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 | |
|---|---|---|---|---|---|---|
2701
Elbit Systems
ESLT
$37.9B
| $2.31M | ﹤0.01% |
19,213
+2,410
| +14% | +$318K |
|
|
PBIP
2702
DELISTED
Prudential Bancorp, Inc.
PBIP
| $2.31M | ﹤0.01% |
218,895
-368
| -0.2% | -$4.03K |
|
2703
BioLife Solutions
BLFS
$1.53B
| $2.29M | ﹤0.01% |
79,237
+10,768
| +16% | +$233K |
|
2704
Fresenius Medical Care
FMS
$13.8B
| $2.28M | ﹤0.01% |
53,708
+149
| +0.3% | +$6.43K |
|
2705
Qiagen
QGEN
$8.54B
| $2.27M | ﹤0.01% |
41,046
| – | – |
|
2706
Bankwell Financial Group
BWFG
$543M
| $2.27M | ﹤0.01% |
160,652
| – | – |
|
|
MACK
2707
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $2.27M | ﹤0.01% |
567,185
-20,238
| -3% | -$74.4K |
|
2708
Peoples Bancorp of North Carolina
PEBK
$229M
| $2.26M | ﹤0.01% |
146,667
-501
| -0.3% | -$8.43K |
|
2709
SEACOR Marine Holdings
SMHI
$256M
| $2.25M | ﹤0.01% |
1,106,235
-248,099
| -18% | -$621K |
|
|
ITI
2710
DELISTED
Iteris, Inc.
ITI
| $2.24M | ﹤0.01% |
546,763
+8,980
| +2% | +$41.6K |
|
|
DL
2711
DELISTED
China Distance Education Holdings Limited
DL
| $2.23M | ﹤0.01% |
233,183
+16,719
| +8% | +$150K |
|
2712
B2Gold
BTG
$5B
| $2.23M | ﹤0.01% |
341,913
+62,951
| +23% | +$409K |
|
|
QIWI
2713
DELISTED
QIWI PLC
QIWI
| $2.22M | ﹤0.01% |
128,207
+10,787
| +9% | +$195K |
|
|
SLCT
2714
DELISTED
Select Bancorp, Inc.
SLCT
| $2.22M | ﹤0.01% |
309,135
-315
| -0.1% | -$2.4K |
|
2715
Sumitomo Mitsui Financial
SMFG
$164B
| $2.21M | ﹤0.01% |
395,052
+3,036
| +0.8% | +$17.4K |
|
2716
VICI Properties
VICI
$29B
| $2.2M | ﹤0.01% |
94,205
+8,368
| +10% | +$188K |
|
|
ALYA
2717
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $2.2M | ﹤0.01% |
1,056,246
-3,218
| -0.3% | -$5.85K |
|
|
NIU
2718
Niu Technologies
NIU
$203M
| $2.19M | ﹤0.01% |
114,398
+86,995
| +317% | +$1.75M |
|
2719
Purple Innovation
PRPL
$35.3M
| $2.19M | ﹤0.01% |
3,516
+2,174
| +162% | +$1.16M |
|
2720
Ampco-Pittsburgh
AP
$163M
| $2.18M | ﹤0.01% |
663,354
-31,890
| -5% | -$102K |
|
|
UNAM
2721
DELISTED
Unico American Corp
UNAM
| $2.16M | ﹤0.01% |
406,992
| – | – |
|
2722
BayCom
BCML
$329M
| $2.15M | ﹤0.01% |
208,405
-200
| -0.1% | -$2.29K |
|
|
SFIX
2723
Stitch Fix
SFIX
$536M
| $2.14M | ﹤0.01% |
78,723
-19,229
| -20% | -$494K |
|
|
APTS
2724
DELISTED
Preferred Apartment Communities, Inc.
APTS
| $2.13M | ﹤0.01% |
394,422
+79,472
| +25% | +$540K |
|
2725
Electromed
ELMD
$337M
| $2.12M | ﹤0.01% |
203,219
+1,746
| +0.9% | +$25.1K |
|
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.