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 | |
|---|---|---|---|---|---|---|
|
QEP
2226
DELISTED
QEP RESOURCES, INC.
QEP
| $9.43M | ﹤0.01% |
7,308,219
-10,155,119
| -58% | -$9.47M |
|
|
TEN
2227
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $9.41M | ﹤0.01% |
1,245,157
+21,503
| +2% | +$125K |
|
|
AE
2228
DELISTED
Adams Resources & Energy Inc
AE
| $9.4M | ﹤0.01% |
351,073
-283
| -0.1% | -$7.44K |
|
|
ALX
2229
Alexander's
ALX
$1.36B
| $9.39M | ﹤0.01% |
38,987
-1,129
| -3% | -$303K |
|
2230
Gencor Industries
GENC
$212M
| $9.36M | ﹤0.01% |
740,188
+2,061
| +0.3% | +$23.8K |
|
2231
Zoom
ZM
$27.1B
| $9.34M | ﹤0.01% |
36,826
+34,583
| +1,542% | +$6.22M |
|
2232
Tower Semiconductor
TSEM
$21.2B
| $9.33M | ﹤0.01% |
488,806
+4,545
| +0.9% | +$87K |
|
2233
Elastic
ESTC
$6.7B
| $9.28M | ﹤0.01% |
100,684
+70,193
| +230% | +$5.13M |
|
|
VOXX
2234
DELISTED
VOXX International Corporation Class A
VOXX
| $9.27M | ﹤0.01% |
1,604,112
-117,170
| -7% | -$582K |
|
2235
Ardmore Shipping
ASC
$683M
| $9.24M | ﹤0.01% |
2,128,793
-29,493
| -1% | -$158K |
|
2236
IDT Corp
IDT
$1.67B
| $9.19M | ﹤0.01% |
1,408,078
-12,258
| -0.9% | -$72.2K |
|
2237
Rayonier Advanced Materials
RYAM
$562M
| $9.19M | ﹤0.01% |
3,271,510
-839,070
| -20% | -$1.61M |
|
|
VWTR
2238
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $9.19M | ﹤0.01% |
1,090,224
-43,068
| -4% | -$345K |
|
|
GOOD
2239
Gladstone Commercial Corp
GOOD
$623M
| $9.16M | ﹤0.01% |
488,671
+13,364
| +3% | +$219K |
|
2240
Pitney Bowes
PBI
$2.39B
| $9.15M | ﹤0.01% |
3,520,934
-255,150
| -7% | -$637K |
|
|
CHS
2241
DELISTED
Chicos FAS, Inc.
CHS
| $9.11M | ﹤0.01% |
6,601,650
-3,191,107
| -33% | -$4.34M |
|
|
RPT
2242
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $9.09M | ﹤0.01% |
1,305,740
-6,881
| -0.5% | -$43.8K |
|
2243
Ironwood Pharmaceuticals
IRWD
$586M
| $9.02M | ﹤0.01% |
873,816
+359,612
| +70% | +$3.68M |
|
2244
Crawford & Co Class A
CRD.A
$542M
| $9.01M | ﹤0.01% |
1,142,519
-1,051
| -0.1% | -$7.12K |
|
|
RCM
2245
DELISTED
R1 RCM Inc. Common Stock
RCM
| $8.99M | ﹤0.01% |
806,306
+110,974
| +16% | +$1.14M |
|
2246
Limoneira
LMNR
$244M
| $8.97M | ﹤0.01% |
619,200
-4,595
| -0.7% | -$60.3K |
|
2247
NovoCure
NVCR
$1.77B
| $8.9M | ﹤0.01% |
150,199
+1,574
| +1% | +$104K |
|
|
VNET
2248
VNET Group
VNET
$1.79B
| $8.84M | ﹤0.01% |
370,597
-663,678
| -64% | -$10.7M |
|
|
FSP
2249
Franklin Street Properties
FSP
$49.9M
| $8.82M | ﹤0.01% |
1,732,399
+25,874
| +2% | +$137K |
|
|
PLYA
2250
DELISTED
Playa Hotels & Resorts
PLYA
| $8.79M | ﹤0.01% |
2,429,313
-200,634
| -8% | -$543K |
|
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.