K |
|
2728
Civeo
CVEO
$345M
| $1.88M | ﹤0.01% |
380,571
-3,844
| -1% | -$51.1K |
|
|
SBT
2729
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $1.88M | ﹤0.01% |
437,045
+75,215
| +21% | +$489K |
|
2730
OrthoPediatrics
KIDS
$519M
| $1.87M | ﹤0.01% |
47,246
| – | – |
|
2731
InfuSystem Holdings
INFU
$184M
| $1.86M | ﹤0.01% |
219,410
+8,145
| +4% | +$73.5K |
|
|
HTT
2732
High Templar Tech Ltd
HTT
$379M
| $1.86M | ﹤0.01% |
+1,034,156
| New | +$2.9M |
|
|
ONC
2733
BeOne Medicines Ltd
ONC
$32.8B
| $1.85M | ﹤0.01% |
15,026
+12,577
| +514% | +$1.97M |
|
|
AGFS
2734
DELISTED
AgroFresh Solutions Inc
AGFS
| $1.85M | ﹤0.01% |
1,128,767
-3,544
| -0.3% | -$7.62K |
|
2735
Halozyme
HALO
$9.79B
| $1.84M | ﹤0.01% |
102,241
+2,605
| +3% | +$49.4K |
|
2736
Qiagen
QGEN
$8.54B
| $1.84M | ﹤0.01% |
41,685
+8,746
| +27% | +$342K |
|
2737
Biglari Holdings Class A
BH.A
$1.25B
| $1.83M | ﹤0.01% |
6,174
+216
| +4% | +$118K |
|
2738
Build-A-Bear
BBW
$425M
| $1.83M | ﹤0.01% |
1,278,713
+7,959
| +0.6% | +$28.6K |
|
2739
Travelzoo
TZOO
$74.3M
| $1.82M | ﹤0.01% |
464,175
-9,767
| -2% | -$86K |
|
|
TUP
2740
DELISTED
Tupperware Brands Corporation
TUP
| $1.81M | ﹤0.01% |
1,120,243
-103,318
| -8% | -$526K |
|
2741
BGSF Inc
BGSF
$59.5M
| $1.81M | ﹤0.01% |
242,288
+7,368
| +3% | +$124K |
|
|
WORK
2742
DELISTED
Slack Technologies, Inc.
WORK
| $1.8M | ﹤0.01% |
67,010
+53,316
| +389% | +$1.29M |
|
|
ESXB
2743
DELISTED
Community Bankers Trust Corporation
ESXB
| $1.79M | ﹤0.01% |
370,172
+15,183
| +4% | +$121K |
|
|
PRCP
2744
DELISTED
Perceptron Inc
PRCP
| $1.78M | ﹤0.01% |
618,283
-19,771
| -3% | -$97.6K |
|
2745
Ampco-Pittsburgh
AP
$163M
| $1.78M | ﹤0.01% |
711,516
-8,735
| -1% | -$24.2K |
|
2746
Tandy Leather Factory
TLF
$19.3M
| $1.76M | ﹤0.01% |
488,707
-8,600
| -2% | -$41.9K |
|
2747
Climb Global Solutions
CLMB
$500M
| $1.75M | ﹤0.01% |
548,068
+3,608
| +0.7% | +$13.8K |
|
2748
Dawson Geophysical
DWSN
$145M
| $1.73M | ﹤0.01% |
1,779,832
-17,401
| -1% | -$34.9K |
|
2749
Gray Media Inc
GTN.A
$699M
| $1.73M | ﹤0.01% |
145,518
-6,457
| -4% | -$107K |
|
2750
Quaker Houghton
KWR
$2.76B
| $1.72M | ﹤0.01% |
13,628
-156,712
| -92% | -$25.4M |
|
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.