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 | |
|---|---|---|---|---|---|---|
2926
Ranpak Holdings
PACK
$550M
| $1.28M | ﹤0.01% |
95,010
+73,648
| +345% | +$811K |
|
|
AKRO
2927
DELISTED
Akero Therapeutics
AKRO
| $1.27M | ﹤0.01% |
+49,334
| New | +$1.37M |
|
2928
First Majestic Silver
AG
$7.75B
| $1.27M | ﹤0.01% |
94,446
+10,225
| +12% | +$112K |
|
2929
Replimune Group
REPL
$449M
| $1.26M | ﹤0.01% |
32,856
| – | – |
|
2930
Alerus Financial
ALRS
$833M
| $1.25M | ﹤0.01% |
45,716
+7,415
| +19% | +$178K |
|
2931
Coca-Cola Europacific Partners
CCEP
$49.3B
| $1.25M | ﹤0.01% |
25,165
| – | – |
|
|
ICBK
2932
DELISTED
County Bancorp, Inc. Common Stock
ICBK
| $1.25M | ﹤0.01% |
56,573
-105
| -0.2% | -$2.17K |
|
2933
Federal Agricultural Mortgage Class A
AGM.A
$1.62B
| $1.24M | ﹤0.01% |
19,028
-215
| -1% | -$13K |
|
2934
BILL Holdings
BILL
$4.62B
| $1.23M | ﹤0.01% |
8,985
+165
| +2% | +$19.5K |
|
|
DSKE
2935
DELISTED
Daseke, Inc. Common Stock
DSKE
| $1.22M | ﹤0.01% |
210,032
+30,436
| +17% | +$194K |
|
2936
Quanterix
QTRX
$164M
| $1.22M | ﹤0.01% |
+26,141
| New | +$1.14M |
|
|
DBD
2937
DELISTED
Diebold Nixdorf Incorporated
DBD
| $1.21M | ﹤0.01% |
113,520
+100,578
| +777% | +$914K |
|
2938
Tecnoglass
TGLS
$2.09B
| $1.2M | ﹤0.01% |
174,176
+17,817
| +11% | +$106K |
|
|
ARAV
2939
DELISTED
Aravive, Inc. Common Stock
ARAV
| $1.2M | ﹤0.01% |
213,270
+8
| +0% | +$44 |
|
2940
Flanigan's Enterprises
BDL
$73.2M
| $1.2M | ﹤0.01% |
60,570
-1,629
| -3% | -$28.7K |
|
|
CSLT
2941
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $1.19M | ﹤0.01% |
916,185
-122,387
| -12% | -$138K |
|
2942
Haverty Furniture Companies Class A
HVT.A
| $1.19M | ﹤0.01% |
41,037
-896
| -2% | -$24.2K |
|
|
CEA
2943
DELISTED
China Eastern Airlines
CEA
| $1.19M | ﹤0.01% |
55,127
-2,421
| -4% | -$53.4K |
|
2944
RCM Technologies
RCMT
$205M
| $1.18M | ﹤0.01% |
568,954
-113,868
| -17% | -$175K |
|
2945
Virco
VIRC
$94.7M
| $1.17M | ﹤0.01% |
463,279
-1,818
| -0.4% | -$4.09K |
|
|
CDR
2946
DELISTED
Cedar Realty Trust, Inc
CDR
| $1.16M | ﹤0.01% |
114,670
-28,984
| -20% | -$223K |
|
2947
Farmers & Merchants Bancorp
FMAO
$474M
| $1.15M | ﹤0.01% |
50,071
+1,910
| +4% | +$42.1K |
|
|
VOLT
2948
DELISTED
Volt Information Sciences, Inc.
VOLT
| $1.15M | ﹤0.01% |
650,377
-53,663
| -8% | -$89.7K |
|
2949
Optical Cable Corp
OCC
$121M
| $1.15M | ﹤0.01% |
429,093
-2,800
| -0.6% | -$8.26K |
|
2950
First Capital
FCAP
$214M
| $1.15M | ﹤0.01% |
18,949
| – | – |
|
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.