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 | |
|---|---|---|---|---|---|---|
2576
Richardson Electronics
RELL
$267M
| $3.42M | ﹤0.01% |
819,850
-12,965
| -2% | -$56K |
|
|
RVI
2577
DELISTED
Retail Value Inc. Common Shares
RVI
| $3.42M | ﹤0.01% |
2,961,048
+151,193
| +5% | +$175K |
|
2578
Fastly Inc
FSLY
$3.55B
| $3.4M | ﹤0.01% |
+36,307
| New | +$3.15M |
|
|
RLH
2579
DELISTED
Red Lions Hotel Corporation
RLH
| $3.4M | ﹤0.01% |
1,581,752
-80,962
| -5% | -$187K |
|
|
GSH
2580
DELISTED
Guangshen Railway Co. Ltd
GSH
| $3.37M | ﹤0.01% |
403,126
-4,768
| -1% | -$47K |
|
|
VTLE
2581
DELISTED
Vital Energy
VTLE
| $3.35M | ﹤0.01% |
342,202
-71,959
| -17% | -$1M |
|
2582
Gyre Therapeutics
GYRE
$641M
| $3.35M | ﹤0.01% |
103,972
+2,765
| +3% | +$108K |
|
2583
Axogen
AXGN
$2.27B
| $3.35M | ﹤0.01% |
288,227
+18,796
| +7% | +$218K |
|
2584
Cardlytics
CDLX
$21.7M
| $3.33M | ﹤0.01% |
4,715
-185
| -4% | -$134K |
|
|
IBA
2585
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $3.33M | ﹤0.01% |
86,919
-14,777
| -15% | -$545K |
|
|
HUD
2586
DELISTED
Hudson Ltd. Class A Common Shares
HUD
| $3.32M | ﹤0.01% |
436,761
-16,851
| -4% | -$102K |
|
2587
i3 Verticals
IIIV
$412M
| $3.31M | ﹤0.01% |
130,902
-940
| -0.7% | -$25.2K |
|
2588
Friedman Industries
FRD
$240M
| $3.3M | ﹤0.01% |
568,596
| – | – |
|
|
HLG
2589
DELISTED
Hailiang Education Group Inc. American Depositary Shares
HLG
| $3.28M | ﹤0.01% |
66,229
+551
| +0.8% | +$26.4K |
|
2590
Marchex
MCHX
$76.2M
| $3.26M | ﹤0.01% |
1,539,473
-109,823
| -7% | -$193K |
|
|
SNCR
2591
DELISTED
Synchronoss Technologies
SNCR
| $3.26M | ﹤0.01% |
120,474
-11,986
| -9% | -$397K |
|
|
EVBN
2592
DELISTED
Evans Bancorp Inc
EVBN
| $3.26M | ﹤0.01% |
146,472
-286
| -0.2% | -$6.56K |
|
|
CPE
2593
DELISTED
Callon Petroleum Company
CPE
| $3.26M | ﹤0.01% |
676,165
-259,392
| -28% | -$2.29M |
|
|
MR
2594
DELISTED
Montage Resources Corporation Common Stock
MR
| $3.25M | ﹤0.01% |
741,558
+10,600
| +1% | +$49K |
|
|
VLRS
2595
Controladora Vuela Compania de Aviacion
VLRS
$900M
| $3.24M | ﹤0.01% |
449,271
-58,219
| -11% | -$387K |
|
2596
Bally's
BALY
$682M
| $3.23M | ﹤0.01% |
123,077
-2,297
| -2% | -$53.4K |
|
2597
OrthoPediatrics
KIDS
$519M
| $3.23M | ﹤0.01% |
70,270
+891
| +1% | +$41.3K |
|
2598
Iovance Biotherapeutics
IOVA
$1.82B
| $3.22M | ﹤0.01% |
97,909
+30,894
| +46% | +$947K |
|
|
PARAA
2599
DELISTED
Paramount Global Class A
PARAA
| $3.21M | ﹤0.01% |
105,808
+1,072
| +1% | +$31.3K |
|
2600
SIGA Technologies
SIGA
$235M
| $3.2M | ﹤0.01% |
466,197
+17,075
| +4% | +$116K |
|
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.