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 | |
|---|---|---|---|---|---|---|
1851
Lantheus
LNTH
$6.63B
| $20.1M | 0.01% |
1,582,996
-33,486
| -2% | -$459K |
|
|
SP
1852
DELISTED
SP Plus Corporation
SP
| $20.1M | 0.01% |
1,117,095
-73,895
| -6% | -$1.36M |
|
|
AVLR
1853
DELISTED
Avalara, Inc.
AVLR
| $19.9M | 0.01% |
156,249
+7,358
| +5% | +$935K |
|
1854
Tootsie Roll Industries
TR
$2.95B
| $19.9M | 0.01% |
768,814
+27,362
| +4% | +$731K |
|
|
RFP
1855
DELISTED
Resolute Forest Products Inc.
RFP
| $19.9M | 0.01% |
4,440,501
-77,683
| -2% | -$291K |
|
1856
Unitil
UTL
$964M
| $19.9M | 0.01% |
513,915
-13,884
| -3% | -$582K |
|
1857
Sanofi
SNY
$102B
| $19.8M | 0.01% |
394,465
-73,960
| -16% | -$3.81M |
|
|
SRDX
1858
DELISTED
Surmodics
SRDX
| $19.7M | 0.01% |
506,978
-18,324
| -3% | -$805K |
|
1859
First Community Bankshares
FCBC
$902M
| $19.7M | 0.01% |
1,092,291
-14,572
| -1% | -$289K |
|
1860
CGI
GIB
$15.2B
| $19.7M | 0.01% |
290,322
+3,420
| +1% | +$233K |
|
|
BLUE
1861
DELISTED
bluebird bio
BLUE
| $19.7M | 0.01% |
28,125
+3,921
| +16% | +$3.06M |
|
|
GLUU
1862
DELISTED
Glu Mobile Inc.
GLUU
| $19.6M | 0.01% |
2,555,859
+80,250
| +3% | +$674K |
|
|
OPI
1863
DELISTED
Office Properties Income Trust
OPI
| $19.6M | 0.01% |
945,961
+164,497
| +21% | +$3.96M |
|
1864
Coty
COTY
$2.47B
| $19.5M | 0.01% |
7,222,809
-220,641
| -3% | -$833K |
|
|
WW
1865
DELISTED
WW International
WW
| $19.4M | 0.01% |
1,028,148
-6,813
| -0.7% | -$160K |
|
|
SJR
1866
DELISTED
Shaw Communications Inc.
SJR
| $19.4M | 0.01% |
1,061,620
+94,876
| +10% | +$1.73M |
|
1867
GDS Holdings
GDS
$6.66B
| $19.4M | 0.01% |
236,817
+17,261
| +8% | +$1.38M |
|
1868
Hanmi Financial
HAFC
$954M
| $19.4M | 0.01% |
2,358,967
-131,898
| -5% | -$1.22M |
|
1869
Urban Edge Properties
UE
$2.84B
| $19.4M | 0.01% |
1,991,391
+125,656
| +7% | +$1.34M |
|
1870
Buckle
BKE
$2.34B
| $19.3M | 0.01% |
947,846
+65,068
| +7% | +$1.18M |
|
|
ADVM
1871
DELISTED
Adverum Biotechnologies
ADVM
| $19.3M | 0.01% |
187,177
+830
| +0.4% | +$124K |
|
|
JWN
1872
DELISTED
Nordstrom
JWN
| $19.3M | 0.01% |
1,616,737
-102,890
| -6% | -$1.54M |
|
1873
QCR Holdings
QCRH
$1.71B
| $19.2M | 0.01% |
700,667
+149
| +0% | +$4.39K |
|
1874
Sierra Bancorp
BSRR
$528M
| $19.2M | 0.01% |
1,143,102
-3,797
| -0.3% | -$68K |
|
1875
Peapack-Gladstone Financial
PGC
$825M
| $19.2M | 0.01% |
1,266,563
-31,042
| -2% | -$520K |
|
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.