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 | |
|---|---|---|---|---|---|---|
|
AMRB
2551
DELISTED
American River Bankshares
AMRB
| $3.69M | ﹤0.01% |
370,248
-189
| -0.1% | -$1.91K |
|
|
CBIO
2552
Crescent Biopharma
CBIO
$537M
| $3.67M | ﹤0.01% |
11,969
+188
| +2% | +$71.9K |
|
|
SMMF
2553
DELISTED
Summit Financial Group, Inc.
SMMF
| $3.65M | ﹤0.01% |
246,565
+466
| +0.2% | +$7.24K |
|
|
LEAF
2554
DELISTED
Leaf Group Ltd.
LEAF
| $3.64M | ﹤0.01% |
725,922
-4,410
| -0.6% | -$20.8K |
|
|
MRSN
2555
DELISTED
Mersana Therapeutics
MRSN
| $3.63M | ﹤0.01% |
7,809
-155
| -2% | -$78.3K |
|
|
EMKR
2556
DELISTED
Emcore Corp
EMKR
| $3.63M | ﹤0.01% |
111,846
+594
| +0.5% | +$19.6K |
|
2557
Aspen Aerogels
ASPN
$384M
| $3.63M | ﹤0.01% |
331,716
+10,743
| +3% | +$85K |
|
|
CPLG
2558
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $3.63M | ﹤0.01% |
665,194
+10,851
| +2% | +$57.4K |
|
|
OMCC
2559
DELISTED
Old Market Capital Corp
OMCC
| $3.61M | ﹤0.01% |
497,046
| – | – |
|
|
SOHU
2560
Sohu.com
SOHU
$362M
| $3.6M | ﹤0.01% |
181,463
-71,662
| -28% | -$1.24M |
|
|
PRCP
2561
DELISTED
Perceptron Inc
PRCP
| $3.6M | ﹤0.01% |
529,837
-38,679
| -7% | -$167K |
|
2562
Reading International Class A
RDI
$33.2M
| $3.6M | ﹤0.01% |
1,116,771
-71,426
| -6% | -$290K |
|
2563
Aviat Networks
AVNW
$265M
| $3.59M | ﹤0.01% |
327,342
+9,948
| +3% | +$102K |
|
2564
ACM Research
ACMR
$5.42B
| $3.59M | ﹤0.01% |
155,718
+8,184
| +6% | +$232K |
|
2565
First Northwest Bancorp
FNWB
$109M
| $3.58M | ﹤0.01% |
362,010
+855
| +0.2% | +$9.77K |
|
|
TBCH
2566
Turtle Beach Corp
TBCH
$243M
| $3.58M | ﹤0.01% |
196,800
+440
| +0.2% | +$7.89K |
|
2567
KALA BIO
KALA
$14.1M
| $3.58M | ﹤0.01% |
191
| – | – |
|
|
MTEM
2568
DELISTED
Molecular Templates, Inc.
MTEM
| $3.58M | ﹤0.01% |
21,825
-2,565
| -11% | -$456K |
|
2569
Spyre Therapeutics
SYRE
$8.54B
| $3.54M | ﹤0.01% |
19,978
+29
| +0.1% | +$5.37K |
|
|
CETV
2570
DELISTED
Central European Media Enterprises Ltd
CETV
| $3.54M | ﹤0.01% |
843,179
-77,629
| -8% | -$316K |
|
|
ERF
2571
DELISTED
Enerplus Corporation
ERF
| $3.5M | ﹤0.01% |
1,882,425
-376,696
| -17% | -$942K |
|
2572
Camping World
CWH
$639M
| $3.5M | ﹤0.01% |
117,580
+18,821
| +19% | +$614K |
|
|
EVBG
2573
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $3.47M | ﹤0.01% |
27,586
+10,054
| +57% | +$1.36M |
|
|
HALL
2574
DELISTED
Hallmark Financial Services, Inc.
HALL
| $3.45M | ﹤0.01% |
131,607
-13,855
| -10% | -$432K |
|
2575
Liberty Global Class A
LBTYA
$3.62B
| $3.44M | ﹤0.01% |
163,667
| – | – |
|
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.