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 | |
|---|---|---|---|---|---|---|
|
GPOR
2376
DELISTED
Gulfport Energy Corp.
GPOR
| $5.36M | ﹤0.01% |
12,050,320
-771,889
| -6% | -$1.02M |
|
2377
SmartFinancial
SMBK
$896M
| $5.34M | ﹤0.01% |
351,432
+30,559
| +10% | +$600K |
|
|
SFE
2378
DELISTED
Safeguard Scientifics, Inc.
SFE
| $5.34M | ﹤0.01% |
961,684
-26,573
| -3% | -$237K |
|
2379
Lennar Class B
LEN.B
$19.4B
| $5.32M | ﹤0.01% |
193,550
-2,024
| -1% | -$88.5K |
|
2380
Willdan Group
WLDN
$1.04B
| $5.31M | ﹤0.01% |
248,549
-82,275
| -25% | -$2.53M |
|
|
MIK
2381
DELISTED
Michaels Stores, Inc
MIK
| $5.29M | ﹤0.01% |
3,266,770
-83,166
| -2% | -$394K |
|
2382
Bridgford Foods
BRID
$57.6M
| $5.29M | ﹤0.01% |
229,311
-3,616
| -2% | -$76.1K |
|
|
GV
2383
DELISTED
Goldfield Corporation
GV
| $5.29M | ﹤0.01% |
1,860,900
+9,574
| +0.5% | +$31.4K |
|
|
KIN
2384
DELISTED
Kindred Biosciences, Inc.
KIN
| $5.26M | ﹤0.01% |
1,314,075
-17,769
| -1% | -$151K |
|
|
TNAV
2385
DELISTED
Telenav Inc.
TNAV
| $5.26M | ﹤0.01% |
1,216,728
-116,316
| -9% | -$599K |
|
|
ENZ
2386
DELISTED
Enzo Biochem, Inc.
ENZ
| $5.23M | ﹤0.01% |
2,066,365
-61,835
| -3% | -$152K |
|
|
HMTV
2387
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $5.22M | ﹤0.01% |
611,338
+21,299
| +4% | +$264K |
|
|
XRN
2388
Chiron Real Estate Inc
XRN
$514M
| $5.22M | ﹤0.01% |
103,130
+24,650
| +31% | +$1.66M |
|
2389
Geospace Technologies
GEOS
$94.6M
| $5.2M | ﹤0.01% |
812,587
+16,961
| +2% | +$202K |
|
|
CIO
2390
DELISTED
City Office REIT
CIO
| $5.19M | ﹤0.01% |
718,162
+68,623
| +11% | +$815K |
|
2391
Southern Missouri Bancorp
SMBC
$852M
| $5.19M | ﹤0.01% |
213,948
+11,026
| +5% | +$373K |
|
2392
Ironwood Pharmaceuticals
IRWD
$696M
| $5.19M | ﹤0.01% |
514,204
+382,409
| +290% | +$4.49M |
|
|
CLCT
2393
DELISTED
Collectors Universe
CLCT
| $5.17M | ﹤0.01% |
329,884
-5,618
| -2% | -$126K |
|
2394
Goosehead Insurance
GSHD
$2.2B
| $5.14M | ﹤0.01% |
115,125
+40,588
| +54% | +$2.01M |
|
2395
Amtech Systems
ASYS
$268M
| $5.13M | ﹤0.01% |
1,180,376
+1,314
| +0.1% | +$7.39K |
|
|
ARA
2396
DELISTED
American Renal Associates Holdings, Inc
ARA
| $5.13M | ﹤0.01% |
775,474
+3,714
| +0.5% | +$32.4K |
|
2397
Value Line
VALU
$321M
| $5.12M | ﹤0.01% |
158,165
+451
| +0.3% | +$14K |
|
2398
Sonos
SONO
$1.73B
| $5.11M | ﹤0.01% |
602,697
+52,249
| +9% | +$645K |
|
|
JNCE
2399
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $5.1M | ﹤0.01% |
1,074,216
+219,610
| +26% | +$1.26M |
|
2400
NN Inc
NNBR
$255M
| $5.08M | ﹤0.01% |
2,933,148
+38,025
| +1% | +$272K |
|
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.