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 | |
|---|---|---|---|---|---|---|
1251
Evolent Health
EVH
$348M
| $47.1M | 0.02% |
3,794,679
+24,344
| +0.6% | +$286K |
|
|
PGTI
1252
DELISTED
PGT, Inc.
PGTI
| $47M | 0.02% |
2,685,041
-60,255
| -2% | -$1.06M |
|
|
DCH
1253
Dauch Corp
DCH
$1.34B
| $47M | 0.02% |
8,148,990
-1,125,798
| -12% | -$8.05M |
|
1254
Schneider National
SNDR
$6.26B
| $47M | 0.02% |
1,898,588
-17,574
| -0.9% | -$454K |
|
|
TMX
1255
DELISTED
Terminix Global Holdings, Inc.
TMX
| $46.9M | 0.02% |
1,177,037
-13,052
| -1% | -$515K |
|
|
ENV
1256
DELISTED
ENVESTNET, INC.
ENV
| $46.9M | 0.02% |
607,635
+2,840
| +0.5% | +$227K |
|
1257
Sibanye-Stillwater
SBSW
$6.26B
| $46.8M | 0.02% |
4,204,722
-1,313,971
| -24% | -$15M |
|
|
SFBS
1258
ServisFirst Bancshares
SFBS
$4.89B
| $46.8M | 0.02% |
1,374,982
+30
| +0% | +$1.08K |
|
1259
Capri Holdings
CPRI
$1.83B
| $46.8M | 0.02% |
2,598,607
-32,682
| -1% | -$554K |
|
1260
Gorman-Rupp
GRC
$2.14B
| $46.7M | 0.02% |
1,586,742
-20,263
| -1% | -$640K |
|
1261
Viavi Solutions
VIAV
$9.12B
| $46.7M | 0.02% |
3,979,835
+62,903
| +2% | +$817K |
|
|
CKH
1262
DELISTED
Seacor Holdings Inc.
CKH
| $46.6M | 0.02% |
1,602,825
+1,499
| +0.1% | +$44.5K |
|
|
SGEN
1263
DELISTED
Seagen Inc. Common Stock
SGEN
| $46.6M | 0.02% |
237,989
+3,281
| +1% | +$549K |
|
1264
National Healthcare
NHC
$3.53B
| $46.5M | 0.02% |
747,029
+4,982
| +0.7% | +$312K |
|
|
IPHI
1265
DELISTED
INPHI CORPORATION
IPHI
| $46.5M | 0.02% |
413,857
+10,371
| +3% | +$1.21M |
|
1266
MarineMax
HZO
$759M
| $46.4M | 0.02% |
1,806,962
-3,297
| -0.2% | -$90.6K |
|
1267
Primoris Services
PRIM
$4.58B
| $46.3M | 0.02% |
2,568,207
+7,996
| +0.3% | +$141K |
|
1268
Acco Brands
ACCO
$389M
| $46.3M | 0.02% |
7,983,037
-88,662
| -1% | -$580K |
|
1269
National Bank Holdings
NBHC
$1.92B
| $46.2M | 0.02% |
1,761,335
-130,395
| -7% | -$3.57M |
|
1270
Kearny Financial
KRNY
$604M
| $46.2M | 0.02% |
6,406,307
-366,813
| -5% | -$2.82M |
|
|
PINC
1271
DELISTED
Premier
PINC
| $46M | 0.02% |
1,402,255
+113,249
| +9% | +$3.76M |
|
1272
Shinhan Financial Group
SHG
$32.8B
| $46M | 0.02% |
2,003,867
-54,918
| -3% | -$1.38M |
|
1273
Evergy
EVRG
$19.1B
| $46M | 0.02% |
905,346
+19,335
| +2% | +$1.08M |
|
1274
National Vision
EYE
$1.77B
| $45.9M | 0.02% |
1,200,501
-55,950
| -4% | -$1.94M |
|
1275
StoneX
SNEX
$9.26B
| $45.9M | 0.02% |
4,539,994
-7,903
| -0.2% | -$86.4K |
|
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.