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 | |
|---|---|---|---|---|---|---|
1801
Myers Industries
MYE
$1.37B
| $21.8M | 0.01% |
1,650,885
-5,027
| -0.3% | -$74.9K |
|
1802
Tejon Ranch
TRC
$457M
| $21.8M | 0.01% |
1,542,004
-31,073
| -2% | -$448K |
|
|
LDL
1803
DELISTED
Lydall, Inc.
LDL
| $21.8M | 0.01% |
1,317,412
-52,811
| -4% | -$919K |
|
1804
Donnelley Financial Solutions
DFIN
$1.2B
| $21.7M | 0.01% |
1,625,244
-45,584
| -3% | -$472K |
|
1805
Ezcorp Inc
EZPW
$1.86B
| $21.7M | 0.01% |
4,310,876
-68,757
| -2% | -$382K |
|
|
SGMO
1806
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $21.7M | 0.01% |
2,293,798
+35,910
| +2% | +$388K |
|
1807
NWPX Infrastructure Inc
NWPX
$1.22B
| $21.7M | 0.01% |
818,241
+1,122
| +0.1% | +$29.7K |
|
|
BRSL
1808
Brightstar Lottery PLC
BRSL
$1.86B
| $21.6M | 0.01% |
1,942,076
+10,945
| +0.6% | +$117K |
|
|
NTUS
1809
DELISTED
Natus Medical Inc
NTUS
| $21.5M | 0.01% |
1,256,155
-35,877
| -3% | -$678K |
|
1810
Telkom Indonesia
TLK
$15B
| $21.5M | 0.01% |
1,237,308
-110,527
| -8% | -$2.22M |
|
1811
Ionis Pharmaceuticals
IONS
$8.99B
| $21.4M | 0.01% |
451,318
+32,247
| +8% | +$1.79M |
|
|
LTC
1812
LTC Properties
LTC
$2.01B
| $21.4M | 0.01% |
613,895
-7,708
| -1% | -$284K |
|
1813
Preferred Bank
PFBC
$1.25B
| $21.4M | 0.01% |
665,296
+2,213
| +0.3% | +$82.6K |
|
1814
Distribution Solutions Group
DSGR
$1.6B
| $21.4M | 0.01% |
1,041,584
-24,666
| -2% | -$436K |
|
|
ROIC
1815
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $21.3M | 0.01% |
2,046,602
+137,615
| +7% | +$1.51M |
|
1816
CVR Energy
CVI
$3.31B
| $21.3M | 0.01% |
1,718,681
-93,560
| -5% | -$1.59M |
|
1817
Chunghwa Telecom
CHT
$32.9B
| $21.1M | 0.01% |
582,811
-64,691
| -10% | -$2.39M |
|
|
TSC
1818
DELISTED
TriState Capital Holdings, Inc.
TSC
| $21.1M | 0.01% |
1,597,042
-25,562
| -2% | -$358K |
|
|
EGIO
1819
DELISTED
Edgio, Inc. Common Stock
EGIO
| $21.1M | 0.01% |
91,719
-15,504
| -14% | -$3.88M |
|
1820
Televisa
TV
$1.46B
| $21.1M | 0.01% |
3,412,485
| – | – |
|
1821
Energizer
ENR
$1.47B
| $21M | 0.01% |
537,171
+15,083
| +3% | +$691K |
|
|
ABTX
1822
DELISTED
Allegiance Bancshares
ABTX
| $21M | 0.01% |
897,323
+21,592
| +2% | +$528K |
|
1823
VSE Corp
VSEC
$5.77B
| $20.9M | 0.01% |
682,257
+6,091
| +0.9% | +$180K |
|
|
KBAL
1824
DELISTED
Kimball International
KBAL
| $20.9M | 0.01% |
1,979,552
-18,115
| -0.9% | -$202K |
|
|
BREW
1825
DELISTED
Craft Brew Alliance, Inc.
BREW
| $20.8M | 0.01% |
1,263,602
-5,372
| -0.4% | -$83K |
|
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.