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 |
AbbVie
ABBV
|
+$214M |
| 2 |
Verizon
VZ
|
+$148M |
| 3 |
Otis Worldwide
OTIS
|
+$142M |
| 4 |
Baidu
BIDU
|
+$124M |
| 5 |
Alibaba
BABA
|
+$120M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$324M |
| 2 |
Amazon
AMZN
|
+$313M |
| 3 |
Bank of America
BAC
|
+$264M |
| 4 |
AGN
Allergan plc
AGN
|
+$259M |
| 5 |
Wells Fargo
WFC
|
+$257M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.39% |
| 2 | Financials | 16.29% |
| 3 | Industrials | 12.76% |
| 4 | Healthcare | 11.61% |
| 5 | Consumer Discretionary | 11.27% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2501
Spyre Therapeutics
SYRE
$8.5B
| $4.61M | ﹤0.01% |
19,949
-1,164
| -6% | -$222K |
|
2502
Compañía de Cervecerías Unidas
CCU
$2.14B
| $4.6M | ﹤0.01% |
320,301
-46,712
| -13% | -$672K |
|
|
ZIXI
2503
DELISTED
Zix Corporation
ZIXI
| $4.58M | ﹤0.01% |
663,989
-615,373
| -48% | -$3.72M |
|
|
CLDT
2504
Chatham Lodging
CLDT
$632M
| $4.56M | ﹤0.01% |
745,608
-12,811
| -2% | -$85.8K |
|
|
MAXR
2505
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $4.56M | ﹤0.01% |
253,991
+74,683
| +42% | +$966K |
|
2506
KT
KT
$8.74B
| $4.53M | ﹤0.01% |
465,517
-3,800
| -0.8% | -$36.2K |
|
2507
LCNB Corp
LCNB
$289M
| $4.53M | ﹤0.01% |
284,024
+15,916
| +6% | +$219K |
|
2508
Key Tronic
KTCC
$42.8M
| $4.52M | ﹤0.01% |
860,414
-9,687
| -1% | -$41.1K |
|
2509
Vermilion Energy
VET
$1.66B
| $4.5M | ﹤0.01% |
1,007,858
-13,754
| -1% | -$64.8K |
|
2510
Sabesp
SBS
$18.4B
| $4.49M | ﹤0.01% |
2,207,781
-1,210,235
| -35% | -$2.03M |
|
2511
First Northwest Bancorp
FNWB
$114M
| $4.49M | ﹤0.01% |
361,155
+5,443
| +2% | +$63.9K |
|
|
SNR
2512
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $4.46M | ﹤0.01% |
1,232,386
+3,712
| +0.3% | +$11.2K |
|
2513
Gyre Therapeutics
GYRE
$629M
| $4.46M | ﹤0.01% |
101,207
-510
| -0.5% | -$23.9K |
|
2514
AstroNova
ALOT
$223M
| $4.44M | ﹤0.01% |
558,277
-11,538
| -2% | -$75.7K |
|
|
HBMD
2515
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
| $4.44M | ﹤0.01% |
418,251
+8,602
| +2% | +$87.8K |
|
|
WBK
2516
DELISTED
Westpac Banking Corporation
WBK
| $4.44M | ﹤0.01% |
354,830
-95,983
| -21% | -$1.05M |
|
|
CBIO
2517
Crescent Biopharma
CBIO
$546M
| $4.43M | ﹤0.01% |
11,781
+28
| +0.2% | +$7.93K |
|
|
AFI
2518
DELISTED
Armstrong Flooring, Inc.
AFI
| $4.42M | ﹤0.01% |
1,479,567
-293,102
| -17% | -$730K |
|
2519
Palomar
PLMR
$3.79B
| $4.41M | ﹤0.01% |
+51,440
| New | +$3.41M |
|
2520
First United
FUNC
$289M
| $4.4M | ﹤0.01% |
330,126
-325
| -0.1% | -$4.61K |
|
|
ENZ
2521
DELISTED
Enzo Biochem, Inc.
ENZ
| $4.4M | ﹤0.01% |
1,962,709
-103,656
| -5% | -$266K |
|
|
GOL
2522
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $4.39M | ﹤0.01% |
646,584
-78,904
| -11% | -$413K |
|
2523
AmeriServ Financial
ASRV
$76.3M
| $4.38M | ﹤0.01% |
1,432,852
-17,513
| -1% | -$51.1K |
|
|
GNTY
2524
DELISTED
Guaranty Bancshares
GNTY
| $4.38M | ﹤0.01% |
186,351
+29,037
| +18% | +$655K |
|
|
CSII
2525
DELISTED
Cardiovascular Systems, Inc.
CSII
| $4.38M | ﹤0.01% |
138,791
+22,044
| +19% | +$823K |
|
Similar funds
Dimensional Fund Advisors's Q2 2020 Portfolio in Review
As of Q2 2020, Dimensional Fund Advisors held 3,428 positions worth $228B, up 19% from $192B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Trading was light in Q2 2020: portfolio turnover was 4.2%. Dimensional Fund Advisors opened 54 new positions and exited 89, leaving the 3,428-position portfolio largely intact.
By sector, the portfolio is most concentrated in Technology at 16% of assets, up from 16% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q2 2020 buy was Otis Worldwide: 2,746,401 shares worth $156M.
- Dimensional Fund Advisors added most to AbbVie in Q2 2020, an estimated $214M increase.
- Dimensional Fund Advisors's biggest Q2 2020 reduction was Apple, cutting an estimated $324M.
- Dimensional Fund Advisors fully exited Allergan plc in Q2 2020, selling an estimated $259M.
- Dimensional Fund Advisors's ten largest holdings make up 12% of its $228B portfolio in Q2 2020.
- Dimensional Fund Advisors opened 54 new positions and closed 89 in Q2 2020.
- Dimensional Fund Advisors's portfolio value rose 19% quarter-over-quarter to $228B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2020, filed 13 Aug 2020.