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 | |
|---|---|---|---|---|---|---|
|
VNTR
2726
DELISTED
Venator Materials PLC
VNTR
| $2.27M | ﹤0.01% |
1,270,877
-154,521
| -11% | -$241K |
|
|
ARC
2727
DELISTED
ARC Document Solutions, Inc.
ARC
| $2.27M | ﹤0.01% |
2,272,747
-249,414
| -10% | -$211K |
|
2728
Investar Holding Corp
ISTR
$414M
| $2.25M | ﹤0.01% |
155,318
+637
| +0.4% | +$8.12K |
|
|
CMBT
2729
CMB.TECH NV
CMBT
$4.55B
| $2.24M | ﹤0.01% |
274,546
-65,660
| -19% | -$653K |
|
|
GFED
2730
DELISTED
Guaranty Federal Bancshares In
GFED
| $2.23M | ﹤0.01% |
146,541
| – | – |
|
|
SUNE
2731
SUNation Energy
SUNE
$8.78M
| $2.22M | ﹤0.01% |
1
| – | – |
|
2732
Beyond Meat
BYND
$274M
| $2.22M | ﹤0.01% |
16,564
+11,357
| +218% | +$1.34M |
|
|
ESXB
2733
DELISTED
Community Bankers Trust Corporation
ESXB
| $2.21M | ﹤0.01% |
401,760
+31,588
| +9% | +$165K |
|
|
HUD
2734
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $2.21M | ﹤0.01% |
453,612
+5,768
| +1% | +$30.1K |
|
2735
Sumitomo Mitsui Financial
SMFG
$160B
| $2.2M | ﹤0.01% |
392,016
+56,979
| +17% | +$308K |
|
2736
Impinj
PI
$4.12B
| $2.19M | ﹤0.01% |
79,690
+16,225
| +26% | +$380K |
|
2737
Q2 Holdings
QTWO
$3.85B
| $2.15M | ﹤0.01% |
25,108
-1,954
| -7% | -$150K |
|
2738
Ultrapar
UGP
$6.69B
| $2.15M | ﹤0.01% |
633,838
-60,318
| -9% | -$178K |
|
|
OSB
2739
DELISTED
Norbord Inc.
OSB
| $2.14M | ﹤0.01% |
93,913
-1,804
| -2% | -$31K |
|
2740
Ampco-Pittsburgh
AP
$166M
| $2.13M | ﹤0.01% |
695,244
-16,272
| -2% | -$52.3K |
|
2741
Antero Midstream
AM
$10.2B
| $2.11M | ﹤0.01% |
+414,542
| New | +$1.83M |
|
2742
Aspen Aerogels
ASPN
$341M
| $2.11M | ﹤0.01% |
320,973
+178
| +0.1% | +$1.14K |
|
|
XIN
2743
DELISTED
Xinyuan Real Estate
XIN
| $2.1M | ﹤0.01% |
96,112
+5,045
| +6% | +$124K |
|
|
UNAM
2744
DELISTED
Unico American Corp
UNAM
| $2.1M | ﹤0.01% |
406,992
| – | – |
|
2745
Norwood Financial Corp
NWFL
$371M
| $2.09M | ﹤0.01% |
84,408
+1,082
| +1% | +$25.7K |
|
2746
inTEST
INTT
$149M
| $2.09M | ﹤0.01% |
620,182
-6,689
| -1% | -$21.3K |
|
|
SWAV
2747
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $2.08M | ﹤0.01% |
+43,993
| New | +$1.81M |
|
|
CASA
2748
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $2.06M | ﹤0.01% |
493,989
+34,420
| +7% | +$145K |
|
2749
Codexis
CDXS
$161M
| $2.05M | ﹤0.01% |
180,217
+26,815
| +17% | +$303K |
|
2750
Forum Energy Technologies
FET
$572M
| $2.04M | ﹤0.01% |
193,624
-73,775
| -28% | -$592K |
|
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.