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 |
RDS.B
Royal Dutch Shell PLC ADS Class B
RDS.B
|
+$221M |
| 2 |
WillScot Mobile Mini Holdings
WSC
|
+$137M |
| 3 |
First Horizon
FHN
|
+$120M |
| 4 |
Alibaba
BABA
|
+$116M |
| 5 |
Brookfield Renewable
BEPC
|
+$85.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$732M |
| 2 |
TECD
Tech Data Corp
TECD
|
+$350M |
| 3 |
RDS.A
Royal Dutch Shell PLC ADS Class A
RDS.A
|
+$242M |
| 4 |
Pfizer
PFE
|
+$211M |
| 5 |
LM
Legg Mason, Inc.
LM
|
+$177M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.28% |
| 2 | Financials | 15.39% |
| 3 | Industrials | 13.31% |
| 4 | Consumer Discretionary | 12.36% |
| 5 | Healthcare | 11.57% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GIFI
2626
DELISTED
Gulf Island Fabrication
GIFI
| $2.97M | ﹤0.01% |
949,816
-59,874
| -6% | -$180K |
|
2627
Gaia
GAIA
$46.8M
| $2.97M | ﹤0.01% |
302,326
+2,629
| +0.9% | +$27.2K |
|
2628
Townsquare Media
TSQ
$106M
| $2.96M | ﹤0.01% |
636,245
-1,134
| -0.2% | -$5.27K |
|
2629
HealthEquity
HQY
$8.41B
| $2.96M | ﹤0.01% |
57,645
+9,148
| +19% | +$503K |
|
|
FRTA
2630
DELISTED
Forterra, Inc
FRTA
| $2.96M | ﹤0.01% |
250,429
+17,932
| +8% | +$239K |
|
|
TESS
2631
DELISTED
Tessco Technologies Inc
TESS
| $2.95M | ﹤0.01% |
549,398
-18,557
| -3% | -$115K |
|
2632
Trupanion
TRUP
$1.07B
| $2.95M | ﹤0.01% |
37,379
| – | – |
|
2633
Transocean
RIG
$5.89B
| $2.95M | ﹤0.01% |
3,649,187
-102,975
| -3% | -$168K |
|
|
YELL
2634
DELISTED
Yellow Corporation Common Stock
YELL
| $2.94M | ﹤0.01% |
751,304
-232,105
| -24% | -$850K |
|
2635
InfuSystem Holdings
INFU
$184M
| $2.94M | ﹤0.01% |
229,007
-471
| -0.2% | -$6.12K |
|
|
BRG
2636
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $2.92M | ﹤0.01% |
384,659
+29,132
| +8% | +$217K |
|
|
CUK
2637
DELISTED
Carnival PLC
CUK
| $2.91M | ﹤0.01% |
225,314
| – | – |
|
2638
Angi Inc
ANGI
$229M
| $2.9M | ﹤0.01% |
26,174
+1,722
| +7% | +$237K |
|
2639
American Superconductor
AMSC
$1.42B
| $2.9M | ﹤0.01% |
200,263
+3,848
| +2% | +$43K |
|
2640
Travelzoo
TZOO
$74.3M
| $2.89M | ﹤0.01% |
450,043
-2,600
| -0.6% | -$17.4K |
|
2641
Tradeweb Markets
TW
$21.4B
| $2.89M | ﹤0.01% |
49,884
+39,785
| +394% | +$2.19M |
|
|
ESTE
2642
DELISTED
Earthstone Energy Inc. Class A Common Stock
ESTE
| $2.89M | ﹤0.01% |
1,116,216
-45,677
| -4% | -$131K |
|
2643
Evolution Petroleum
EPM
$132M
| $2.88M | ﹤0.01% |
1,284,360
-34,701
| -3% | -$92.4K |
|
2644
ACNB Corp
ACNB
$656M
| $2.85M | ﹤0.01% |
136,986
+3,976
| +3% | +$88K |
|
|
NVRO
2645
DELISTED
NEVRO CORP.
NVRO
| $2.85M | ﹤0.01% |
20,435
+4,915
| +32% | +$657K |
|
|
ONIT
2646
Onity Group
ONIT
$309M
| $2.83M | ﹤0.01% |
133,794
-20,093
| -13% | -$361K |
|
|
AGFS
2647
DELISTED
AgroFresh Solutions Inc
AGFS
| $2.82M | ﹤0.01% |
1,161,609
+63,106
| +6% | +$158K |
|
2648
RGC Resources
RGCO
$223M
| $2.81M | ﹤0.01% |
119,886
-100
| -0.1% | -$2.35K |
|
|
ONDK
2649
DELISTED
On Deck Capital, Inc.
ONDK
| $2.79M | ﹤0.01% |
1,745,240
-1,574,976
| -47% | -$2.14M |
|
2650
Sabesp
SBS
$19.1B
| $2.78M | ﹤0.01% |
1,727,786
-479,995
| -22% | -$934K |
|
Similar funds
Dimensional Fund Advisors's Q3 2020 Portfolio in Review
As of Q3 2020, Dimensional Fund Advisors held 3,412 positions worth $236B, up 3.6% from $228B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Trading was light in Q3 2020: portfolio turnover was 4.5%. Dimensional Fund Advisors opened 74 new positions and exited 81, leaving the 3,412-position portfolio largely intact.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 16% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q3 2020 buy was WillScot Mobile Mini Holdings: 8,572,662 shares worth $143M.
- Dimensional Fund Advisors added most to Royal Dutch Shell PLC ADS Class B in Q3 2020, an estimated $221M increase.
- Dimensional Fund Advisors's biggest Q3 2020 reduction was Apple, cutting an estimated $732M.
- Dimensional Fund Advisors fully exited Tech Data Corp in Q3 2020, selling an estimated $350M.
- Dimensional Fund Advisors's ten largest holdings make up 12% of its $236B portfolio in Q3 2020.
- Dimensional Fund Advisors opened 74 new positions and closed 81 in Q3 2020.
- Dimensional Fund Advisors's portfolio value rose 3.6% quarter-over-quarter to $236B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2020, filed 12 Nov 2020.