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 | |
|---|---|---|---|---|---|---|
|
HALL
2326
DELISTED
Hallmark Financial Services, Inc.
HALL
| $6.14M | ﹤0.01% |
151,912
-364
| -0.2% | -$49.3K |
|
2327
Atara Biotherapeutics
ATRA
$75.5M
| $6.12M | ﹤0.01% |
28,775
+3,729
| +15% | +$1.18M |
|
2328
Independent Bank Corp
IBCP
$787M
| $6.12M | ﹤0.01% |
475,621
-799
| -0.2% | -$15.5K |
|
|
SPNS
2329
DELISTED
Sapiens International
SPNS
| $6.12M | ﹤0.01% |
321,737
+5,926
| +2% | +$135K |
|
2330
Frequency Electronics
FEIM
$572M
| $6.1M | ﹤0.01% |
667,641
-4,801
| -0.7% | -$43.2K |
|
|
RFP
2331
DELISTED
Resolute Forest Products Inc.
RFP
| $6.1M | ﹤0.01% |
4,842,651
-11,349
| -0.2% | -$33.9K |
|
|
SLCA
2332
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $6.09M | ﹤0.01% |
3,383,669
-208,416
| -6% | -$887K |
|
|
UMH
2333
UMH Properties
UMH
$1.29B
| $6.04M | ﹤0.01% |
556,239
+38,149
| +7% | +$554K |
|
|
HMNF
2334
DELISTED
HMN Financial Inc
HMNF
| $6.04M | ﹤0.01% |
335,335
+262
| +0.1% | +$5.18K |
|
|
AMAG
2335
DELISTED
AMAG Pharmaceuticals
AMAG
| $6.03M | ﹤0.01% |
975,857
+59,574
| +7% | +$525K |
|
|
HOME
2336
DELISTED
At Home Group Inc.
HOME
| $5.99M | ﹤0.01% |
2,965,633
+356,997
| +14% | +$1.75M |
|
2337
Liberty Media Series A
FWONA
$22.5B
| $5.96M | ﹤0.01% |
241,339
+12,368
| +5% | +$446K |
|
|
GTHX
2338
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $5.96M | ﹤0.01% |
541,225
+9,811
| +2% | +$183K |
|
|
DLA
2339
DELISTED
Delta Apparel Inc.
DLA
| $5.95M | ﹤0.01% |
571,273
-1,463
| -0.3% | -$31.2K |
|
|
CWBC
2340
Community West Bancshares
CWBC
$679M
| $5.93M | ﹤0.01% |
454,570
+25,422
| +6% | +$453K |
|
2341
Opko Health
OPK
$985M
| $5.9M | ﹤0.01% |
4,404,818
-14,815
| -0.3% | -$23.2K |
|
2342
Inovio Pharmaceuticals
INO
$55.7M
| $5.87M | ﹤0.01% |
65,695
-24,597
| -27% | -$1.52M |
|
2343
Freshpet
FRPT
$2.93B
| $5.87M | ﹤0.01% |
91,839
+65,602
| +250% | +$4.21M |
|
2344
Ultralife
ULBI
$86.4M
| $5.86M | ﹤0.01% |
1,126,670
+3,894
| +0.3% | +$26.6K |
|
|
IVAC
2345
DELISTED
Intevac Inc
IVAC
| $5.85M | ﹤0.01% |
1,430,793
+414
| +0% | +$2.48K |
|
|
TVTY
2346
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $5.85M | ﹤0.01% |
930,085
-281,735
| -23% | -$4.54M |
|
|
QEP
2347
DELISTED
QEP RESOURCES, INC.
QEP
| $5.84M | ﹤0.01% |
17,463,338
-101,020
| -0.6% | -$243K |
|
2348
InterContinental Hotels
IHG
$24.1B
| $5.83M | ﹤0.01% |
138,256
+256
| +0.2% | +$14.3K |
|
2349
Shore Bancshares
SHBI
$819M
| $5.81M | ﹤0.01% |
535,777
+13,755
| +3% | +$201K |
|
2350
PAR Technology
PAR
$699M
| $5.79M | ﹤0.01% |
450,391
-39,390
| -8% | -$1.03M |
|
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.