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 | |
|---|---|---|---|---|---|---|
1626
Shopify
SHOP
$153B
| $29.1M | 0.01% |
284,770
+24,770
| +10% | +$2.46M |
|
1627
Stock Yards Bancorp
SYBT
$2.64B
| $29.1M | 0.01% |
855,002
-18,910
| -2% | -$755K |
|
1628
Diamondback Energy
FANG
$55.9B
| $29M | 0.01% |
963,586
+20,670
| +2% | +$788K |
|
1629
Stratasys
SSYS
$702M
| $29M | 0.01% |
2,324,422
-40,399
| -2% | -$590K |
|
|
NP
1630
DELISTED
Neenah, Inc. Common Stock
NP
| $28.9M | 0.01% |
772,588
-12,171
| -2% | -$547K |
|
1631
National Beverage
FIZZ
$2.92B
| $28.9M | 0.01% |
850,426
+8,172
| +1% | +$286K |
|
|
EPAY
1632
DELISTED
Bottomline Technologies Inc
EPAY
| $28.9M | 0.01% |
685,910
-1,175
| -0.2% | -$55.7K |
|
1633
Miller Industries
MLR
$580M
| $28.9M | 0.01% |
944,527
-3,567
| -0.4% | -$107K |
|
|
TRST
1634
Trustco Bank Corp NY
TRST
$978M
| $28.9M | 0.01% |
1,105,876
-16,225
| -1% | -$474K |
|
1635
Global Industrial
GIC
$1.38B
| $28.9M | 0.01% |
1,205,321
-16,159
| -1% | -$349K |
|
1636
ADT
ADT
$5.79B
| $28.8M | 0.01% |
3,521,409
+174,931
| +5% | +$1.7M |
|
|
PRSU
1637
Pursuit Attractions and Hospitality Inc
PRSU
$1.4B
| $28.7M | 0.01% |
1,377,632
-160,992
| -10% | -$3.01M |
|
1638
QuinStreet
QNST
$904M
| $28.7M | 0.01% |
1,810,381
-52,407
| -3% | -$681K |
|
|
LSXMA
1639
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $28.7M | 0.01% |
1,176,054
+41,334
| +4% | +$1.06M |
|
1640
Great Southern Bancorp
GSBC
$890M
| $28.6M | 0.01% |
790,755
-2,275
| -0.3% | -$85.9K |
|
1641
Ryman Hospitality Properties
RHP
$8.37B
| $28.6M | 0.01% |
777,287
-25,335
| -3% | -$897K |
|
1642
HealthStream
HSTM
$837M
| $28.6M | 0.01% |
1,424,106
-38,761
| -3% | -$823K |
|
1643
Mattel
MAT
$4.36B
| $28.5M | 0.01% |
2,436,894
-281,343
| -10% | -$3.13M |
|
|
CIR
1644
DELISTED
CIRCOR International, Inc
CIR
| $28.5M | 0.01% |
1,042,326
-157,892
| -13% | -$4.4M |
|
1645
CEVA Inc
CEVA
$939M
| $28.4M | 0.01% |
722,616
-27,218
| -4% | -$1.08M |
|
|
AAMI
1646
Acadian Asset Management
AAMI
$3.13B
| $28.4M | 0.01% |
2,205,440
-20,246
| -0.9% | -$267K |
|
1647
Super Micro Computer
SMCI
$18.5B
| $28.3M | 0.01% |
10,729,790
+727,580
| +7% | +$1.99M |
|
1648
Hexcel
HXL
$7.78B
| $28.2M | 0.01% |
840,293
-6,376
| -0.8% | -$257K |
|
1649
MGP Ingredients
MGPI
$373M
| $28.2M | 0.01% |
709,084
-14,538
| -2% | -$542K |
|
1650
Hawkins
HWKN
$2.75B
| $28.1M | 0.01% |
1,221,148
-16,860
| -1% | -$414K |
|
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.