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 | |
|---|---|---|---|---|---|---|
|
CPRX
2626
DELISTED
Catalyst Pharmaceutical
CPRX
| $2.97M | ﹤0.01% |
642,230
+95,868
| +18% | +$431K |
|
|
USX
2627
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $2.95M | ﹤0.01% |
492,143
+149,834
| +44% | +$684K |
|
2628
TIM SA
TIMB
$9.1B
| $2.94M | ﹤0.01% |
227,450
-141,628
| -38% | -$1.77M |
|
|
SEAC
2629
DELISTED
Seachange International Inc
SEAC
| $2.93M | ﹤0.01% |
97,095
-5,986
| -6% | -$280K |
|
2630
Northern Technologies International Corp
NTIC
$75.6M
| $2.93M | ﹤0.01% |
367,231
+1,403
| +0.4% | +$10.7K |
|
2631
BGSF Inc
BGSF
$57.4M
| $2.91M | ﹤0.01% |
256,709
+14,421
| +6% | +$148K |
|
2632
RGC Resources
RGCO
$233M
| $2.9M | ﹤0.01% |
119,986
-178
| -0.1% | -$4.53K |
|
2633
Spero Therapeutics
SPRO
$68.9M
| $2.9M | ﹤0.01% |
214,155
+15,294
| +8% | +$172K |
|
2634
Aviat Networks
AVNW
$253M
| $2.9M | ﹤0.01% |
317,394
-15,334
| -5% | -$95.6K |
|
2635
First Bank
FRBA
$470M
| $2.89M | ﹤0.01% |
443,330
+36,259
| +9% | +$256K |
|
|
TBCH
2636
Turtle Beach Corp
TBCH
$238M
| $2.89M | ﹤0.01% |
196,360
-1,908
| -1% | -$19.7K |
|
|
MR
2637
DELISTED
Montage Resources Corporation Common Stock
MR
| $2.89M | ﹤0.01% |
730,958
+168,794
| +30% | +$861K |
|
|
VRN
2638
DELISTED
Veren
VRN
| $2.88M | ﹤0.01% |
1,769,993
| – | – |
|
|
BGG
2639
DELISTED
Briggs & Stratton Corp.
BGG
| $2.88M | ﹤0.01% |
2,196,886
-784,462
| -26% | -$1.44M |
|
|
BRG
2640
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $2.87M | ﹤0.01% |
355,527
| – | – |
|
2641
Friedman Industries
FRD
$244M
| $2.87M | ﹤0.01% |
568,596
-14,241
| -2% | -$65.6K |
|
|
IMOS
2642
ChipMOS TECHNOLOGIES
IMOS
$1.59B
| $2.86M | ﹤0.01% |
126,208
| – | – |
|
2643
Townsquare Media
TSQ
$105M
| $2.85M | ﹤0.01% |
637,379
+8,839
| +1% | +$40.4K |
|
2644
HealthEquity
HQY
$8.71B
| $2.85M | ﹤0.01% |
48,497
-145,543
| -75% | -$8.05M |
|
|
CUK
2645
DELISTED
Carnival PLC
CUK
| $2.83M | ﹤0.01% |
225,314
-4,311
| -2% | -$55.8K |
|
|
MSON
2646
DELISTED
Misonix Inc
MSON
| $2.8M | ﹤0.01% |
206,307
-88,837
| -30% | -$1.09M |
|
|
ASRT
2647
DELISTED
Assertio
ASRT
| $2.8M | ﹤0.01% |
54,432
-10,891
| -17% | -$562K |
|
2648
Bally's
BALY
$708M
| $2.79M | ﹤0.01% |
125,374
-2,140
| -2% | -$37.7K |
|
2649
Parke Bancorp
PKBK
$397M
| $2.78M | ﹤0.01% |
205,339
+18,272
| +10% | +$235K |
|
|
FCCY
2650
DELISTED
1st Constitution Bancorp
FCCY
| $2.78M | ﹤0.01% |
224,121
+2,566
| +1% | +$31.5K |
|
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.