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 | |
|---|---|---|---|---|---|---|
|
VWTR
2226
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $9.32M | ﹤0.01% |
1,040,611
-49,613
| -5% | -$429K |
|
2227
Tanger
SKT
$4.67B
| $9.32M | ﹤0.01% |
1,544,865
+132,201
| +9% | +$829K |
|
2228
RCI Hospitality Holdings
RICK
$192M
| $9.29M | ﹤0.01% |
455,450
-21,074
| -4% | -$334K |
|
2229
Newmark Group
NMRK
$2.66B
| $9.26M | ﹤0.01% |
2,143,677
-47,780
| -2% | -$207K |
|
|
FBMS
2230
DELISTED
The First Bancshares, Inc.
FBMS
| $9.23M | ﹤0.01% |
440,247
+8,273
| +2% | +$175K |
|
|
GLOG
2231
DELISTED
GASLOG LTD
GLOG
| $9.23M | ﹤0.01% |
3,406,896
-32,582
| -0.9% | -$99K |
|
2232
Core Laboratories
CLB
$488M
| $9.23M | ﹤0.01% |
604,567
-3,729
| -0.6% | -$78.2K |
|
|
BFIN
2233
DELISTED
BankFinancial
BFIN
| $9.19M | ﹤0.01% |
1,272,461
-15,954
| -1% | -$121K |
|
2234
Tower Semiconductor
TSEM
$24.8B
| $9.17M | ﹤0.01% |
503,244
+14,438
| +3% | +$291K |
|
2235
IDT Corp
IDT
$1.64B
| $9.15M | ﹤0.01% |
1,390,159
-17,919
| -1% | -$118K |
|
2236
Ironwood Pharmaceuticals
IRWD
$696M
| $9.13M | ﹤0.01% |
1,014,738
+140,922
| +16% | +$1.4M |
|
2237
Kinross Gold
KGC
$27.4B
| $9.09M | ﹤0.01% |
1,030,664
+72,741
| +8% | +$629K |
|
2238
Liberty Media Series A
FWONA
$22.5B
| $9.08M | ﹤0.01% |
283,007
+12,905
| +5% | +$418K |
|
2239
CNB Financial Corp
CCNE
$1.04B
| $9.06M | ﹤0.01% |
609,617
+1,443
| +0.2% | +$23.7K |
|
|
BGFV
2240
DELISTED
Big 5 Sporting Goods
BGFV
| $9.06M | ﹤0.01% |
1,210,766
-20,879
| -2% | -$110K |
|
|
PLAN
2241
DELISTED
Anaplan, Inc.
PLAN
| $9.03M | ﹤0.01% |
144,371
+17,031
| +13% | +$878K |
|
2242
CAE Inc. Common Shares
CAE
$8.3B
| $9.01M | ﹤0.01% |
616,572
+175,753
| +40% | +$2.66M |
|
2243
Palomar
PLMR
$3.55B
| $8.96M | ﹤0.01% |
85,930
+34,490
| +67% | +$3.38M |
|
2244
Foster
FSTR
$430M
| $8.95M | ﹤0.01% |
666,645
+4,860
| +0.7% | +$67.5K |
|
2245
Magnite
MGNI
$2.76B
| $8.91M | ﹤0.01% |
1,282,481
-839,295
| -40% | -$5.61M |
|
2246
Team
TISI
$79.5M
| $8.87M | ﹤0.01% |
161,354
-37,614
| -19% | -$2.04M |
|
2247
First Internet Bancorp
INBK
$257M
| $8.85M | ﹤0.01% |
601,085
+1,237
| +0.2% | +$18.9K |
|
2248
Escalade
ESCA
$273M
| $8.83M | ﹤0.01% |
482,625
+2,408
| +0.5% | +$40.5K |
|
|
INN
2249
Summit Hotel Properties
INN
$746M
| $8.82M | ﹤0.01% |
1,702,184
-9,685
| -0.6% | -$54.7K |
|
2250
DHI Group
DHX
$182M
| $8.76M | ﹤0.01% |
3,875,480
-42,570
| -1% | -$106K |
|
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.