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 | |
|---|---|---|---|---|---|---|
|
HMHC
2176
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $13.1M | ﹤0.01% |
3,926,933
-149,060
| -4% | -$444K |
|
|
XLRN
2177
DELISTED
Acceleron Pharma
XLRN
| $13.1M | ﹤0.01% |
102,131
+3,050
| +3% | +$358K |
|
2178
Greif Class B
GEF.B
$4.13B
| $13.1M | ﹤0.01% |
269,814
+4,553
| +2% | +$215K |
|
|
MOFG
2179
DELISTED
MidWestOne Financial Group
MOFG
| $13M | ﹤0.01% |
532,093
+5,578
| +1% | +$127K |
|
2180
Upwork
UPWK
$1.18B
| $13M | ﹤0.01% |
377,358
-6,189
| -2% | -$177K |
|
|
AIV
2181
Aimco
AIV
$377M
| $13M | ﹤0.01% |
2,465,447
-16,249,076
| -87% | -$72.1M |
|
2182
Oil States International
OIS
$466M
| $13M | ﹤0.01% |
2,588,831
-243,042
| -9% | -$941K |
|
2183
Radiant Logistics
RLGT
$400M
| $13M | ﹤0.01% |
2,239,476
+3,989
| +0.2% | +$22.3K |
|
|
PFBI
2184
DELISTED
Premier Financial Bancorp
PFBI
| $12.9M | ﹤0.01% |
972,038
-1,715
| -0.2% | -$22.6K |
|
2185
Ferrari
RACE
$67.8B
| $12.8M | ﹤0.01% |
55,812
+14,112
| +34% | +$2.88M |
|
2186
RB Global
RBA
$21.5B
| $12.7M | ﹤0.01% |
181,906
+7,611
| +4% | +$504K |
|
2187
Intrepid Potash
IPI
$476M
| $12.6M | ﹤0.01% |
523,732
-11,986
| -2% | -$149K |
|
2188
AnaptysBio
ANAB
$1.54B
| $12.6M | ﹤0.01% |
586,552
+13,825
| +2% | +$336K |
|
2189
Agios Pharmaceuticals
AGIO
$2.08B
| $12.6M | ﹤0.01% |
290,761
-34,845
| -11% | -$1.38M |
|
|
SIX
2190
DELISTED
Six Flags Entertainment Corp.
SIX
| $12.5M | ﹤0.01% |
367,459
-445,204
| -55% | -$12.2M |
|
2191
Greenlight Captial
GLRE
$579M
| $12.5M | ﹤0.01% |
1,713,573
-143,078
| -8% | -$1.06M |
|
2192
Plug Power
PLUG
$2.65B
| $12.5M | ﹤0.01% |
368,342
+304,830
| +480% | +$6.9M |
|
|
GLOG
2193
DELISTED
GASLOG LTD
GLOG
| $12.5M | ﹤0.01% |
3,355,908
-50,988
| -1% | -$154K |
|
2194
Culp Inc
CULP
$45.2M
| $12.5M | ﹤0.01% |
785,852
-20,780
| -3% | -$296K |
|
2195
ANI Pharmaceuticals
ANIP
$1.86B
| $12.4M | ﹤0.01% |
427,654
-15,118
| -3% | -$433K |
|
|
CNBKA
2196
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $12.4M | ﹤0.01% |
160,120
-2,011
| -1% | -$150K |
|
2197
Daktronics
DAKT
$946M
| $12.4M | ﹤0.01% |
2,639,679
-140,473
| -5% | -$615K |
|
|
UHT
2198
Universal Health Realty Income Trust
UHT
$621M
| $12.4M | ﹤0.01% |
192,207
-8,311
| -4% | -$505K |
|
2199
Lennar Class B
LEN.B
$19.9B
| $12.3M | ﹤0.01% |
210,893
+14,299
| +7% | +$847K |
|
|
SWAV
2200
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $12.3M | ﹤0.01% |
118,192
+10,214
| +9% | +$885K |
|
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.