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 | |
|---|---|---|---|---|---|---|
1676
Myers Industries
MYE
$1.24B
| $33.8M | 0.01% |
1,627,645
-23,240
| -1% | -$387K |
|
1677
Teradata
TDC
$2.88B
| $33.8M | 0.01% |
1,504,235
+50,366
| +3% | +$1.08M |
|
1678
Bank of N.T. Butterfield & Son
NTB
$2.41B
| $33.8M | 0.01% |
1,083,683
-46,192
| -4% | -$1.36M |
|
1679
German American Bancorp
GABC
$1.93B
| $33.8M | 0.01% |
1,019,938
-7,014
| -0.7% | -$222K |
|
|
PGRE
1680
DELISTED
Paramount Group
PGRE
| $33.7M | 0.01% |
3,733,112
+84,348
| +2% | +$680K |
|
1681
RingCentral
RNG
$4.83B
| $33.7M | 0.01% |
88,956
+3,044
| +4% | +$947K |
|
1682
Sally Beauty Holdings
SBH
$1.47B
| $33.6M | 0.01% |
2,574,263
+14,192
| +0.6% | +$152K |
|
1683
Shopify
SHOP
$168B
| $33.4M | 0.01% |
295,480
+10,710
| +4% | +$1.12M |
|
1684
Harmony Gold Mining
HMY
$9.7B
| $33.4M | 0.01% |
7,139,469
-221,964
| -3% | -$1.09M |
|
1685
Caesars Entertainment
CZR
$6.06B
| $33.4M | 0.01% |
450,266
+31,807
| +8% | +$1.99M |
|
1686
El Pollo Loco
LOCO
$503M
| $33.4M | 0.01% |
1,846,897
-22,550
| -1% | -$379K |
|
1687
Mercantile Bank Corp
MBWM
$1.04B
| $33.4M | 0.01% |
1,229,281
-5,914
| -0.5% | -$141K |
|
1688
Stock Yards Bancorp
SYBT
$2.6B
| $33.3M | 0.01% |
823,580
-31,422
| -4% | -$1.24M |
|
|
KE
1689
Kimball Electronics
KE
$564M
| $33.3M | 0.01% |
2,084,046
-4,194
| -0.2% | -$59.5K |
|
1690
Cinemark Holdings
CNK
$4.07B
| $33.2M | 0.01% |
1,905,738
-314,624
| -14% | -$3.96M |
|
|
VRS
1691
DELISTED
Verso Corporation
VRS
| $33.1M | 0.01% |
2,754,786
-68,841
| -2% | -$682K |
|
|
MIME
1692
DELISTED
Mimecast Limited
MIME
| $33.1M | 0.01% |
582,513
+28,137
| +5% | +$1.3M |
|
1693
TotalEnergies
TTE
$193B
| $33.1M | 0.01% |
789,140
+45,475
| +6% | +$1.75M |
|
1694
CRA International
CRAI
$1.23B
| $33.1M | 0.01% |
649,090
-3,391
| -0.5% | -$152K |
|
1695
Preferred Bank
PFBC
$1.24B
| $33M | 0.01% |
654,499
-10,797
| -2% | -$422K |
|
1696
Green Plains
GPRE
$1.15B
| $32.9M | 0.01% |
2,501,333
-13,372
| -0.5% | -$203K |
|
|
DAY
1697
DELISTED
Dayforce
DAY
| $32.8M | 0.01% |
308,053
+1,457
| +0.5% | +$138K |
|
1698
Sarepta Therapeutics
SRPT
$1.64B
| $32.8M | 0.01% |
192,509
+6,373
| +3% | +$944K |
|
|
BMTC
1699
DELISTED
Bryn Mawr Bank Corp
BMTC
| $32.8M | 0.01% |
1,072,318
-5,543
| -0.5% | -$162K |
|
1700
NiSource
NI
$21.5B
| $32.8M | 0.01% |
1,429,168
+16,184
| +1% | +$378K |
|
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.