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 | |
|---|---|---|---|---|---|---|
|
MIXT
2926
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $915K | ﹤0.01% |
106,021
| – | – |
|
|
PEI
2927
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $915K | ﹤0.01% |
66,915
-4,646
| -6% | -$225K |
|
2928
Mannatech
MTEX
$9.24M
| $903K | ﹤0.01% |
83,977
| – | – |
|
|
AT
2929
DELISTED
Atlantic Power Corporation
AT
| $902K | ﹤0.01% |
421,456
| – | – |
|
|
TPHS
2930
DELISTED
Trinity Place Holdings Inc.com
TPHS
| $901K | ﹤0.01% |
495,283
-21,452
| -4% | -$61.8K |
|
2931
Trupanion
TRUP
$1.07B
| $899K | ﹤0.01% |
34,542
+2,500
| +8% | +$78.2K |
|
2932
Coca-Cola Europacific Partners
CCEP
$48.3B
| $895K | ﹤0.01% |
23,992
+568
| +2% | +$27.6K |
|
|
CRC
2933
DELISTED
California Resources Corporation
CRC
| $894K | ﹤0.01% |
893,998
-11,965
| -1% | -$74K |
|
|
FRTA
2934
DELISTED
Forterra, Inc
FRTA
| $888K | ﹤0.01% |
148,701
+84,051
| +130% | +$960K |
|
2935
AMREP Corp
AXR
$123M
| $887K | ﹤0.01% |
184,849
-774
| -0.4% | -$4.4K |
|
2936
The Joint Corp
JYNT
$118M
| $886K | ﹤0.01% |
81,662
+9,245
| +13% | +$136K |
|
2937
Educational Development Corp
EDUC
$11.8M
| $885K | ﹤0.01% |
190,319
-2,922
| -2% | -$15.3K |
|
|
SBOW
2938
DELISTED
SilverBow Resources, Inc.
SBOW
| $885K | ﹤0.01% |
358,228
+37,323
| +12% | +$183K |
|
|
PMD
2939
DELISTED
Psychemedics Corporation
PMD
| $883K | ﹤0.01% |
146,021
-2,262
| -2% | -$19.1K |
|
|
UBP
2940
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $880K | ﹤0.01% |
78,309
| – | – |
|
2941
Magyar Bancorp
MGYR
$124M
| $877K | ﹤0.01% |
118,938
-1,050
| -0.9% | -$9.44K |
|
|
BRT
2942
BRT Apartments
BRT
$281M
| $874K | ﹤0.01% |
85,324
+19,643
| +30% | +$303K |
|
2943
Epsilon Energy
EPSN
$169M
| $874K | ﹤0.01% |
327,366
-45,952
| -12% | -$136K |
|
|
DVD
2944
DELISTED
Dover Motorsports
DVD
| $871K | ﹤0.01% |
696,825
| – | – |
|
|
AGS
2945
DELISTED
PlayAGS
AGS
| $866K | ﹤0.01% |
326,743
+2,617
| +0.8% | +$21.6K |
|
2946
Rocky Mountain Chocolate Factory
RMCF
$7.93M
| $865K | ﹤0.01% |
180,146
-3,701
| -2% | -$28.6K |
|
2947
Boston Omaha
BOC
$428M
| $861K | ﹤0.01% |
47,539
+29,849
| +169% | +$572K |
|
2948
ACM Research
ACMR
$5.42B
| $847K | ﹤0.01% |
85,839
-3,603
| -4% | -$38.8K |
|
2949
argenx
ARGX
$53.4B
| $845K | ﹤0.01% |
6,412
-3,038
| -32% | -$445K |
|
2950
Vaalco Energy
EGY
$570M
| $842K | ﹤0.01% |
933,203
+137,445
| +17% | +$260K |
|
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.