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 | |
|---|---|---|---|---|---|---|
|
AT
2976
DELISTED
Atlantic Power Corporation
AT
| $802K | ﹤0.01% |
409,266
-20,698
| -5% | -$42.1K |
|
|
STRR
2977
Star Equity Holdings
STRR
$39.9M
| $798K | ﹤0.01% |
82,732
-4,658
| -5% | -$44K |
|
|
EIGR
2978
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
| $798K | ﹤0.01% |
3,266
| – | – |
|
2979
Magyar Bancorp
MGYR
$124M
| $795K | ﹤0.01% |
118,193
| – | – |
|
2980
Princeton Bancorp
BPRN
$281M
| $793K | ﹤0.01% |
43,622
-389
| -0.9% | -$7.35K |
|
|
SHI
2981
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $789K | ﹤0.01% |
42,971
| – | – |
|
2982
Chord Energy
CHRD
$7.9B
| $788K | ﹤0.01% |
2,815,578
-5,692,755
| -67% | -$3.48M |
|
2983
Plumas Bancorp
PLBC
$427M
| $787K | ﹤0.01% |
40,001
| – | – |
|
|
UBOH
2984
DELISTED
United Bancshares Inc/OH
UBOH
| $780K | ﹤0.01% |
37,975
| – | – |
|
2985
Esquire Financial Holdings
ESQ
$1.12B
| $777K | ﹤0.01% |
51,817
+900
| +2% | +$14.4K |
|
2986
Lincoln Educational Services
LINC
$1.33B
| $774K | ﹤0.01% |
140,171
+11,488
| +9% | +$68.4K |
|
|
HBP
2987
DELISTED
Huttig Building Products, Inc.
HBP
| $774K | ﹤0.01% |
353,629
-38,143
| -10% | -$73.6K |
|
|
NGM
2988
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
| $771K | ﹤0.01% |
48,432
+37,116
| +328% | +$677K |
|
|
CDR
2989
DELISTED
Cedar Realty Trust, Inc
CDR
| $768K | ﹤0.01% |
143,654
-29,918
| -17% | -$174K |
|
2990
Ecopetrol
EC
$34.5B
| $761K | ﹤0.01% |
77,345
-30,925
| -29% | -$352K |
|
2991
SI-BONE Inc
SIBN
$788M
| $761K | ﹤0.01% |
32,099
+5,996
| +23% | +$119K |
|
2992
Replimune Group
REPL
$941M
| $757K | ﹤0.01% |
32,856
+20,101
| +158% | +$458K |
|
2993
Alerus Financial
ALRS
$831M
| $750K | ﹤0.01% |
38,301
+11,072
| +41% | +$224K |
|
2994
10x Genomics
TXG
$6B
| $742K | ﹤0.01% |
+5,951
| New | +$625K |
|
2995
SIFCO Industries
SIF
$161M
| $741K | ﹤0.01% |
201,473
-2,676
| -1% | -$10.5K |
|
|
AGS
2996
DELISTED
PlayAGS
AGS
| $737K | ﹤0.01% |
208,217
-7,889
| -4% | -$29.5K |
|
2997
Cloudflare
NET
$99B
| $724K | ﹤0.01% |
+17,623
| New | +$675K |
|
2998
NetSol Technologies
NTWK
$51.2M
| $723K | ﹤0.01% |
246,857
| – | – |
|
2999
Five Point Holdings
FPH
$376M
| $707K | ﹤0.01% |
169,324
+11,274
| +7% | +$54.7K |
|
3000
Nutanix
NTNX
$16B
| $704K | ﹤0.01% |
31,745
-72,100
| -69% | -$1.65M |
|
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.