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 | |
|---|---|---|---|---|---|---|
2276
Southern First Bancshares
SFST
$581M
| $8.29M | ﹤0.01% |
299,209
+4,901
| +2% | +$133K |
|
|
VNE
2277
DELISTED
Veoneer, Inc.
VNE
| $8.28M | ﹤0.01% |
774,520
-8,981
| -1% | -$88.1K |
|
2278
DHI Group
DHX
$177M
| $8.23M | ﹤0.01% |
3,918,050
+25,497
| +0.7% | +$65.5K |
|
2279
eGain
EGAN
$186M
| $8.2M | ﹤0.01% |
738,299
+2,176
| +0.3% | +$19.8K |
|
2280
FIVE9
FIVN
$2.08B
| $8.2M | ﹤0.01% |
74,097
+33,934
| +84% | +$3.3M |
|
2281
Sinclair Inc
SBGI
$1.02B
| $8.19M | ﹤0.01% |
443,485
-213,304
| -32% | -$3.7M |
|
2282
Forestar Group
FOR
$1.48B
| $8.17M | ﹤0.01% |
541,844
+63,604
| +13% | +$876K |
|
|
VCRA
2283
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $8.17M | ﹤0.01% |
385,245
+41,209
| +12% | +$808K |
|
|
CHA
2284
DELISTED
China Telecom Corporation, LTD
CHA
| $8.15M | ﹤0.01% |
290,547
+180
| +0.1% | +$5.71K |
|
|
BRY
2285
DELISTED
Berry Corp
BRY
| $8.15M | ﹤0.01% |
1,686,665
+28,211
| +2% | +$109K |
|
2286
Bristow Group
VTOL
$1.33B
| $8.03M | ﹤0.01% |
576,256
-316,607
| -35% | -$3.38M |
|
2287
Byline Bancorp
BY
$1.78B
| $8.03M | ﹤0.01% |
612,700
+77,260
| +14% | +$884K |
|
2288
Carvana
CVNA
$47.5B
| $7.98M | ﹤0.01% |
332,060
+1,580
| +0.5% | +$29.6K |
|
|
TA
2289
DELISTED
TravelCenters of America LLC
TA
| $7.97M | ﹤0.01% |
517,274
+89,722
| +21% | +$1.14M |
|
|
INOV
2290
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $7.91M | ﹤0.01% |
410,738
+14,368
| +4% | +$255K |
|
|
JNCE
2291
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $7.9M | ﹤0.01% |
1,145,370
+71,154
| +7% | +$384K |
|
2292
Ultralife
ULBI
$88.3M
| $7.89M | ﹤0.01% |
1,125,091
-1,579
| -0.1% | -$11.5K |
|
2293
Columbia Financial
CLBK
$1.14B
| $7.87M | ﹤0.01% |
564,048
+114,713
| +26% | +$1.6M |
|
|
SLCA
2294
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $7.85M | ﹤0.01% |
2,174,389
-1,209,280
| -36% | -$3.05M |
|
|
HNGR
2295
DELISTED
Hanger Inc.
HNGR
| $7.79M | ﹤0.01% |
470,186
+13,360
| +3% | +$226K |
|
|
CNR
2296
Core Natural Resources Inc
CNR
$3.93B
| $7.78M | ﹤0.01% |
1,535,314
-26,622
| -2% | -$166K |
|
2297
Citizens
CIA
$248M
| $7.77M | ﹤0.01% |
1,297,396
-50,916
| -4% | -$292K |
|
|
TREC
2298
DELISTED
Trecora Resources
TREC
| $7.77M | ﹤0.01% |
1,239,244
+7,039
| +0.6% | +$39.3K |
|
2299
NLI Holdings
NL
$289M
| $7.76M | ﹤0.01% |
2,277,240
-51,562
| -2% | -$160K |
|
|
AMAG
2300
DELISTED
AMAG Pharmaceuticals
AMAG
| $7.74M | ﹤0.01% |
1,011,673
+35,816
| +4% | +$274K |
|
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.