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 | |
|---|---|---|---|---|---|---|
1751
Motorcar Parts of America
MPAA
$266M
| $30.2M | 0.01% |
1,541,575
-28,081
| -2% | -$521K |
|
1752
Unisys
UIS
$252M
| $30.2M | 0.01% |
1,535,408
-19,301
| -1% | -$278K |
|
1753
RadNet
RDNT
$4.98B
| $30.2M | 0.01% |
1,543,363
-34,338
| -2% | -$607K |
|
1754
Idacorp
IDA
$8B
| $30.2M | 0.01% |
314,019
+9,640
| +3% | +$878K |
|
|
EBIX
1755
DELISTED
Ebix Inc
EBIX
| $30.1M | 0.01% |
793,543
+8,268
| +1% | +$233K |
|
1756
Orthofix Medical
OFIX
$492M
| $30.1M | 0.01% |
699,302
-11,086
| -2% | -$405K |
|
1757
Vishay Precision Group
VPG
$1.08B
| $30M | 0.01% |
953,114
-3,767
| -0.4% | -$106K |
|
1758
Essential Properties Realty Trust
EPRT
$6.92B
| $30M | 0.01% |
1,413,873
+31,674
| +2% | +$620K |
|
1759
John B. Sanfilippo & Son
JBSS
$986M
| $29.7M | 0.01% |
377,059
-21,287
| -5% | -$1.62M |
|
|
ATCO
1760
DELISTED
Atlas Corp.
ATCO
| $29.7M | 0.01% |
2,739,188
-3,600
| -0.1% | -$37K |
|
1761
Pan American Silver
PAAS
$17.9B
| $29.7M | 0.01% |
859,638
-5,599
| -0.6% | -$181K |
|
1762
Conduent
CNDT
$253M
| $29.6M | 0.01% |
6,165,827
+143,086
| +2% | +$597K |
|
|
HSKA
1763
DELISTED
Heska Corp
HSKA
| $29.5M | 0.01% |
202,871
-5,413
| -3% | -$674K |
|
1764
Genesco
GCO
$434M
| $29.5M | 0.01% |
981,977
-42,460
| -4% | -$1.09M |
|
|
KNL
1765
DELISTED
Knoll, Inc.
KNL
| $29.5M | 0.01% |
2,009,057
-56,187
| -3% | -$758K |
|
1766
ADT
ADT
$5.43B
| $29.5M | 0.01% |
3,752,630
+231,221
| +7% | +$1.82M |
|
1767
National Fuel Gas
NFG
$7.69B
| $29.4M | 0.01% |
715,923
-1,847
| -0.3% | -$76.9K |
|
1768
NRC Health Common Stock
NRC
$405M
| $29.4M | 0.01% |
687,961
-22,006
| -3% | -$1.13M |
|
1769
BlackBerry
BB
$4.58B
| $29.4M | 0.01% |
4,432,441
-28,699
| -0.6% | -$170K |
|
1770
SiriusXM
SIRI
$11B
| $29.2M | 0.01% |
458,186
-2,717
| -0.6% | -$167K |
|
1771
Coherent
COHR
$43.4B
| $29.2M | 0.01% |
384,192
-64,187
| -14% | -$3.8M |
|
1772
Innoviva
INVA
$1.6B
| $29.1M | 0.01% |
2,352,627
-5,140
| -0.2% | -$55.4K |
|
1773
Agnico Eagle Mines
AEM
$72.2B
| $29.1M | 0.01% |
413,299
+42,477
| +11% | +$3.17M |
|
1774
Hamilton Lane
HLNE
$3.88B
| $29.1M | 0.01% |
372,829
-2,578
| -0.7% | -$187K |
|
1775
Scorpio Tankers
STNG
$3.91B
| $29M | 0.01% |
2,594,718
-181,623
| -7% | -$2.01M |
|
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.