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 | |
|---|---|---|---|---|---|---|
2126
Coca-Cola Femsa
KOF
$22.7B
| $11.5M | ﹤0.01% |
281,565
-20,931
| -7% | -$879K |
|
|
UHT
2127
Universal Health Realty Income Trust
UHT
$603M
| $11.4M | ﹤0.01% |
200,518
-2,024
| -1% | -$137K |
|
2128
Agios Pharmaceuticals
AGIO
$1.79B
| $11.4M | ﹤0.01% |
325,606
-14,920
| -4% | -$654K |
|
2129
Macerich
MAC
$7.33B
| $11.4M | ﹤0.01% |
1,678,071
+77,706
| +5% | +$611K |
|
|
VNE
2130
DELISTED
Veoneer, Inc.
VNE
| $11.4M | ﹤0.01% |
772,376
-2,144
| -0.3% | -$25.8K |
|
|
EPZM
2131
DELISTED
Epizyme, Inc
EPZM
| $11.3M | ﹤0.01% |
947,804
-25,011
| -3% | -$335K |
|
|
VCRA
2132
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $11.3M | ﹤0.01% |
388,347
+3,102
| +0.8% | +$83.8K |
|
2133
American Coastal Insurance
ACIC
$515M
| $11.3M | ﹤0.01% |
1,862,195
-14,855
| -0.8% | -$114K |
|
2134
Cushman & Wakefield Ltd
CWK
$3.14B
| $11.3M | ﹤0.01% |
1,072,692
-1,063
| -0.1% | -$11.9K |
|
|
HONE
2135
DELISTED
HarborOne Bancorp
HONE
| $11.2M | ﹤0.01% |
1,384,041
+28,925
| +2% | +$247K |
|
|
ENDP
2136
DELISTED
Endo International plc
ENDP
| $11.2M | ﹤0.01% |
3,382,196
-99,663
| -3% | -$320K |
|
|
XLRN
2137
DELISTED
Acceleron Pharma
XLRN
| $11.2M | ﹤0.01% |
99,081
-81,484
| -45% | -$8.11M |
|
2138
RPC Inc
RES
$1.24B
| $11.1M | ﹤0.01% |
4,222,997
+41,714
| +1% | +$130K |
|
2139
Grupo Aeroportuario del Pacifico
PAC
$12.9B
| $11.1M | ﹤0.01% |
138,157
-5,607
| -4% | -$407K |
|
|
INDT
2140
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $11.1M | ﹤0.01% |
208,223
-2,222
| -1% | -$117K |
|
|
BITA
2141
DELISTED
Bitauto Holdings Limited
BITA
| $11.1M | ﹤0.01% |
706,148
| – | – |
|
|
GOLD
2142
Gold.com Inc
GOLD
$1.2B
| $11.1M | ﹤0.01% |
658,024
-15,718
| -2% | -$198K |
|
2143
Bassett Furniture
BSET
$164M
| $11.1M | ﹤0.01% |
810,464
-9,818
| -1% | -$103K |
|
|
CAMP
2144
DELISTED
CalAmp Corp.
CAMP
| $11.1M | ﹤0.01% |
66,944
-3,272
| -5% | -$613K |
|
|
INOV
2145
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $11.1M | ﹤0.01% |
418,281
+7,543
| +2% | +$177K |
|
2146
Daktronics
DAKT
$955M
| $11M | ﹤0.01% |
2,780,152
-9,423
| -0.3% | -$39.3K |
|
|
PTR
2147
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $11M | ﹤0.01% |
373,669
-92,081
| -20% | -$3.15M |
|
2148
Franklin Covey
FC
$242M
| $10.9M | ﹤0.01% |
613,756
-9,814
| -2% | -$188K |
|
2149
WisdomTree
WT
$2.96B
| $10.9M | ﹤0.01% |
3,400,922
-173,960
| -5% | -$627K |
|
2150
Nabors Industries
NBR
$1.27B
| $10.8M | ﹤0.01% |
443,814
-251
| -0.1% | -$9.2K |
|
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.