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 | |
|---|---|---|---|---|---|---|
|
TCS
2526
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
| $4.37M | ﹤0.01% |
89,881
+2,555
| +3% | +$98.6K |
|
|
PFSW
2527
DELISTED
PFSweb, Inc.
PFSW
| $4.35M | ﹤0.01% |
651,811
-7,197
| -1% | -$38.2K |
|
2528
ENI
E
$78.1B
| $4.35M | ﹤0.01% |
225,782
-110,749
| -33% | -$2.13M |
|
|
RST
2529
DELISTED
ROSETTA STONE INC
RST
| $4.35M | ﹤0.01% |
257,898
-31,753
| -11% | -$534K |
|
2530
Value Line
VALU
$333M
| $4.3M | ﹤0.01% |
159,168
+1,003
| +0.6% | +$28.7K |
|
|
WSR
2531
DELISTED
Whitestone REIT
WSR
| $4.28M | ﹤0.01% |
588,292
| – | – |
|
|
EGLE
2532
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $4.27M | ﹤0.01% |
278,611
-64,502
| -19% | -$866K |
|
|
ONC
2533
BeOne Medicines Ltd
ONC
$33.9B
| $4.22M | ﹤0.01% |
22,373
+7,347
| +49% | +$1.2M |
|
|
SNCR
2534
DELISTED
Synchronoss Technologies
SNCR
| $4.21M | ﹤0.01% |
132,460
-22,862
| -15% | -$630K |
|
|
SWCH
2535
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $4.19M | ﹤0.01% |
235,317
+68,716
| +41% | +$1.2M |
|
2536
Kontoor Brands
KTB
$4.71B
| $4.19M | ﹤0.01% |
235,172
+1,006
| +0.4% | +$17.9K |
|
2537
Northern Oil and Gas
NOG
$2.29B
| $4.18M | ﹤0.01% |
498,397
-88,605
| -15% | -$758K |
|
|
CVLY
2538
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $4.17M | ﹤0.01% |
301,453
+10,943
| +4% | +$146K |
|
|
OXFD
2539
DELISTED
Oxford Immunotec Global PLC Ordinary Shares
OXFD
| $4.15M | ﹤0.01% |
319,481
+22,678
| +8% | +$272K |
|
2540
Gildan
GIL
$9.49B
| $4.12M | ﹤0.01% |
266,124
+61,290
| +30% | +$905K |
|
2541
Merchants Bancorp
MBIN
$2.49B
| $4.12M | ﹤0.01% |
334,022
+66,101
| +25% | +$698K |
|
|
JAX
2542
DELISTED
J. Alexander's Holdings, Inc.
JAX
| $4.1M | ﹤0.01% |
833,461
+4,047
| +0.5% | +$18.4K |
|
2543
IAMGOLD
IAG
$8.05B
| $4.08M | ﹤0.01% |
1,032,568
+606,937
| +143% | +$2.09M |
|
|
OLP
2544
One Liberty Properties
OLP
$542M
| $4.08M | ﹤0.01% |
231,337
+5,055
| +2% | +$80.1K |
|
|
TEF
2545
DELISTED
Telefonica
TEF
| $4.08M | ﹤0.01% |
1,004,729
-49,419
| -5% | -$191K |
|
|
SMMF
2546
DELISTED
Summit Financial Group, Inc.
SMMF
| $4.06M | ﹤0.01% |
246,099
+15,113
| +7% | +$248K |
|
2547
Comscore
SCOR
$113M
| $4.05M | ﹤0.01% |
65,352
+6,423
| +11% | +$385K |
|
|
LUNA
2548
DELISTED
Luna Innovations Incorporated
LUNA
| $4.05M | ﹤0.01% |
693,695
+923
| +0.1% | +$6.01K |
|
2549
Flotek Industries
FTK
$789M
| $4.03M | ﹤0.01% |
560,022
-53,276
| -9% | -$305K |
|
2550
i3 Verticals
IIIV
$419M
| $3.99M | ﹤0.01% |
131,842
+5,996
| +5% | +$152K |
|
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.