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 | |
|---|---|---|---|---|---|---|
2876
Crown Crafts
CRWS
$31.7M
| $1.07M | ﹤0.01% |
224,733
+1,803
| +0.8% | +$10.7K |
|
|
FNJN
2877
DELISTED
Finjan Holdings, Inc.
FNJN
| $1.07M | ﹤0.01% |
1,068,456
-84,861
| -7% | -$144K |
|
2878
Impinj
PI
$4.62B
| $1.06M | ﹤0.01% |
63,465
+17,739
| +39% | +$479K |
|
|
SIEN
2879
DELISTED
Sientra, Inc.
SIEN
| $1.06M | ﹤0.01% |
53,295
+3,372
| +7% | +$176K |
|
2880
Optical Cable Corp
OCC
$131M
| $1.06M | ﹤0.01% |
440,174
| – | – |
|
2881
Ponce Financial Group
PDLB
$488M
| $1.05M | ﹤0.01% |
142,298
+8,942
| +7% | +$85.7K |
|
2882
Beasley Broadcasting Group
BBGI
$37.8M
| $1.05M | ﹤0.01% |
28,271
+350
| +1% | +$22.3K |
|
|
ICBK
2883
DELISTED
County Bancorp, Inc. Common Stock
ICBK
| $1.04M | ﹤0.01% |
56,431
+773
| +1% | +$18.1K |
|
2884
NXP Semiconductors
NXPI
$57.8B
| $1.04M | ﹤0.01% |
12,557
+103
| +0.8% | +$12.1K |
|
|
SALM
2885
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $1.04M | ﹤0.01% |
1,189,440
-18,218
| -2% | -$23.6K |
|
|
ATXS
2886
DELISTED
Astria Therapeutics
ATXS
| $1.02M | ﹤0.01% |
40,996
+1,600
| +4% | +$49.6K |
|
2887
Kiniksa Pharmaceuticals
KNSA
$5.8B
| $1.02M | ﹤0.01% |
65,871
+39,181
| +147% | +$613K |
|
2888
Fortuna Silver Mines
FSM
$2.55B
| $1.01M | ﹤0.01% |
438,979
+148,017
| +51% | +$501K |
|
2889
Virco
VIRC
$95.2M
| $1.01M | ﹤0.01% |
480,461
-6,373
| -1% | -$23.7K |
|
2890
RCM Technologies
RCMT
$201M
| $1M | ﹤0.01% |
803,304
-22,994
| -3% | -$54.2K |
|
|
CEA
2891
DELISTED
China Eastern Airlines
CEA
| $1M | ﹤0.01% |
57,623
+35,429
| +160% | +$812K |
|
2892
Turkcell
TKC
$4.68B
| $998K | ﹤0.01% |
214,675
-150,016
| -41% | -$850K |
|
2893
BridgeBio Pharma
BBIO
$15.7B
| $996K | ﹤0.01% |
34,339
+26,353
| +330% | +$817K |
|
2894
Princeton Bancorp
BPRN
$281M
| $995K | ﹤0.01% |
42,810
+3,214
| +8% | +$91.7K |
|
2895
Champions Oncology
CSBR
$74.5M
| $986K | ﹤0.01% |
133,253
| – | – |
|
|
GOGL
2896
DELISTED
Golden Ocean Group
GOGL
| $986K | ﹤0.01% |
315,132
| – | – |
|
|
CSLT
2897
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $983K | ﹤0.01% |
1,358,872
-14,090
| -1% | -$15.7K |
|
2898
LGL Group
LGL
$45.2M
| $982K | ﹤0.01% |
291,505
+10,650
| +4% | +$49.9K |
|
2899
Security National Financial
SNFCA
$244M
| $982K | ﹤0.01% |
315,834
+7,730
| +3% | +$29.8K |
|
2900
Nokia
NOK
$51B
| $981K | ﹤0.01% |
316,585
-14,179
| -4% | -$52.7K |
|
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.