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 | |
|---|---|---|---|---|---|---|
|
PLYA
2201
DELISTED
Playa Hotels & Resorts
PLYA
| $9.82M | ﹤0.01% |
2,344,245
-85,068
| -4% | -$335K |
|
|
CLDR
2202
DELISTED
Cloudera, Inc.
CLDR
| $9.79M | ﹤0.01% |
899,227
+380,225
| +73% | +$4.41M |
|
2203
Colliers International
CIGI
$5.04B
| $9.79M | ﹤0.01% |
146,799
| – | – |
|
2204
Lloyds Banking Group
LYG
$89.5B
| $9.78M | ﹤0.01% |
7,523,578
-68,626
| -0.9% | -$96.2K |
|
2205
Fluor
FLR
$7.01B
| $9.78M | ﹤0.01% |
1,109,606
-675,684
| -38% | -$7.11M |
|
2206
Equinor
EQNR
$97.7B
| $9.75M | ﹤0.01% |
693,194
+326
| +0% | +$5.03K |
|
2207
Ardelyx
ARDX
$1.22B
| $9.73M | ﹤0.01% |
1,853,045
-4,200
| -0.2% | -$25.2K |
|
|
JNCE
2208
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $9.7M | ﹤0.01% |
1,188,967
+43,597
| +4% | +$270K |
|
2209
Genco Shipping & Trading
GNK
$1.11B
| $9.69M | ﹤0.01% |
1,404,517
+5,438
| +0.4% | +$36.7K |
|
2210
Clearfield
CLFD
$411M
| $9.65M | ﹤0.01% |
478,220
-3,930
| -0.8% | -$70.4K |
|
|
SPNE
2211
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $9.65M | ﹤0.01% |
674,582
+9,769
| +1% | +$118K |
|
2212
Genie Energy
GNE
$367M
| $9.6M | ﹤0.01% |
1,199,657
+7,103
| +0.6% | +$60K |
|
|
IHC
2213
DELISTED
Independence Holding Company
IHC
| $9.6M | ﹤0.01% |
254,431
+2,196
| +0.9% | +$76K |
|
2214
Weyco Group
WEYS
$372M
| $9.59M | ﹤0.01% |
593,277
-716
| -0.1% | -$13.1K |
|
2215
NLI Holdings
NL
$281M
| $9.59M | ﹤0.01% |
2,255,377
-21,863
| -1% | -$78.7K |
|
2216
Hamilton Beach Brands
HBB
$311M
| $9.55M | ﹤0.01% |
490,818
-8,348
| -2% | -$143K |
|
2217
Anterix
ATEX
$1.81B
| $9.53M | ﹤0.01% |
291,308
+19
| +0% | +$804 |
|
2218
Goldgroup Mining Inc.
GORO
$157M
| $9.5M | ﹤0.01% |
2,785,866
+123,978
| +5% | +$505K |
|
|
MOFG
2219
DELISTED
MidWestOne Financial Group
MOFG
| $9.41M | ﹤0.01% |
526,515
+1,377
| +0.3% | +$26K |
|
2220
Willis Lease Finance
WLFC
$1.7B
| $9.4M | ﹤0.01% |
1,528,782
-13,281
| -0.9% | -$96.2K |
|
2221
Liberty Energy
LBRT
$3.05B
| $9.4M | ﹤0.01% |
1,176,673
+114,532
| +11% | +$797K |
|
|
FOLD
2222
DELISTED
Amicus Therapeutics
FOLD
| $9.39M | ﹤0.01% |
665,326
-27,670
| -4% | -$403K |
|
2223
Artesian Resources
ARTNA
$355M
| $9.38M | ﹤0.01% |
272,034
-2,749
| -1% | -$97.3K |
|
2224
Red Robin
RRGB
$145M
| $9.36M | ﹤0.01% |
711,460
-247,627
| -26% | -$2.58M |
|
|
AMAG
2225
DELISTED
AMAG Pharmaceuticals
AMAG
| $9.35M | ﹤0.01% |
994,916
-16,757
| -2% | -$159K |
|
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.