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 | |
|---|---|---|---|---|---|---|
|
FNHC
2126
DELISTED
FedNat Holding Company Common Stock
FNHC
| $12.2M | 0.01% |
1,100,689
-34,223
| -3% | -$399K |
|
2127
Park Aerospace
PKE
$720M
| $12.1M | 0.01% |
1,090,613
-16,946
| -2% | -$211K |
|
2128
Daktronics
DAKT
$946M
| $12.1M | 0.01% |
2,789,575
-79,733
| -3% | -$352K |
|
|
CHCT
2129
Community Healthcare Trust
CHCT
$536M
| $12.1M | 0.01% |
296,639
+29,627
| +11% | +$1.11M |
|
2130
Protagonist Therapeutics
PTGX
$8.55B
| $12.1M | 0.01% |
686,897
+13,249
| +2% | +$166K |
|
2131
Assembly Biosciences
ASMB
$498M
| $12M | 0.01% |
43,034
+1,129
| +3% | +$263K |
|
|
TAST
2132
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $12M | 0.01% |
2,469,612
-63,486
| -3% | -$240K |
|
|
ENDP
2133
DELISTED
Endo International plc
ENDP
| $11.9M | 0.01% |
3,481,859
+73,864
| +2% | +$283K |
|
|
PAMT
2134
PAMT Corp
PAMT
$360M
| $11.8M | 0.01% |
1,534,200
-5,068
| -0.3% | -$42.3K |
|
2135
Nathan's Famous
NATH
$403M
| $11.8M | 0.01% |
209,421
-1,921
| -0.9% | -$109K |
|
2136
Atara Biotherapeutics
ATRA
$72.6M
| $11.7M | 0.01% |
32,215
+3,440
| +12% | +$869K |
|
|
GTT
2137
DELISTED
GTT Communications, Inc.
GTT
| $11.7M | 0.01% |
1,433,600
-21,247
| -1% | -$192K |
|
2138
PAR Technology
PAR
$716M
| $11.6M | 0.01% |
387,711
-62,680
| -14% | -$1.37M |
|
|
HONE
2139
DELISTED
HarborOne Bancorp
HONE
| $11.6M | 0.01% |
1,355,116
+78,133
| +6% | +$625K |
|
|
HAPN
2140
Happen Inc
HAPN
$2.14B
| $11.5M | 0.01% |
2,535,074
-313,826
| -11% | -$1.95M |
|
2141
Rafael Holdings
RFL
$103M
| $11.5M | 0.01% |
812,991
-18,439
| -2% | -$254K |
|
2142
iShares MSCI India ETF
INDA
$6.81B
| $11.5M | 0.01% |
395,730
-203,568
| -34% | -$5.45M |
|
|
LL
2143
DELISTED
LL Flooring Holdings, Inc.
LL
| $11.4M | 0.01% |
822,792
-30,952
| -4% | -$262K |
|
|
INDT
2144
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $11.4M | 0.01% |
210,445
-2,079
| -1% | -$86.1K |
|
|
REVG
2145
DELISTED
REV Group
REVG
| $11.4M | 0.01% |
1,868,377
-16,615
| -0.9% | -$89.2K |
|
|
AGR
2146
DELISTED
Avangrid, Inc.
AGR
| $11.4M | 0.01% |
271,407
-10,483
| -4% | -$450K |
|
2147
Lloyds Banking Group
LYG
$85.2B
| $11.4M | 0.01% |
7,592,204
-102,445
| -1% | -$154K |
|
2148
VEON
VEON
$3.5B
| $11.4M | 0.01% |
252,916
-11,708
| -4% | -$471K |
|
2149
Companhia Siderúrgica Nacional
SID
$1.37B
| $11.2M | ﹤0.01% |
5,728,053
-741,805
| -11% | -$1.22M |
|
|
BITA
2150
DELISTED
Bitauto Holdings Limited
BITA
| $11.2M | ﹤0.01% |
706,148
-37,668
| -5% | -$475K |
|
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.