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 | |
|---|---|---|---|---|---|---|
2251
Lifetime Brands
LCUT
$191M
| $7.41M | ﹤0.01% |
1,310,744
+6,281
| +0.5% | +$40.8K |
|
2252
Atlanticus Holdings
ATLC
$1.59B
| $7.39M | ﹤0.01% |
744,973
-21,071
| -3% | -$247K |
|
|
TREC
2253
DELISTED
Trecora Resources
TREC
| $7.33M | ﹤0.01% |
1,232,205
+36,327
| +3% | +$231K |
|
2254
Tanger
SKT
$4.67B
| $7.33M | ﹤0.01% |
1,465,441
-18,325
| -1% | -$224K |
|
|
VCRA
2255
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $7.31M | ﹤0.01% |
344,036
+43,556
| +14% | +$991K |
|
2256
Telefônica Brasil
VIV
$20.6B
| $7.27M | ﹤0.01% |
762,237
-5,786
| -0.8% | -$73.5K |
|
|
RYZ
2257
Ryerson Holding Corp
RYZ
$1.44B
| $7.26M | ﹤0.01% |
1,365,568
-11,476
| -0.8% | -$101K |
|
|
LTRPA
2258
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $7.26M | ﹤0.01% |
4,031,243
-150,003
| -4% | -$752K |
|
|
ONDK
2259
DELISTED
On Deck Capital, Inc.
ONDK
| $7.25M | ﹤0.01% |
4,707,787
+97,358
| +2% | +$317K |
|
2260
Antero Resources
AR
$11.1B
| $7.25M | ﹤0.01% |
10,166,602
-335,304
| -3% | -$561K |
|
2261
C&F Financial
CFFI
$268M
| $7.23M | ﹤0.01% |
181,291
+2,965
| +2% | +$137K |
|
|
INN
2262
Summit Hotel Properties
INN
$746M
| $7.23M | ﹤0.01% |
1,713,703
+50,370
| +3% | +$474K |
|
2263
Tilly's
TLYS
$116M
| $7.21M | ﹤0.01% |
1,746,819
+68,822
| +4% | +$506K |
|
2264
BCE
BCE
$20.2B
| $7.19M | ﹤0.01% |
175,890
+18,153
| +12% | +$814K |
|
2265
Core Laboratories
CLB
$490M
| $7.12M | ﹤0.01% |
688,763
+38,503
| +6% | +$1.08M |
|
2266
NVE Corp
NVEC
$562M
| $7.12M | ﹤0.01% |
136,823
-1,500
| -1% | -$98.1K |
|
|
HNGR
2267
DELISTED
Hanger Inc.
HNGR
| $7.12M | ﹤0.01% |
456,826
+10,139
| +2% | +$229K |
|
2268
Titan International
TWI
$466M
| $7.11M | ﹤0.01% |
4,586,716
-118,618
| -3% | -$304K |
|
|
CALA
2269
DELISTED
Calithera Biosciences, Inc
CALA
| $7.11M | ﹤0.01% |
80,065
+4,384
| +6% | +$522K |
|
2270
Flexsteel Industries
FLXS
$302M
| $7.1M | ﹤0.01% |
648,055
+23,064
| +4% | +$359K |
|
|
QUOT
2271
DELISTED
Quotient Technology Inc
QUOT
| $7.07M | ﹤0.01% |
1,086,921
+26,850
| +3% | +$240K |
|
|
FOLD
2272
DELISTED
Amicus Therapeutics
FOLD
| $7.04M | ﹤0.01% |
761,803
+42,907
| +6% | +$408K |
|
2273
Westwood Holdings Group
WHG
$182M
| $6.99M | ﹤0.01% |
381,924
-12,199
| -3% | -$306K |
|
2274
Colliers International
CIGI
$5.04B
| $6.96M | ﹤0.01% |
145,048
+9,290
| +7% | +$697K |
|
2275
Consolidated Water Co
CWCO
$467M
| $6.96M | ﹤0.01% |
424,625
-5,630
| -1% | -$93.8K |
|
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.