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 | |
|---|---|---|---|---|---|---|
|
PATI
2926
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $1M | ﹤0.01% |
114,210
-584
| -0.5% | -$5.12K |
|
|
ARAV
2927
DELISTED
Aravive, Inc. Common Stock
ARAV
| $1M | ﹤0.01% |
213,262
-7,541
| -3% | -$53.5K |
|
2928
Virco
VIRC
$95.2M
| $1M | ﹤0.01% |
465,097
-9,827
| -2% | -$22.6K |
|
|
VOLT
2929
DELISTED
Volt Information Sciences, Inc.
VOLT
| $993K | ﹤0.01% |
704,040
-149,739
| -18% | -$197K |
|
2930
AMREP Corp
AXR
$123M
| $986K | ﹤0.01% |
176,095
| – | – |
|
2931
Mizuho Financial
MFG
$127B
| $983K | ﹤0.01% |
385,331
-96,242
| -20% | -$253K |
|
2932
iRadimed
IRMD
$1.16B
| $979K | ﹤0.01% |
45,817
+3,444
| +8% | +$77.3K |
|
2933
Ring Energy
REI
$315M
| $977K | ﹤0.01% |
1,436,572
-807,251
| -36% | -$765K |
|
2934
Coca-Cola Europacific Partners
CCEP
$48.3B
| $975K | ﹤0.01% |
25,165
| – | – |
|
2935
Check Point Software Technologies
CHKP
$13B
| $974K | ﹤0.01% |
8,091
+2,896
| +56% | +$353K |
|
|
XONE
2936
DELISTED
The ExOne Company
XONE
| $973K | ﹤0.01% |
79,591
+1,655
| +2% | +$17.8K |
|
2937
Option Care Health
OPCH
$3.45B
| $970K | ﹤0.01% |
72,527
-405,207
| -85% | -$4.93M |
|
|
PR
2938
Permian Resources
PR
$17.8B
| $967K | ﹤0.01% |
1,605,120
-1,168,684
| -42% | -$898K |
|
2939
Urban One Class D
UONEK
$22.8M
| $965K | ﹤0.01% |
82,454
-22,927
| -22% | -$319K |
|
2940
Farmers & Merchants Bancorp
FMAO
$459M
| $964K | ﹤0.01% |
48,161
+2,219
| +5% | +$47.2K |
|
|
DSKE
2941
DELISTED
Daseke, Inc. Common Stock
DSKE
| $964K | ﹤0.01% |
179,596
+18,573
| +12% | +$95.4K |
|
2942
Berkshire Hathaway Class A
BRK.A
$1.1T
| $960K | ﹤0.01% |
3
| – | – |
|
2943
Haverty Furniture Companies Class A
HVT.A
$486M
| $956K | ﹤0.01% |
41,933
| – | – |
|
2944
RCM Technologies
RCMT
$201M
| $949K | ﹤0.01% |
682,822
-3,567
| -0.5% | -$5.53K |
|
|
MIXT
2945
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $947K | ﹤0.01% |
106,021
| – | – |
|
|
SCPL
2946
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $947K | ﹤0.01% |
58,379
+29,539
| +102% | +$430K |
|
2947
Icon
ICLR
$12.6B
| $942K | ﹤0.01% |
4,931
+1,498
| +44% | +$275K |
|
2948
Genasys
GNSS
$76.1M
| $938K | ﹤0.01% |
152,599
+23,075
| +18% | +$110K |
|
2949
ORIX
IX
$44B
| $937K | ﹤0.01% |
74,915
| – | – |
|
2950
Alector
ALEC
$168M
| $931K | ﹤0.01% |
88,273
+18,640
| +27% | +$301K |
|
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.