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 | |
|---|---|---|---|---|---|---|
|
INDT
2276
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $6.95M | ﹤0.01% |
212,524
-102
| -0% | -$4.05K |
|
2277
NLI Holdings
NL
$281M
| $6.94M | ﹤0.01% |
2,328,802
-1,334
| -0.1% | -$4.44K |
|
2278
Citizens & Northern Corp
CZNC
$456M
| $6.92M | ﹤0.01% |
345,995
+7,070
| +2% | +$172K |
|
2279
AtriCure
ATRC
$1.92B
| $6.89M | ﹤0.01% |
205,135
+23,717
| +13% | +$853K |
|
|
PFNX
2280
DELISTED
Pfenex Inc.
PFNX
| $6.89M | ﹤0.01% |
781,106
-48,604
| -6% | -$534K |
|
2281
ASE Group
ASX
$77.3B
| $6.89M | ﹤0.01% |
1,836,096
-113,263
| -6% | -$531K |
|
|
CUTR
2282
DELISTED
Cutera, Inc.
CUTR
| $6.86M | ﹤0.01% |
525,396
-68,143
| -11% | -$1.72M |
|
|
GOOD
2283
Gladstone Commercial Corp
GOOD
$605M
| $6.83M | ﹤0.01% |
475,307
+18,262
| +4% | +$348K |
|
2284
Transcat
TRNS
$799M
| $6.83M | ﹤0.01% |
257,592
+3,030
| +1% | +$90.9K |
|
|
RETA
2285
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $6.81M | ﹤0.01% |
47,097
+10,249
| +28% | +$1.98M |
|
2286
GSI Technology
GSIT
$215M
| $6.79M | ﹤0.01% |
974,887
-1,492
| -0.2% | -$10.7K |
|
|
RESI
2287
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $6.78M | ﹤0.01% |
567,216
+49,351
| +10% | +$577K |
|
2288
W&T Offshore
WTI
$534M
| $6.75M | ﹤0.01% |
3,969,253
-805,562
| -17% | -$2.75M |
|
2289
SEACOR Marine Holdings
SMHI
$256M
| $6.75M | ﹤0.01% |
1,540,307
+11,208
| +0.7% | +$98.7K |
|
|
BFS
2290
Saul Centers
BFS
$836M
| $6.73M | ﹤0.01% |
205,671
+1,270
| +0.6% | +$57.3K |
|
|
ZAGG
2291
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $6.68M | ﹤0.01% |
2,146,886
+56,427
| +3% | +$368K |
|
2292
ENI
E
$80.5B
| $6.67M | ﹤0.01% |
336,531
-149
| -0% | -$3.78K |
|
2293
Goldgroup Mining Inc.
GORO
$157M
| $6.64M | ﹤0.01% |
2,415,874
+59,479
| +3% | +$268K |
|
2294
Civista Bancshares
CIVB
$604M
| $6.63M | ﹤0.01% |
443,442
+38,051
| +9% | +$766K |
|
|
UBA
2295
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $6.61M | ﹤0.01% |
468,514
+4,945
| +1% | +$102K |
|
|
INOV
2296
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $6.6M | ﹤0.01% |
396,370
+89,315
| +29% | +$1.69M |
|
|
FARM
2297
DELISTED
Farmer Brothers
FARM
| $6.58M | ﹤0.01% |
944,682
+43,255
| +5% | +$503K |
|
2298
Home Bancorp
HBCP
$561M
| $6.56M | ﹤0.01% |
268,772
+16,620
| +7% | +$547K |
|
|
NPKI
2299
NPK International
NPKI
$1.06B
| $6.54M | ﹤0.01% |
7,293,023
-197,472
| -3% | -$740K |
|
2300
Cushman & Wakefield Ltd
CWK
$3.14B
| $6.54M | ﹤0.01% |
555,716
+271,583
| +96% | +$4.68M |
|
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.