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 | |
|---|---|---|---|---|---|---|
|
QIWI
2751
DELISTED
QIWI PLC
QIWI
| $2.03M | ﹤0.01% |
117,420
+92,201
| +366% | +$1.25M |
|
|
MGI
2752
DELISTED
MoneyGram International, Inc. New
MGI
| $2.03M | ﹤0.01% |
631,613
-76,927
| -11% | -$166K |
|
2753
Urban One Class D
UONEK
$22.6M
| $2.01M | ﹤0.01% |
105,381
-115,714
| -52% | -$1.32M |
|
2754
Paysign
PAYS
$525M
| $2.01M | ﹤0.01% |
207,196
+25,317
| +14% | +$187K |
|
|
CURO
2755
DELISTED
CURO Group Holdings Corp.
CURO
| $2.01M | ﹤0.01% |
246,304
+33,059
| +16% | +$235K |
|
2756
Apyx Medical
APYX
$158M
| $2.01M | ﹤0.01% |
361,422
+14,128
| +4% | +$58.7K |
|
2757
Arvinas
ARVN
$525M
| $1.99M | ﹤0.01% |
+59,441
| New | +$2.52M |
|
2758
Limbach Holdings
LMB
$813M
| $1.99M | ﹤0.01% |
541,097
+12,298
| +2% | +$38.5K |
|
2759
Innovative Solutions & Support
ISSC
$315M
| $1.98M | ﹤0.01% |
396,098
-7,294
| -2% | -$32K |
|
|
CRON
2760
Cronos Group
CRON
$1.06B
| $1.97M | ﹤0.01% |
326,004
+309,904
| +1,925% | +$1.89M |
|
|
MACK
2761
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $1.96M | ﹤0.01% |
587,423
-56,463
| -9% | -$193K |
|
2762
Auburn National Bancorp
AUBN
$92M
| $1.95M | ﹤0.01% |
34,210
| – | – |
|
2763
Airgain
AIRG
$70.5M
| $1.95M | ﹤0.01% |
181,756
-5,202
| -3% | -$44.4K |
|
2764
AMES National
ATLO
$271M
| $1.94M | ﹤0.01% |
98,474
+2,270
| +2% | +$44.4K |
|
2765
Kewaunee Scientific
KEQU
$101M
| $1.93M | ﹤0.01% |
207,998
-2,356
| -1% | -$21.8K |
|
2766
FerroAtlántica
GSM
$585M
| $1.93M | ﹤0.01% |
3,888,792
-431,982
| -10% | -$257K |
|
|
WPG
2767
DELISTED
Washington Prime Group Inc.
WPG
| $1.93M | ﹤0.01% |
254,803
-42,243
| -14% | -$310K |
|
2768
Kingstone Companies
KINS
$293M
| $1.91M | ﹤0.01% |
432,771
-15,364
| -3% | -$72.6K |
|
2769
A10 Networks
ATEN
$2.12B
| $1.91M | ﹤0.01% |
280,311
+33,184
| +13% | +$223K |
|
|
PHX
2770
DELISTED
PHX Minerals
PHX
| $1.91M | ﹤0.01% |
711,383
-31,105
| -4% | -$116K |
|
2771
SB Financial Group
SBFG
$165M
| $1.9M | ﹤0.01% |
119,812
+1,061
| +0.9% | +$15.3K |
|
2772
CarParts.com
PRTS
$43.2M
| $1.89M | ﹤0.01% |
21,798
-2,500
| -10% | -$133K |
|
2773
Peoples Financial Services
PFIS
$726M
| $1.88M | ﹤0.01% |
49,328
+486
| +1% | +$16.9K |
|
|
PRCP
2774
DELISTED
Perceptron Inc
PRCP
| $1.88M | ﹤0.01% |
568,516
-49,767
| -8% | -$146K |
|
2775
Biglari Holdings Class A
BH.A
$1.2B
| $1.87M | ﹤0.01% |
5,581
-593
| -10% | -$200K |
|
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.