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 | |
|---|---|---|---|---|---|---|
2426
Liberty Energy
LBRT
$2.79B
| $5.82M | ﹤0.01% |
1,062,141
+148,899
| +16% | +$698K |
|
2427
Westwood Holdings Group
WHG
$185M
| $5.8M | ﹤0.01% |
368,121
-13,803
| -4% | -$262K |
|
|
BVH
2428
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $5.8M | ﹤0.01% |
456,389
-77,821
| -15% | -$753K |
|
2429
Arcus Biosciences
RCUS
$3.33B
| $5.78M | ﹤0.01% |
233,744
-909
| -0.4% | -$24.5K |
|
|
PLAN
2430
DELISTED
Anaplan, Inc.
PLAN
| $5.77M | ﹤0.01% |
127,340
+37,530
| +42% | +$1.57M |
|
2431
Titan International
TWI
$492M
| $5.76M | ﹤0.01% |
3,945,306
-641,410
| -14% | -$862K |
|
|
KG
2432
Kestrel Group
KG
$66.1M
| $5.75M | ﹤0.01% |
232,031
-16,996
| -7% | -$383K |
|
|
GHL
2433
DELISTED
Greenhill & Co., Inc.
GHL
| $5.74M | ﹤0.01% |
574,690
-62,861
| -10% | -$620K |
|
|
VTLE
2434
DELISTED
Vital Energy
VTLE
| $5.74M | ﹤0.01% |
414,161
-235,841
| -36% | -$3.69M |
|
2435
RBB Bancorp
RBB
$448M
| $5.7M | ﹤0.01% |
417,551
+59,636
| +17% | +$769K |
|
|
CUTR
2436
DELISTED
Cutera, Inc.
CUTR
| $5.68M | ﹤0.01% |
466,733
-58,663
| -11% | -$773K |
|
2437
Frequency Electronics
FEIM
$569M
| $5.67M | ﹤0.01% |
647,785
-19,856
| -3% | -$180K |
|
2438
Insmed
INSM
$22.4B
| $5.67M | ﹤0.01% |
205,940
-66,106
| -24% | -$1.57M |
|
2439
Aegon
AEG
$13.3B
| $5.64M | ﹤0.01% |
2,080,878
-17,865
| -0.9% | -$43.9K |
|
|
UBA
2440
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $5.64M | ﹤0.01% |
474,582
+6,068
| +1% | +$78.1K |
|
2441
FS Bancorp
FSBW
$326M
| $5.62M | ﹤0.01% |
291,342
+32,862
| +13% | +$640K |
|
2442
Amtech Systems
ASYS
$239M
| $5.6M | ﹤0.01% |
1,149,450
-30,926
| -3% | -$153K |
|
|
RETA
2443
DELISTED
Reata Pharmaceuticals, Inc. Class A Common Stock
RETA
| $5.6M | ﹤0.01% |
35,882
-11,215
| -24% | -$1.7M |
|
|
STEL
2444
DELISTED
Stellar Bancorp
STEL
| $5.58M | ﹤0.01% |
265,509
+48,518
| +22% | +$898K |
|
2445
Barnes & Noble Education
BNED
$435M
| $5.57M | ﹤0.01% |
34,817
-4,686
| -12% | -$761K |
|
|
KIN
2446
DELISTED
Kindred Biosciences, Inc.
KIN
| $5.57M | ﹤0.01% |
1,240,071
-74,004
| -6% | -$331K |
|
2447
Crawford & Co Class B
CRD.B
$507M
| $5.57M | ﹤0.01% |
791,850
-877
| -0.1% | -$5.55K |
|
2448
Southern Missouri Bancorp
SMBC
$862M
| $5.55M | ﹤0.01% |
228,588
+14,640
| +7% | +$339K |
|
2449
Biglari Holdings Class B
BH
$1.2B
| $5.53M | ﹤0.01% |
80,223
-2,566
| -3% | -$165K |
|
2450
Aware
AWRE
$24M
| $5.53M | ﹤0.01% |
1,684,411
-37,086
| -2% | -$112K |
|
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.