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 | |
|---|---|---|---|---|---|---|
2876
Daily Journal
DJCO
$827M
| $1.27M | ﹤0.01% |
4,721
-109
| -2% | -$29K |
|
2877
Information Services Group
III
$203M
| $1.27M | ﹤0.01% |
613,011
-40,570
| -6% | -$87K |
|
2878
Transact Technologies
TACT
$49.9M
| $1.26M | ﹤0.01% |
276,070
-35,695
| -11% | -$150K |
|
|
TCFC
2879
DELISTED
The Community Financial Corporation Common Stock
TCFC
| $1.26M | ﹤0.01% |
51,627
+240
| +0.5% | +$5.28K |
|
2880
Fulgent Genetics
FLGT
$559M
| $1.26M | ﹤0.01% |
78,599
+2,665
| +4% | +$40.8K |
|
|
SBOW
2881
DELISTED
SilverBow Resources, Inc.
SBOW
| $1.26M | ﹤0.01% |
392,024
+33,796
| +9% | +$136K |
|
|
ABB
2882
DELISTED
ABB Ltd
ABB
| $1.25M | ﹤0.01% |
55,448
-39,060
| -41% | -$751K |
|
2883
Mannatech
MTEX
$8.92M
| $1.25M | ﹤0.01% |
84,287
+310
| +0.4% | +$4.06K |
|
2884
Virco
VIRC
$94.4M
| $1.24M | ﹤0.01% |
474,924
-5,537
| -1% | -$13.7K |
|
|
MN
2885
DELISTED
MANNING & NAPIER, INC.
MN
| $1.24M | ﹤0.01% |
434,139
-1,018
| -0.2% | -$2.89K |
|
2886
CEMIG Preferred Shares
CIG
$6.18B
| $1.24M | ﹤0.01% |
1,188,749
-646,378
| -35% | -$614K |
|
|
PCH
2887
DELISTED
PotlatchDeltic
PCH
| $1.23M | ﹤0.01% |
32,282
-3,068
| -9% | -$104K |
|
|
RRD
2888
DELISTED
RR Donnelley & Sons Co.
RRD
| $1.23M | ﹤0.01% |
1,029,328
-327,874
| -24% | -$399K |
|
2889
James Hardie Industries
JHX
$15.4B
| $1.22M | ﹤0.01% |
63,501
-2,916
| -4% | -$44.8K |
|
2890
Ecopetrol
EC
$33.4B
| $1.21M | ﹤0.01% |
108,270
-30,201
| -22% | -$327K |
|
|
SOGO
2891
DELISTED
Sogou Inc. American Depositary Shares, each representing one Class A Ordinary Share
SOGO
| $1.2M | ﹤0.01% |
286,558
+223,115
| +352% | +$792K |
|
|
CMLS
2892
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $1.2M | ﹤0.01% |
302,905
+5,474
| +2% | +$25K |
|
2893
Corvus Pharmaceuticals
CRVS
$1.1B
| $1.19M | ﹤0.01% |
438,383
| – | – |
|
2894
Mizuho Financial
MFG
$120B
| $1.19M | ﹤0.01% |
481,573
-215,504
| -31% | -$512K |
|
2895
AMCON Distributing
DIT
$62.2M
| $1.19M | ﹤0.01% |
31,613
| – | – |
|
|
ICBK
2896
DELISTED
County Bancorp, Inc. Common Stock
ICBK
| $1.19M | ﹤0.01% |
56,678
+247
| +0.4% | +$5.04K |
|
|
OBSV
2897
DELISTED
ObsEva SA Ordinary Shares
OBSV
| $1.18M | ﹤0.01% |
200,542
+7,652
| +4% | +$28.9K |
|
2898
KLX Energy Services
KLXE
$42.9M
| $1.16M | ﹤0.01% |
107,636
-132,111
| -55% | -$1.05M |
|
2899
EVI Industries
EVI
$194M
| $1.16M | ﹤0.01% |
51,021
+723
| +1% | +$14.2K |
|
2900
Funko
FNKO
$353M
| $1.16M | ﹤0.01% |
199,111
| – | – |
|
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.