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 | |
|---|---|---|---|---|---|---|
2976
Smart Sand
SND
$185M
| $747K | ﹤0.01% |
717,852
-1,076
| -0.1% | -$1.82K |
|
2977
Plumas Bancorp
PLBC
$427M
| $740K | ﹤0.01% |
40,001
+1,421
| +4% | +$34.4K |
|
|
VRAY
2978
DELISTED
ViewRay, Inc.
VRAY
| $732K | ﹤0.01% |
293,069
+148,052
| +102% | +$419K |
|
|
NSEC
2979
DELISTED
National Security Group Inc
NSEC
| $726K | ﹤0.01% |
53,671
| – | – |
|
2980
Flanigan's Enterprises
BDL
$77.6M
| $725K | ﹤0.01% |
62,485
| – | – |
|
2981
J. Jill
JILL
$272M
| $720K | ﹤0.01% |
260,722
| – | – |
|
2982
PrimeEnergy Resources
PNRG
$298M
| $714K | ﹤0.01% |
9,649
+785
| +9% | +$93.9K |
|
2983
Virgin Galactic
SPCE
$328M
| $711K | ﹤0.01% |
2,408
+1,391
| +137% | +$529K |
|
|
GDP
2984
DELISTED
Goodrich Petroleum Corporation Common Stock
GDP
| $701K | ﹤0.01% |
164,451
-1,736
| -1% | -$10.7K |
|
|
ASFI
2985
DELISTED
Asta Funding Inc
ASFI
| $701K | ﹤0.01% |
84,433
| – | – |
|
|
ALR
2986
DELISTED
AlerisLife Inc
ALR
| $700K | ﹤0.01% |
+251,611
| New | +$1.06M |
|
|
FG
2987
DELISTED
FGL Holdings Ordinary Shares
FG
| $695K | ﹤0.01% |
+70,968
| New | +$750K |
|
2988
United Microelectronic
UMC
$47.7B
| $691K | ﹤0.01% |
318,420
-27,590
| -8% | -$69.6K |
|
2989
Mid Penn Bancorp
MPB
$971M
| $688K | ﹤0.01% |
33,965
+4,818
| +17% | +$114K |
|
2990
OR Royalties Inc
OR
$5.58B
| $686K | ﹤0.01% |
92,174
+58,395
| +173% | +$519K |
|
|
AIOT
2991
PowerFleet Inc
AIOT
$526M
| $686K | ﹤0.01% |
198,216
-19,232
| -9% | -$124K |
|
|
FLNT
2992
Fluent
FLNT
$102M
| $679K | ﹤0.01% |
96,656
+17,455
| +22% | +$239K |
|
|
SGB
2993
DELISTED
Southwest Georgia Financial Corporation
SGB
| $679K | ﹤0.01% |
37,163
+2,585
| +7% | +$76.1K |
|
2994
Esquire Financial Holdings
ESQ
$1.12B
| $678K | ﹤0.01% |
45,031
+4,970
| +12% | +$109K |
|
2995
iRadimed
IRMD
$1.16B
| $676K | ﹤0.01% |
31,704
+5,823
| +22% | +$139K |
|
2996
Kodiak Sciences
KOD
$2.6B
| $676K | ﹤0.01% |
14,179
| – | – |
|
2997
Oak Valley Bancorp
OVLY
$285M
| $674K | ﹤0.01% |
42,848
+3,794
| +10% | +$64.9K |
|
2998
Century Casinos
CNTY
$34M
| $669K | ﹤0.01% |
277,639
-126
| -0% | -$818 |
|
2999
Amplify Energy
AMPY
$161M
| $668K | ﹤0.01% |
1,181,153
+101,710
| +9% | +$445K |
|
3000
Siebert Financial
SIEB
$66.7M
| $667K | ﹤0.01% |
92,414
| – | – |
|
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.