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 | |
|---|---|---|---|---|---|---|
2876
TETRA Technologies
TTI
$1.07B
| $1.55M | ﹤0.01% |
1,805,138
-1,325,348
| -42% | -$909K |
|
|
LUMO
2877
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $1.55M | ﹤0.01% |
43,548
-215
| -0.5% | -$3.71K |
|
2878
Astrana Health
ASTH
$1.88B
| $1.55M | ﹤0.01% |
85,067
+47,294
| +125% | +$850K |
|
2879
Corvus Pharmaceuticals
CRVS
$1.12B
| $1.55M | ﹤0.01% |
436,208
| – | – |
|
|
SCX
2880
DELISTED
The L.S. Starrett Company
SCX
| $1.54M | ﹤0.01% |
365,171
-21,751
| -6% | -$75.8K |
|
2881
LoveSac
LOVE
$248M
| $1.54M | ﹤0.01% |
35,759
+18,675
| +109% | +$616K |
|
|
CBD
2882
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $1.54M | ﹤0.01% |
107,525
| – | – |
|
|
EIDX
2883
DELISTED
Eidos Therapeutics, Inc. Common Stock
EIDX
| $1.53M | ﹤0.01% |
11,646
-255
| -2% | -$22.5K |
|
2884
Grupo Aval
AVAL
$5.79B
| $1.52M | ﹤0.01% |
220,909
-32,417
| -13% | -$177K |
|
2885
Celsius Holdings
CELH
$7.53B
| $1.52M | ﹤0.01% |
+90,492
| New | +$904K |
|
2886
Mannatech
MTEX
$8.92M
| $1.49M | ﹤0.01% |
80,139
-180
| -0.2% | -$3.13K |
|
2887
Revolve Group
RVLV
$1.92B
| $1.49M | ﹤0.01% |
+47,727
| New | +$1.06M |
|
2888
National Bankshares
NKSH
$254M
| $1.49M | ﹤0.01% |
47,471
+1,382
| +3% | +$40.8K |
|
2889
Data I/O
DAIO
$31.5M
| $1.47M | ﹤0.01% |
357,408
-39,436
| -10% | -$152K |
|
|
FGH
2890
DELISTED
FG Group Holdings Inc.
FGH
| $1.47M | ﹤0.01% |
731,377
-35,465
| -5% | -$61.3K |
|
2891
AMREP Corp
AXR
$121M
| $1.46M | ﹤0.01% |
171,273
-4,822
| -3% | -$32.4K |
|
2892
GrowGeneration
GRWG
$88.3M
| $1.46M | ﹤0.01% |
36,379
-2,129
| -6% | -$57.3K |
|
2893
Apollo Global Management
APO
$71.9B
| $1.46M | ﹤0.01% |
29,796
+5,010
| +20% | +$224K |
|
2894
PagSeguro Digital
PAGS
$2.69B
| $1.45M | ﹤0.01% |
25,526
-1,646
| -6% | -$73.9K |
|
|
SREV
2895
DELISTED
ServiceSource International, Inc.
SREV
| $1.44M | ﹤0.01% |
816,269
-8,020
| -1% | -$11.9K |
|
|
QIWI
2896
DELISTED
QIWI PLC
QIWI
| $1.43M | ﹤0.01% |
138,989
+10,782
| +8% | +$156K |
|
|
SAL
2897
DELISTED
Salisbury Bancorp, Inc.
SAL
| $1.43M | ﹤0.01% |
76,698
-540
| -0.7% | -$9.99K |
|
2898
Auburn National Bancorp
AUBN
$92M
| $1.43M | ﹤0.01% |
34,210
| – | – |
|
2899
Champions Oncology
CSBR
$76.8M
| $1.42M | ﹤0.01% |
131,513
-956
| -0.7% | -$9.86K |
|
|
SEAC
2900
DELISTED
Seachange International Inc
SEAC
| $1.41M | ﹤0.01% |
50,173
-35,802
| -42% | -$621K |
|
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.