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 | |
|---|---|---|---|---|---|---|
|
CDR
2851
DELISTED
Cedar Realty Trust, Inc
CDR
| $1.19M | ﹤0.01% |
193,471
-11,909
| -6% | -$184K |
|
|
MBCN
2852
DELISTED
Middlefield Banc Corp
MBCN
| $1.17M | ﹤0.01% |
74,292
+900
| +1% | +$20.4K |
|
|
MRSN
2853
DELISTED
Mersana Therapeutics
MRSN
| $1.17M | ﹤0.01% |
8,045
+4,026
| +100% | +$704K |
|
2854
Data I/O
DAIO
$29.2M
| $1.17M | ﹤0.01% |
416,516
-2,900
| -0.7% | -$10.6K |
|
|
XNET
2855
Xunlei
XNET
$340M
| $1.17M | ﹤0.01% |
354,683
+39,771
| +13% | +$165K |
|
2856
Network-1 Technologies
NTIP
$37M
| $1.15M | ﹤0.01% |
528,552
+2,513
| +0.5% | +$5.68K |
|
|
RDFN
2857
DELISTED
Redfin
RDFN
| $1.15M | ﹤0.01% |
74,311
+51,757
| +229% | +$1.21M |
|
|
USX
2858
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $1.14M | ﹤0.01% |
342,309
+153,435
| +81% | +$742K |
|
|
LEAF
2859
DELISTED
Leaf Group Ltd.
LEAF
| $1.14M | ﹤0.01% |
849,394
-63,559
| -7% | -$173K |
|
|
TCFC
2860
DELISTED
The Community Financial Corporation Common Stock
TCFC
| $1.14M | ﹤0.01% |
51,387
+737
| +1% | +$22.5K |
|
|
OSB
2861
DELISTED
Norbord Inc.
OSB
| $1.13M | ﹤0.01% |
95,717
-9,454
| -9% | -$238K |
|
|
AHT
2862
Ashford Hospitality Trust
AHT
$20.9M
| $1.13M | ﹤0.01% |
1,532
-32
| -2% | -$66.6K |
|
2863
Silvercrest Asset Management
SAMG
$79M
| $1.13M | ﹤0.01% |
119,610
+1,686
| +1% | +$19.4K |
|
|
CURO
2864
DELISTED
CURO Group Holdings Corp.
CURO
| $1.13M | ﹤0.01% |
213,245
+31,563
| +17% | +$301K |
|
|
PVBC
2865
DELISTED
Provident Bancorp
PVBC
| $1.13M | ﹤0.01% |
130,715
-519
| -0.4% | -$5.74K |
|
2866
First Capital
FCAP
$212M
| $1.12M | ﹤0.01% |
18,675
| – | – |
|
|
ISEE
2867
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $1.12M | ﹤0.01% |
325,107
+63,246
| +24% | +$370K |
|
2868
Angi Inc
ANGI
$229M
| $1.12M | ﹤0.01% |
21,290
-1,019
| -5% | -$75.8K |
|
2869
MIND Technology
MIND
$45.3M
| $1.11M | ﹤0.01% |
88,988
-2,070
| -2% | -$50K |
|
|
PCH
2870
DELISTED
PotlatchDeltic
PCH
| $1.11M | ﹤0.01% |
35,350
+5,846
| +20% | +$226K |
|
2871
Daily Journal
DJCO
$809M
| $1.1M | ﹤0.01% |
4,830
-108
| -2% | -$28.4K |
|
|
CNST
2872
DELISTED
Constellation Pharmaceuticals, Inc.
CNST
| $1.1M | ﹤0.01% |
35,018
| – | – |
|
|
PATI
2873
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $1.1M | ﹤0.01% |
116,799
+889
| +0.8% | +$11.7K |
|
|
TUES
2874
DELISTED
Tuesday Morning Corp
TUES
| $1.09M | ﹤0.01% |
1,896,475
-10,344
| -0.5% | -$14.8K |
|
|
SHI
2875
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $1.08M | ﹤0.01% |
44,241
-7,023
| -14% | -$187K |
|
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.