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 | |
|---|---|---|---|---|---|---|
1776
Myers Industries
MYE
$1.24B
| $24.1M | 0.01% |
1,655,912
+6,045
| +0.4% | +$75K |
|
|
PGRE
1777
DELISTED
Paramount Group
PGRE
| $24M | 0.01% |
3,116,294
+36,947
| +1% | +$312K |
|
1778
First Financial Corp
THFF
$961M
| $23.9M | 0.01% |
649,287
+2,031
| +0.3% | +$69K |
|
1779
Genworth Financial
GNW
$3.81B
| $23.9M | 0.01% |
10,351,729
-80,514
| -0.8% | -$253K |
|
1780
Sanofi
SNY
$103B
| $23.9M | 0.01% |
468,425
-6,964
| -1% | -$338K |
|
1781
Washington Trust Bancorp
WASH
$748M
| $23.9M | 0.01% |
728,833
+1,474
| +0.2% | +$48.2K |
|
1782
Global Net Lease
GNL
$1.86B
| $23.8M | 0.01% |
1,422,371
+12,482
| +0.9% | +$179K |
|
1783
Hyatt Hotels
H
$16.6B
| $23.7M | 0.01% |
471,742
-8,276
| -2% | -$441K |
|
1784
NIO
NIO
$12.1B
| $23.7M | 0.01% |
+3,079,271
| New | +$13.5M |
|
1785
Commault Systems
CVLT
$4.82B
| $23.7M | 0.01% |
611,563
+44,125
| +8% | +$1.75M |
|
1786
Brinker International
EAT
$9B
| $23.7M | 0.01% |
985,941
-68,583
| -7% | -$1.47M |
|
1787
Unitil
UTL
$980M
| $23.7M | 0.01% |
527,799
-22,545
| -4% | -$1.1M |
|
1788
LeMaitre Vascular
LMAT
$2.34B
| $23.5M | 0.01% |
890,307
-22,485
| -2% | -$588K |
|
1789
Vishay Precision Group
VPG
$1.17B
| $23.4M | 0.01% |
952,851
-1,935
| -0.2% | -$43.5K |
|
|
LTC
1790
LTC Properties
LTC
$2.06B
| $23.4M | 0.01% |
621,603
+1,357
| +0.2% | +$48.3K |
|
1791
MGIC Investment
MTG
$6.25B
| $23.4M | 0.01% |
2,856,344
-46,859
| -2% | -$351K |
|
1792
Interface
TILE
$1.96B
| $23.4M | 0.01% |
2,869,986
+152,435
| +6% | +$1.29M |
|
|
KYNB
1793
Kyntra Bio
KYNB
$27.5M
| $23.3M | 0.01% |
22,983
+2,161
| +10% | +$2.01M |
|
1794
Forrester Research
FORR
$189M
| $23.2M | 0.01% |
723,107
-3,228
| -0.4% | -$102K |
|
1795
BJ's Restaurants
BJRI
$1.56B
| $23.1M | 0.01% |
1,104,074
+48,561
| +5% | +$961K |
|
1796
Lantheus
LNTH
$6.58B
| $23.1M | 0.01% |
1,616,482
+262,166
| +19% | +$3.46M |
|
|
USCR
1797
DELISTED
U S Concrete, Inc.
USCR
| $23.1M | 0.01% |
932,012
+30,831
| +3% | +$618K |
|
|
KBAL
1798
DELISTED
Kimball International
KBAL
| $23.1M | 0.01% |
1,997,667
-15,237
| -0.8% | -$174K |
|
1799
Pennant Group
PNTG
$1.43B
| $23.1M | 0.01% |
1,021,407
-25,714
| -2% | -$539K |
|
|
GLUU
1800
DELISTED
Glu Mobile Inc.
GLUU
| $22.9M | 0.01% |
2,475,609
+42,458
| +2% | +$361K |
|
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.