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 | |
|---|---|---|---|---|---|---|
|
YRD
2601
Yiren Digital
YRD
$93.6M
| $3.34M | ﹤0.01% |
809,463
+101,317
| +14% | +$403K |
|
|
AGFS
2602
DELISTED
AgroFresh Solutions Inc
AGFS
| $3.33M | ﹤0.01% |
1,098,503
-30,264
| -3% | -$75K |
|
|
ESTE
2603
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $3.3M | ﹤0.01% |
1,161,893
-190,554
| -14% | -$465K |
|
2604
Metropolitan Bank Holding Corp
MCB
$1.15B
| $3.28M | ﹤0.01% |
102,264
+18,570
| +22% | +$494K |
|
|
TECX
2605
Tectonic Therapeutic
TECX
$536M
| $3.28M | ﹤0.01% |
15,656
+2,612
| +20% | +$538K |
|
|
EEX
2606
DELISTED
Emerald Holding
EEX
| $3.27M | ﹤0.01% |
1,060,159
-486,368
| -31% | -$1.15M |
|
|
CETV
2607
DELISTED
Central European Media Enterprises Ltd
CETV
| $3.26M | ﹤0.01% |
920,808
| – | – |
|
|
LORL
2608
DELISTED
Loral Space and Communications, Inc.
LORL
| $3.24M | ﹤0.01% |
165,951
+10,643
| +7% | +$199K |
|
|
RVI
2609
DELISTED
Retail Value Inc. Common Shares
RVI
| $3.19M | ﹤0.01% |
2,809,855
-79,301
| -3% | -$89.8K |
|
2610
Garrett Motion
GTX
$5.39B
| $3.18M | ﹤0.01% |
573,837
-12,116
| -2% | -$59.2K |
|
|
CBAY
2611
DELISTED
Cymabay Therapeutics
CBAY
| $3.18M | ﹤0.01% |
910,303
-149,228
| -14% | -$431K |
|
2612
Compañía de Minas Buenaventura
BVN
$7.68B
| $3.16M | ﹤0.01% |
346,224
| – | – |
|
|
GSB
2613
DELISTED
GlobalSCAPE, Inc.
GSB
| $3.15M | ﹤0.01% |
323,499
+118
| +0% | +$1.09K |
|
|
CGC
2614
Canopy Growth
CGC
$376M
| $3.13M | ﹤0.01% |
19,371
+109
| +0.6% | +$17.6K |
|
|
TESS
2615
DELISTED
Tessco Technologies Inc
TESS
| $3.12M | ﹤0.01% |
567,955
-51,779
| -8% | -$275K |
|
|
CAJ
2616
DELISTED
Canon, Inc.
CAJ
| $3.12M | ﹤0.01% |
156,167
-3,277
| -2% | -$67.8K |
|
|
PPIH
2617
Perma-Pipe International
PPIH
$189M
| $3.12M | ﹤0.01% |
554,783
-3,560
| -0.6% | -$20.6K |
|
2618
Electromed
ELMD
$333M
| $3.1M | ﹤0.01% |
201,473
+7,997
| +4% | +$111K |
|
|
GIFI
2619
DELISTED
Gulf Island Fabrication
GIFI
| $3.1M | ﹤0.01% |
1,009,690
-80,526
| -7% | -$242K |
|
2620
Maui Land & Pineapple Co
MLP
$354M
| $3.08M | ﹤0.01% |
277,235
-8,419
| -3% | -$88.2K |
|
2621
ACM Research
ACMR
$4.51B
| $3.07M | ﹤0.01% |
147,534
+61,695
| +72% | +$1.01M |
|
2622
Pixelworks
PXLW
$37.2M
| $3.06M | ﹤0.01% |
78,819
-172
| -0.2% | -$7.44K |
|
2623
OrthoPediatrics
KIDS
$513M
| $3.04M | ﹤0.01% |
69,379
+22,133
| +47% | +$995K |
|
|
NWHM
2624
DELISTED
THE NEW HOME COMPANY INC.
NWHM
| $3.02M | ﹤0.01% |
900,162
-183,181
| -17% | -$482K |
|
2625
Angi Inc
ANGI
$247M
| $2.97M | ﹤0.01% |
24,452
+3,162
| +15% | +$288K |
|
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.