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 | |
|---|---|---|---|---|---|---|
|
SWIR
2776
DELISTED
Sierra Wireless
SWIR
| $1.77M | ﹤0.01% |
158,922
-182
| -0.1% | -$2.04K |
|
2777
Virgin Galactic
SPCE
$328M
| $1.75M | ﹤0.01% |
4,563
+2,613
| +134% | +$992K |
|
2778
Boston Omaha
BOC
$428M
| $1.75M | ﹤0.01% |
109,500
+38,303
| +54% | +$616K |
|
2779
Corvus Pharmaceuticals
CRVS
$1.12B
| $1.75M | ﹤0.01% |
436,208
-2,175
| -0.5% | -$8.69K |
|
|
XENT
2780
DELISTED
Intersect ENT, Inc
XENT
| $1.74M | ﹤0.01% |
106,954
-2,259
| -2% | -$40.9K |
|
2781
Apyx Medical
APYX
$173M
| $1.73M | ﹤0.01% |
367,903
+6,481
| +2% | +$32.1K |
|
|
RNWK
2782
DELISTED
RealNetworks Inc
RNWK
| $1.73M | ﹤0.01% |
1,417,762
-412,962
| -23% | -$567K |
|
2783
Gray Media Inc
GTN.A
$699M
| $1.72M | ﹤0.01% |
140,578
-1,319
| -0.9% | -$17.1K |
|
2784
Appian
APPN
$1.98B
| $1.72M | ﹤0.01% |
+26,535
| New | +$1.44M |
|
2785
Colony Bankcorp
CBAN
$465M
| $1.72M | ﹤0.01% |
159,748
+1,616
| +1% | +$17.4K |
|
|
NOVA
2786
DELISTED
Sunnova Energy
NOVA
| $1.72M | ﹤0.01% |
+56,407
| New | +$1.34M |
|
|
MGI
2787
DELISTED
MoneyGram International, Inc. New
MGI
| $1.71M | ﹤0.01% |
605,266
-26,347
| -4% | -$82.8K |
|
|
ZNH
2788
DELISTED
China Southern Airlines Company Limited
ZNH
| $1.7M | ﹤0.01% |
62,521
| – | – |
|
2789
United-Guardian
UG
$32.4M
| $1.7M | ﹤0.01% |
112,896
-3,888
| -3% | -$58.1K |
|
2790
Aldeyra Therapeutics
ALDX
$92.9M
| $1.69M | ﹤0.01% |
227,842
+18,265
| +9% | +$118K |
|
|
TECX
2791
Tectonic Therapeutic
TECX
$529M
| $1.68M | ﹤0.01% |
10,761
-4,895
| -31% | -$986K |
|
2792
AMES National
ATLO
$271M
| $1.67M | ﹤0.01% |
99,074
+600
| +0.6% | +$11.4K |
|
2793
The Joint Corp
JYNT
$118M
| $1.67M | ﹤0.01% |
95,928
+1,717
| +2% | +$28.1K |
|
|
XNET
2794
Xunlei
XNET
$340M
| $1.67M | ﹤0.01% |
484,176
+30,973
| +7% | +$115K |
|
2795
Rayonier
RYN
$6.55B
| $1.66M | ﹤0.01% |
69,267
+10,447
| +18% | +$260K |
|
|
EEX
2796
DELISTED
Emerald Holding
EEX
| $1.66M | ﹤0.01% |
813,908
-246,251
| -23% | -$652K |
|
|
EXPR
2797
DELISTED
Express, Inc.
EXPR
| $1.66M | ﹤0.01% |
135,973
-83,582
| -38% | -$1.85M |
|
|
BDSI
2798
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $1.65M | ﹤0.01% |
443,055
+27,732
| +7% | +$118K |
|
|
VNET
2799
VNET Group
VNET
$2.04B
| $1.65M | ﹤0.01% |
71,220
-299,377
| -81% | -$6.97M |
|
|
SUNE
2800
SUNation Energy
SUNE
$8.95M
| $1.65M | ﹤0.01% |
1
| – | – |
|
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.