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 |
Concentrix
CNXC
|
+$196M |
| 2 |
Tesla
TSLA
|
+$162M |
| 3 |
PROG Holdings
PRG
|
+$150M |
| 4 |
Morgan Stanley
MS
|
+$120M |
| 5 |
Unilever
UL
|
+$113M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$284M |
| 2 |
Comcast
CMCSA
|
+$222M |
| 3 |
ExxonMobil
XOM
|
+$166M |
| 4 |
AAN.A
The Aaron's Company Inc Class A
AAN.A
|
+$165M |
| 5 |
TD Synnex
SNX
|
+$160M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.83% |
| 2 | Technology | 16.31% |
| 3 | Industrials | 13.47% |
| 4 | Consumer Discretionary | 12.13% |
| 5 | Healthcare | 10.9% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2651
Energy Recovery
ERII
$433M
| $3.39M | ﹤0.01% |
248,791
+17,519
| +8% | +$187K |
|
2652
Groupon
GRPN
$1.07B
| $3.38M | ﹤0.01% |
88,825
-141,246
| -61% | -$3.88M |
|
2653
Blue Owl Capital
OBDC
$5.47B
| $3.37M | ﹤0.01% |
+266,000
| New | +$3.37M |
|
2654
Peoples Bancorp of North Carolina
PEBK
$231M
| $3.36M | ﹤0.01% |
145,958
-709
| -0.5% | -$15.2K |
|
2655
Civeo
CVEO
$376M
| $3.35M | ﹤0.01% |
240,841
-17,803
| -7% | -$211K |
|
|
PPIH
2656
Perma-Pipe International
PPIH
$206M
| $3.35M | ﹤0.01% |
552,044
-2,644
| -0.5% | -$15.1K |
|
|
DCPH
2657
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
| $3.34M | ﹤0.01% |
58,527
-1,904
| -3% | -$113K |
|
2658
ENI
E
$72.9B
| $3.34M | ﹤0.01% |
162,109
-4,313
| -3% | -$78.1K |
|
2659
Evolution Petroleum
EPM
$131M
| $3.33M | ﹤0.01% |
1,170,280
-114,080
| -9% | -$289K |
|
2660
LifeVantage
LFVN
$81.1M
| $3.33M | ﹤0.01% |
357,255
-22,706
| -6% | -$255K |
|
|
YELL
2661
DELISTED
Yellow Corporation Common Stock
YELL
| $3.33M | ﹤0.01% |
751,423
+119
| +0% | +$577 |
|
2662
Landmark Bancorp
LARK
$195M
| $3.33M | ﹤0.01% |
185,878
-3,453
| -2% | -$61.7K |
|
|
ORAN
2663
DELISTED
Orange
ORAN
| $3.3M | ﹤0.01% |
278,217
+13,035
| +5% | +$153K |
|
|
FARM
2664
DELISTED
Farmer Brothers
FARM
| $3.3M | ﹤0.01% |
706,451
-136,217
| -16% | -$584K |
|
2665
OrthoPediatrics
KIDS
$510M
| $3.29M | ﹤0.01% |
79,821
+9,551
| +14% | +$438K |
|
2666
BGSF Inc
BGSF
$56.6M
| $3.29M | ﹤0.01% |
244,103
-898
| -0.4% | -$9.86K |
|
|
TESS
2667
DELISTED
Tessco Technologies Inc
TESS
| $3.29M | ﹤0.01% |
527,773
-21,625
| -4% | -$129K |
|
2668
Parke Bancorp
PKBK
$400M
| $3.29M | ﹤0.01% |
210,971
+4,470
| +2% | +$63.6K |
|
|
APTS
2669
DELISTED
Preferred Apartment Communities, Inc.
APTS
| $3.29M | ﹤0.01% |
444,269
+49,847
| +13% | +$341K |
|
2670
MVB Financial
MVBF
$383M
| $3.28M | ﹤0.01% |
144,815
+15,252
| +12% | +$289K |
|
2671
New Fortress Energy
NFE
$94.3M
| $3.28M | ﹤0.01% |
61,163
+33,414
| +120% | +$1.53M |
|
|
ITI
2672
DELISTED
Iteris, Inc.
ITI
| $3.25M | ﹤0.01% |
576,033
+29,270
| +5% | +$140K |
|
2673
Virgin Galactic
SPCE
$320M
| $3.25M | ﹤0.01% |
6,850
+2,287
| +50% | +$1.07M |
|
2674
iRhythm Holdings
IRTC
$3.86B
| $3.23M | ﹤0.01% |
13,640
+7,671
| +129% | +$1.75M |
|
2675
KALA BIO
KALA
$12.3M
| $3.23M | ﹤0.01% |
191
| – | – |
|
Similar funds
Dimensional Fund Advisors's Q4 2020 Portfolio in Review
As of Q4 2020, Dimensional Fund Advisors held 3,414 positions worth $277B, up 17% from $236B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Trading was light in Q4 2020: portfolio turnover was 4.5%. Dimensional Fund Advisors opened 81 new positions and exited 72, leaving the 3,414-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 15% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q4 2020 buy was Concentrix: 1,965,264 shares worth $194M.
- Dimensional Fund Advisors added most to Tesla in Q4 2020, an estimated $162M increase.
- Dimensional Fund Advisors's biggest Q4 2020 reduction was Apple, cutting an estimated $284M.
- Dimensional Fund Advisors fully exited The Aaron's Company Inc Class A in Q4 2020, selling an estimated $165M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $277B portfolio in Q4 2020.
- Dimensional Fund Advisors opened 81 new positions and closed 72 in Q4 2020.
- Dimensional Fund Advisors's portfolio value rose 17% quarter-over-quarter to $277B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2020, filed 11 Feb 2021.