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 | |
|---|---|---|---|---|---|---|
|
WTT
3026
DELISTED
Wireless Telecom Group, Inc.
WTT
| $576K | ﹤0.01% |
605,902
| – | – |
|
3027
B2Gold
BTG
$5B
| $575K | ﹤0.01% |
188,017
+169,195
| +899% | +$670K |
|
|
BSQR
3028
DELISTED
BSQUARE Corporation
BSQR
| $575K | ﹤0.01% |
605,473
-48,483
| -7% | -$63.2K |
|
3029
Celldex Therapeutics
CLDX
$2.99B
| $574K | ﹤0.01% |
345,916
+11,060
| +3% | +$25K |
|
3030
Mammoth Energy Services
TUSK
$128M
| $564K | ﹤0.01% |
753,157
-1,294
| -0.2% | -$1.71K |
|
3031
PCB Bancorp
PCB
$392M
| $560K | ﹤0.01% |
57,232
+21,013
| +58% | +$290K |
|
|
SVBI
3032
DELISTED
Severn Bancorp Inc/MD
SVBI
| $560K | ﹤0.01% |
87,283
| – | – |
|
|
MSBF
3033
DELISTED
MSB Financial Corp.
MSBF
| $559K | ﹤0.01% |
45,694
| – | – |
|
3034
Tecnoglass Holdings Inc.
TGLS
$1.93B
| $557K | ﹤0.01% |
144,378
+30,181
| +26% | +$194K |
|
3035
Inseego
INSG
$114M
| $547K | ﹤0.01% |
8,784
+758
| +9% | +$54.7K |
|
|
ALLK
3036
DELISTED
Allakos
ALLK
| $545K | ﹤0.01% |
12,252
-6,394
| -34% | -$437K |
|
|
MN
3037
DELISTED
MANNING & NAPIER, INC.
MN
| $544K | ﹤0.01% |
435,157
| – | – |
|
|
CLPR
3038
Clipper Realty
CLPR
$45.2M
| $541K | ﹤0.01% |
104,530
+19,612
| +23% | +$194K |
|
|
TBIO
3039
DELISTED
Translate Bio, Inc. Common Stock
TBIO
| $534K | ﹤0.01% |
+53,519
| New | +$438K |
|
|
CHMA
3040
DELISTED
Chiasma, Inc. Common Stock
CHMA
| $531K | ﹤0.01% |
145,524
| – | – |
|
3041
Glaukos
GKOS
$9.83B
| $530K | ﹤0.01% |
+17,147
| New | +$880K |
|
|
XONE
3042
DELISTED
The ExOne Company
XONE
| $530K | ﹤0.01% |
82,985
-1,120
| -1% | -$7.38K |
|
|
AFMD
3043
DELISTED
Affimed
AFMD
| $529K | ﹤0.01% |
33,473
| – | – |
|
3044
Hennessy Advisors
HNNA
$77.7M
| $526K | ﹤0.01% |
71,834
+311
| +0.4% | +$3.01K |
|
3045
INNOVATE Corp
VATE
$111M
| $522K | ﹤0.01% |
33,695
-1,295
| -4% | -$37.3K |
|
|
SECO
3046
DELISTED
Secoo Holding Limited ADR
SECO
| $521K | ﹤0.01% |
14,088
+5,941
| +73% | +$346K |
|
3047
Fidelity D&D Bancorp
FDBC
$306M
| $520K | ﹤0.01% |
10,188
| – | – |
|
3048
Hudbay
HBM
$10.1B
| $519K | ﹤0.01% |
273,342
-6,076
| -2% | -$16.8K |
|
|
EIGR
3049
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
| $519K | ﹤0.01% |
2,543
+1,593
| +168% | +$508K |
|
3050
BK Technologies
BKTI
$300M
| $518K | ﹤0.01% |
62,457
-162
| -0.3% | -$1.98K |
|
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.