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 | |
|---|---|---|---|---|---|---|
3126
Veru
VERU
$35.8M
| $375K | ﹤0.01% |
11,218
+1,498
| +15% | +$51.6K |
|
|
GRTS
3127
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
| $375K | ﹤0.01% |
56,498
+27,959
| +98% | +$188K |
|
3128
IRIDEX
IRIX
$15.3M
| $373K | ﹤0.01% |
176,065
-2,193
| -1% | -$4.13K |
|
3129
Parsons
PSN
$6.64B
| $372K | ﹤0.01% |
10,267
-1,090
| -10% | -$41K |
|
|
CIH
3130
DELISTED
China Index Holdings Limited American Depository Shares
CIH
| $369K | ﹤0.01% |
172,366
-16,860
| -9% | -$27.4K |
|
3131
Coffee Holding Co
JVA
$19.4M
| $367K | ﹤0.01% |
123,276
-14,526
| -11% | -$40.8K |
|
3132
Telus
TU
$16.7B
| $360K | ﹤0.01% |
21,480
| – | – |
|
3133
Cyclerion Therapeutics
CYCN
$15.2M
| $357K | ﹤0.01% |
3,024
-2,617
| -46% | -$219K |
|
3134
Coda Octopus Group
CODA
$112M
| $355K | ﹤0.01% |
68,906
| – | – |
|
|
HARP
3135
DELISTED
Harpoon Therapeutics, Inc. Common Stock
HARP
| $354K | ﹤0.01% |
+2,136
| New | +$333K |
|
|
RNDB
3136
DELISTED
Randolph Bancorp, Inc. Common Stock
RNDB
| $354K | ﹤0.01% |
35,192
+418
| +1% | +$3.96K |
|
|
TLRD
3137
DELISTED
Tailored Brands, Inc.
TLRD
| $354K | ﹤0.01% |
377,239
-887,640
| -70% | -$1.17M |
|
3138
Savara
SVRA
$1.09B
| $353K | ﹤0.01% |
141,618
+66,769
| +89% | +$162K |
|
3139
InterGroup Corp
INTG
$62.1M
| $347K | ﹤0.01% |
13,058
| – | – |
|
|
ALEX
3140
DELISTED
Alexander & Baldwin
ALEX
| $345K | ﹤0.01% |
28,323
| – | – |
|
3141
J. Jill
JILL
$278M
| $342K | ﹤0.01% |
98,911
-161,811
| -62% | -$438K |
|
3142
Peloton Interactive
PTON
$2.84B
| $338K | ﹤0.01% |
+5,849
| New | +$242K |
|
3143
Levi Strauss
LEVI
$9.8B
| $334K | ﹤0.01% |
24,901
+7,673
| +45% | +$101K |
|
3144
Zedge
ZDGE
$38.4M
| $332K | ﹤0.01% |
224,409
-17,451
| -7% | -$19.6K |
|
3145
FVCBankcorp
FVCB
$338M
| $331K | ﹤0.01% |
38,479
+2,263
| +6% | +$19.8K |
|
3146
Harte-Hanks
HHS
$16.3M
| $331K | ﹤0.01% |
109,019
-94,382
| -46% | -$223K |
|
|
TRVN
3147
DELISTED
Trevena, Inc.
TRVN
| $326K | ﹤0.01% |
348
| – | – |
|
|
EIDX
3148
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
| $324K | ﹤0.01% |
+6,795
| New | +$316K |
|
|
LKFT
3149
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.84B
| $321K | ﹤0.01% |
1,626
-144
| -8% | -$29.8K |
|
3150
Great Elm Group
GEG
$68M
| $320K | ﹤0.01% |
137,203
-1,686
| -1% | -$3.53K |
|
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.