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 | |
|---|---|---|---|---|---|---|
|
PTVCB
2076
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $12.8M | 0.01% |
972,234
+186
| +0% | +$2.67K |
|
2077
UFP Technologies
UFPT
$1.97B
| $12.8M | 0.01% |
307,958
-7,528
| -2% | -$325K |
|
|
ACBI
2078
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $12.7M | 0.01% |
1,122,654
-7,093
| -0.6% | -$79K |
|
|
BPYU
2079
DELISTED
Brookfield Property REIT Inc. Class A Common Stock
BPYU
| $12.7M | 0.01% |
1,037,761
-454,194
| -30% | -$5.21M |
|
|
EGRX
2080
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $12.7M | 0.01% |
298,292
+3,552
| +1% | +$155K |
|
2081
Ovintiv
OVV
$17.3B
| $12.6M | 0.01% |
1,549,867
-32,608
| -2% | -$336K |
|
|
SAGE
2082
DELISTED
Sage Therapeutics
SAGE
| $12.6M | 0.01% |
206,918
+77,472
| +60% | +$3.93M |
|
2083
Cato Corp
CATO
$68.3M
| $12.6M | 0.01% |
1,615,169
-264,656
| -14% | -$2.08M |
|
2084
Dropbox
DBX
$7.6B
| $12.6M | 0.01% |
655,637
+159,802
| +32% | +$3.33M |
|
2085
Syndax Pharmaceuticals
SNDX
$1.69B
| $12.6M | 0.01% |
853,968
-29,268
| -3% | -$446K |
|
|
CCRN
2086
DELISTED
Cross Country Healthcare
CCRN
| $12.6M | 0.01% |
1,941,328
-73,608
| -4% | -$466K |
|
2087
Weyerhaeuser
WY
$18B
| $12.6M | 0.01% |
441,025
-13,446
| -3% | -$369K |
|
2088
Collegium Pharmaceutical
COLL
$1.15B
| $12.5M | 0.01% |
600,268
-5,780
| -1% | -$104K |
|
2089
Greenlight Captial
GLRE
$552M
| $12.5M | 0.01% |
1,856,651
-60,587
| -3% | -$416K |
|
2090
ANI Pharmaceuticals
ANIP
$1.8B
| $12.5M | 0.01% |
442,772
-52,891
| -11% | -$1.57M |
|
2091
Regis Corp
RGS
$68.4M
| $12.4M | 0.01% |
101,309
-7,180
| -7% | -$1.08M |
|
2092
Western New England Bancorp
WNEB
$259M
| $12.4M | 0.01% |
2,206,573
-48,178
| -2% | -$259K |
|
2093
Lands' End
LE
$370M
| $12.4M | 0.01% |
952,556
+23,115
| +2% | +$260K |
|
2094
Marcus Corp
MCS
$897M
| $12.4M | 0.01% |
1,604,162
-64,733
| -4% | -$872K |
|
2095
Rafael Holdings
RFL
$101M
| $12.4M | 0.01% |
810,750
-2,241
| -0.3% | -$35K |
|
2096
Banco Bilbao Vizcaya Argentaria
BBVA
$154B
| $12.4M | 0.01% |
4,521,972
+621,364
| +16% | +$1.93M |
|
|
TRUE
2097
DELISTED
TrueCar
TRUE
| $12.4M | 0.01% |
2,477,795
-37,581
| -1% | -$159K |
|
|
NEWR
2098
DELISTED
New Relic, Inc.
NEWR
| $12.4M | 0.01% |
219,495
+6,212
| +3% | +$379K |
|
2099
NN Inc
NNBR
$255M
| $12.3M | 0.01% |
2,390,074
-250,186
| -9% | -$1.32M |
|
2100
NatWest
NWG
$75.4B
| $12.3M | 0.01% |
4,251,943
-28,529
| -0.7% | -$88.4K |
|
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.