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 | |
|---|---|---|---|---|---|---|
2351
Neurogene
NGNE
$672M
| $6.88M | ﹤0.01% |
20,728
-597
| -3% | -$156K |
|
2352
Transocean
RIG
$5.48B
| $6.86M | ﹤0.01% |
3,752,162
-5,413,739
| -59% | -$8.41M |
|
|
DLA
2353
DELISTED
Delta Apparel Inc.
DLA
| $6.82M | ﹤0.01% |
562,652
-8,621
| -2% | -$98.5K |
|
2354
GSI Technology
GSIT
$201M
| $6.82M | ﹤0.01% |
949,544
-25,343
| -3% | -$184K |
|
|
BFS
2355
Saul Centers
BFS
$858M
| $6.79M | ﹤0.01% |
210,388
+4,717
| +2% | +$150K |
|
2356
Mastech Digital
MHH
$95.4M
| $6.76M | ﹤0.01% |
260,953
+649
| +0.2% | +$11.5K |
|
|
EXPR
2357
DELISTED
Express, Inc.
EXPR
| $6.76M | ﹤0.01% |
219,555
-53,985
| -20% | -$1.99M |
|
2358
Clarus
CLAR
$125M
| $6.76M | ﹤0.01% |
585,297
-241
| -0% | -$2.45K |
|
2359
Suzano
SUZ
$10.2B
| $6.75M | ﹤0.01% |
998,894
-97,773
| -9% | -$713K |
|
2360
Clearfield
CLFD
$401M
| $6.73M | ﹤0.01% |
482,150
+600
| +0.1% | +$7.77K |
|
2361
ASE Group
ASX
$68.3B
| $6.72M | ﹤0.01% |
1,480,750
-355,346
| -19% | -$1.52M |
|
2362
Harvard Bioscience
HBIO
$27.6M
| $6.72M | ﹤0.01% |
216,692
+895
| +0.4% | +$24.1K |
|
|
LCI
2363
DELISTED
Lannett Company, Inc.
LCI
| $6.71M | ﹤0.01% |
230,931
+30,366
| +15% | +$944K |
|
2364
Escalade
ESCA
$271M
| $6.7M | ﹤0.01% |
480,217
+7,847
| +2% | +$72.7K |
|
|
HTZ
2365
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $6.7M | ﹤0.01% |
4,747,870
-7,188,474
| -60% | -$22.8M |
|
|
ZAGG
2366
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
| $6.69M | ﹤0.01% |
2,131,404
-15,482
| -0.7% | -$48.6K |
|
|
ROCC
2367
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $6.66M | ﹤0.01% |
698,579
-13,089
| -2% | -$101K |
|
2368
Franco-Nevada
FNV
$41.3B
| $6.65M | ﹤0.01% |
47,648
+2,189
| +5% | +$291K |
|
2369
Entravision Communication
EVC
$1.02B
| $6.65M | ﹤0.01% |
4,649,241
-335,089
| -7% | -$521K |
|
2370
Restaurant Brands International
QSR
$26.2B
| $6.64M | ﹤0.01% |
121,442
+3,607
| +3% | +$182K |
|
2371
Option Care Health
OPCH
$3.58B
| $6.63M | ﹤0.01% |
477,734
-23,995
| -5% | -$317K |
|
2372
BrightView Holdings
BV
$1.24B
| $6.63M | ﹤0.01% |
591,923
+289,901
| +96% | +$3.51M |
|
2373
Transcat
TRNS
$760M
| $6.61M | ﹤0.01% |
255,727
-1,865
| -0.7% | -$48.6K |
|
|
CLDR
2374
DELISTED
Cloudera, Inc.
CLDR
| $6.61M | ﹤0.01% |
519,002
+464,662
| +855% | +$4.46M |
|
2375
RCI Hospitality Holdings
RICK
$202M
| $6.61M | ﹤0.01% |
476,524
+21,483
| +5% | +$263K |
|
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.