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 | |
|---|---|---|---|---|---|---|
|
YARW
3076
Yarrow Bioscience, Inc. Common Stock
YARW
$23.4M
| $446K | ﹤0.01% |
46
+19
| +70% | +$298K |
|
3077
Arq
ARQ
$84.6M
| $440K | ﹤0.01% |
66,915
-4,865
| -7% | -$47.3K |
|
3078
First Majestic Silver
AG
$7.41B
| $437K | ﹤0.01% |
70,655
-86,720
| -55% | -$775K |
|
|
LONE
3079
DELISTED
Lonestar Resources US Inc. Class A Common Stock
LONE
| $436K | ﹤0.01% |
1,052,414
-43,105
| -4% | -$62.4K |
|
|
LBY
3080
DELISTED
Libbey, Inc.
LBY
| $434K | ﹤0.01% |
850,866
-363,891
| -30% | -$445K |
|
|
WEBK
3081
DELISTED
Wellesley Bancorp, Inc.
WEBK
| $434K | ﹤0.01% |
14,732
+1,185
| +9% | +$44.9K |
|
3082
SIFCO Industries
SIF
$161M
| $433K | ﹤0.01% |
206,208
| – | – |
|
|
STND
3083
DELISTED
Standard AVB Financial Corp. Common Stock
STND
| $430K | ﹤0.01% |
20,307
+1,200
| +6% | +$32.8K |
|
|
CLDR
3084
DELISTED
Cloudera, Inc.
CLDR
| $428K | ﹤0.01% |
54,340
| – | – |
|
3085
CarParts.com
PRTS
$43.7M
| $425K | ﹤0.01% |
24,298
+3,476
| +17% | +$84.1K |
|
3086
Genasys
GNSS
$76.1M
| $424K | ﹤0.01% |
129,524
+4,529
| +4% | +$14.5K |
|
|
FSFG
3087
DELISTED
First Savings Financial Group
FSFG
| $422K | ﹤0.01% |
32,541
+771
| +2% | +$14.9K |
|
3088
Icon
ICLR
$12.6B
| $416K | ﹤0.01% |
3,056
+1,136
| +59% | +$182K |
|
|
CUO
3089
DELISTED
Continental Materials Corporation
CUO
| $415K | ﹤0.01% |
46,062
-1,419
| -3% | -$11.6K |
|
|
STRR
3090
DELISTED
Star Equity Holdings
STRR
| $411K | ﹤0.01% |
20,698
| – | – |
|
3091
HDFC Bank
HDB
$123B
| $406K | ﹤0.01% |
21,098
| – | – |
|
3092
PagSeguro Digital
PAGS
$2.69B
| $404K | ﹤0.01% |
20,912
+7,790
| +59% | +$237K |
|
3093
Viking Therapeutics
VKTX
$3.7B
| $404K | ﹤0.01% |
86,327
+47,021
| +120% | +$289K |
|
|
SNDE
3094
DELISTED
Sundance Energy Inc. Common Stock
SNDE
| $404K | ﹤0.01% |
177,950
+1,214
| +0.7% | +$11.5K |
|
|
EMMS
3095
DELISTED
Emmis Communications Corp
EMMS
| $402K | ﹤0.01% |
200,777
-12,850
| -6% | -$43.2K |
|
3096
Voyager Therapeutics
VYGR
$183M
| $399K | ﹤0.01% |
43,651
+30,378
| +229% | +$349K |
|
|
SANW
3097
DELISTED
S&W Seed Co
SANW
| $397K | ﹤0.01% |
10,351
-140
| -1% | -$6.13K |
|
3098
XBiotech
XBIT
$68M
| $393K | ﹤0.01% |
36,988
-8,671
| -19% | -$141K |
|
|
GVP
3099
DELISTED
GSE Systems, Inc.
GVP
| $392K | ﹤0.01% |
42,063
-1,510
| -3% | -$20.4K |
|
3100
Coda Octopus Group
CODA
$114M
| $387K | ﹤0.01% |
68,906
| – | – |
|
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.