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 | |
|---|---|---|---|---|---|---|
|
FFIC
1576
DELISTED
Flushing Financial
FFIC
| $38.8M | 0.01% |
2,331,289
-13,634
| -0.6% | -$189K |
|
1577
QuinStreet
QNST
$927M
| $38.7M | 0.01% |
1,804,969
-5,412
| -0.3% | -$98.7K |
|
1578
Rush Enterprises Class B
RUSHB
$6.14B
| $38.6M | 0.01% |
1,528,812
-20,527
| -1% | -$474K |
|
1579
American Vanguard Corp
AVD
$68.7M
| $38.4M | 0.01% |
2,476,321
-38,655
| -2% | -$570K |
|
|
MDP
1580
DELISTED
Meredith Corporation
MDP
| $38.4M | 0.01% |
1,999,605
-6,326
| -0.3% | -$103K |
|
1581
Digital Turbine
APPS
$982M
| $38.4M | 0.01% |
678,283
-4,535
| -0.7% | -$186K |
|
1582
Great Southern Bancorp
GSBC
$878M
| $38.3M | 0.01% |
783,879
-6,876
| -0.9% | -$305K |
|
1583
Magnite
MGNI
$2.83B
| $38.2M | 0.01% |
1,242,614
-39,867
| -3% | -$603K |
|
|
LSXMA
1584
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $38.1M | 0.01% |
1,199,953
+23,899
| +2% | +$690K |
|
|
MIK
1585
DELISTED
Michaels Stores, Inc
MIK
| $38M | 0.01% |
2,921,811
+213,358
| +8% | +$2.17M |
|
|
TPC
1586
Tutor Perini Cor
TPC
$4.03B
| $38M | 0.01% |
2,934,352
-10,605
| -0.4% | -$143K |
|
1587
Denali Therapeutics
DNLI
$3.79B
| $37.9M | 0.01% |
452,780
-82,339
| -15% | -$4.98M |
|
1588
BJ's Restaurants
BJRI
$1.47B
| $37.9M | 0.01% |
983,686
-61,873
| -6% | -$2.11M |
|
1589
SFL Corp
SFL
$1.61B
| $37.9M | 0.01% |
6,028,751
-74,889
| -1% | -$518K |
|
1590
Dell
DELL
$239B
| $37.8M | 0.01% |
1,018,246
+269,023
| +36% | +$9.37M |
|
1591
Northwest Natural Holdings
NWN
$2.15B
| $37.8M | 0.01% |
821,005
-6,537
| -0.8% | -$310K |
|
1592
Pinnacle West Capital
PNW
$12.4B
| $37.7M | 0.01% |
472,085
+11,473
| +2% | +$946K |
|
|
USCR
1593
DELISTED
U S Concrete, Inc.
USCR
| $37.7M | 0.01% |
943,909
-8,417
| -0.9% | -$299K |
|
1594
Xencor
XNCR
$1.45B
| $37.7M | 0.01% |
864,487
-3,752
| -0.4% | -$155K |
|
1595
Warrior Met Coal
HCC
$4.17B
| $37.7M | 0.01% |
1,768,533
+2,908
| +0.2% | +$51.1K |
|
1596
Green Brick Partners
GRBK
$3.09B
| $37.7M | 0.01% |
1,641,428
+8,392
| +0.5% | +$175K |
|
1597
RELX
RELX
$66.7B
| $37.6M | 0.01% |
1,525,712
+60,146
| +4% | +$1.38M |
|
1598
Ennis
EBF
$554M
| $37.6M | 0.01% |
2,106,588
-48,244
| -2% | -$813K |
|
1599
BioMarin Pharmaceuticals
BMRN
$11.9B
| $37.6M | 0.01% |
428,296
+3,919
| +0.9% | +$311K |
|
|
ITCI
1600
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $37.5M | 0.01% |
1,177,771
-370,381
| -24% | -$9.73M |
|
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.