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 | |
|---|---|---|---|---|---|---|
|
CWBC
2876
DELISTED
Community West BanCshares
CWBC
| $1.24M | ﹤0.01% |
154,352
| – | – |
|
|
BRT
2877
BRT Apartments
BRT
$281M
| $1.23M | ﹤0.01% |
103,964
+9,323
| +10% | +$108K |
|
2878
Champions Oncology
CSBR
$74.5M
| $1.23M | ﹤0.01% |
132,469
-1,200
| -0.9% | -$10.7K |
|
2879
StoneCo
STNE
$2.77B
| $1.22M | ﹤0.01% |
23,124
+15,980
| +224% | +$763K |
|
|
AFMD
2880
DELISTED
Affimed
AFMD
| $1.22M | ﹤0.01% |
36,035
| – | – |
|
2881
New Fortress Energy
NFE
$92.1M
| $1.22M | ﹤0.01% |
+27,749
| New | +$728K |
|
|
SAL
2882
DELISTED
Salisbury Bancorp, Inc.
SAL
| $1.22M | ﹤0.01% |
77,238
| – | – |
|
|
ELVT
2883
DELISTED
Elevate Credit, Inc.
ELVT
| $1.22M | ﹤0.01% |
474,594
-48,905
| -9% | -$104K |
|
|
SREV
2884
DELISTED
ServiceSource International, Inc.
SREV
| $1.21M | ﹤0.01% |
824,289
-44,537
| -5% | -$68.8K |
|
2885
OR Royalties Inc
OR
$5.58B
| $1.2M | ﹤0.01% |
101,674
+6,400
| +7% | +$74.4K |
|
2886
Bel Fuse Inc Class A
BELFA
$3.17B
| $1.2M | ﹤0.01% |
107,311
-200
| -0.2% | -$2.21K |
|
2887
SK Telecom
SKM
$12.1B
| $1.2M | ﹤0.01% |
32,371
| – | – |
|
|
FGH
2888
DELISTED
FG Group Holdings Inc.
FGH
| $1.2M | ﹤0.01% |
766,842
-76,247
| -9% | -$126K |
|
2889
Hudbay
HBM
$10.1B
| $1.19M | ﹤0.01% |
281,275
-11,386
| -4% | -$43.8K |
|
2890
Forum Energy Technologies
FET
$708M
| $1.18M | ﹤0.01% |
107,663
-85,961
| -44% | -$864K |
|
2891
Funko
FNKO
$326M
| $1.17M | ﹤0.01% |
202,779
+3,668
| +2% | +$21.5K |
|
|
CSLT
2892
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $1.17M | ﹤0.01% |
1,038,572
-264,905
| -20% | -$291K |
|
2893
Paysign
PAYS
$501M
| $1.17M | ﹤0.01% |
205,883
-1,313
| -0.6% | -$10.2K |
|
2894
Takeda Pharmaceutical
TAK
$54.6B
| $1.17M | ﹤0.01% |
65,504
-68,861
| -51% | -$1.25M |
|
2895
Grupo Aval
AVAL
$6.27B
| $1.17M | ﹤0.01% |
253,326
-3,500
| -1% | -$16.5K |
|
2896
National Bankshares
NKSH
$259M
| $1.17M | ﹤0.01% |
46,089
-298
| -0.6% | -$7.71K |
|
2897
Viking Therapeutics
VKTX
$3.7B
| $1.16M | ﹤0.01% |
199,825
+7,452
| +4% | +$51.3K |
|
|
STKL
2898
DELISTED
SunOpta
STKL
| $1.15M | ﹤0.01% |
155,069
| – | – |
|
2899
Amneal Pharmaceuticals
AMRX
$5.85B
| $1.15M | ﹤0.01% |
295,816
+98,354
| +50% | +$421K |
|
2900
Alpha Pro Tech
APT
$50.4M
| $1.15M | ﹤0.01% |
77,703
-135,257
| -64% | -$2.29M |
|
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.