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 | |
|---|---|---|---|---|---|---|
2226
Banco de Chile
BCH
$20.6B
| $11.5M | ﹤0.01% |
563,165
+483
| +0.1% | +$8.62K |
|
2227
Eldorado Gold
EGO
$8.33B
| $11.5M | ﹤0.01% |
863,908
+149,922
| +21% | +$1.92M |
|
|
QUOT
2228
DELISTED
Quotient Technology Inc
QUOT
| $11.5M | ﹤0.01% |
1,216,182
+35,742
| +3% | +$300K |
|
2229
Korea Electric Power
KEP
$14.6B
| $11.4M | ﹤0.01% |
927,772
-18,250
| -2% | -$181K |
|
|
BELFB
2230
Bel Fuse Inc Class B
BELFB
$3.45B
| $11.4M | ﹤0.01% |
755,920
-9,670
| -1% | -$130K |
|
2231
Palomar
PLMR
$3.79B
| $11.2M | ﹤0.01% |
126,474
+40,544
| +47% | +$3.41M |
|
2232
Orion Group Holdings
ORN
$368M
| $11.2M | ﹤0.01% |
2,259,659
-25,602
| -1% | -$99.4K |
|
|
ALX
2233
Alexander's
ALX
$1.36B
| $11.2M | ﹤0.01% |
40,217
-1,021
| -2% | -$270K |
|
2234
Nathan's Famous
NATH
$403M
| $11.1M | ﹤0.01% |
201,611
-5,317
| -3% | -$294K |
|
|
CTO
2235
CTO Realty Growth
CTO
$756M
| $11.1M | ﹤0.01% |
789,891
-424,915
| -35% | -$5.6M |
|
2236
Heron Therapeutics
HRTX
$93.4M
| $11.1M | ﹤0.01% |
525,892
-12,017
| -2% | -$209K |
|
2237
Aegon
AEG
$13.3B
| $11M | ﹤0.01% |
3,025,155
+874,683
| +41% | +$2.67M |
|
|
DLA
2238
DELISTED
Delta Apparel Inc.
DLA
| $11M | ﹤0.01% |
549,029
-401
| -0.1% | -$7.67K |
|
|
CMRX
2239
DELISTED
Chimerix, Inc.
CMRX
| $11M | ﹤0.01% |
2,273,384
-42,914
| -2% | -$156K |
|
|
MRLN
2240
DELISTED
Marlin Business Services Corp
MRLN
| $11M | ﹤0.01% |
896,819
-32,188
| -3% | -$314K |
|
|
TRUE
2241
DELISTED
TrueCar
TRUE
| $10.9M | ﹤0.01% |
2,606,420
+128,625
| +5% | +$573K |
|
|
BFIN
2242
DELISTED
BankFinancial
BFIN
| $10.9M | ﹤0.01% |
1,242,880
-29,581
| -2% | -$238K |
|
|
VEDL
2243
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $10.9M | ﹤0.01% |
1,240,517
-117,047
| -9% | -$765K |
|
2244
Phibro Animal Health
PAHC
$1.5B
| $10.9M | ﹤0.01% |
560,639
-6,950
| -1% | -$128K |
|
|
HNGR
2245
DELISTED
Hanger Inc.
HNGR
| $10.9M | ﹤0.01% |
494,910
+17,859
| +4% | +$366K |
|
|
AMNB
2246
DELISTED
American National Bankshares Inc
AMNB
| $10.9M | ﹤0.01% |
414,405
+1,944
| +0.5% | +$48.9K |
|
2247
Dimensional US Core Equity Market ETF
DFAU
$12.1B
| $10.9M | ﹤0.01% |
+404,000
| New | +$10.4M |
|
2248
Novavax
NVAX
$1.21B
| $10.8M | ﹤0.01% |
97,190
+5,090
| +6% | +$541K |
|
2249
Alico
ALCO
$280M
| $10.8M | ﹤0.01% |
348,971
-5,389
| -2% | -$166K |
|
|
ALBO
2250
DELISTED
Albireo Pharma Inc
ALBO
| $10.8M | ﹤0.01% |
288,436
+40,716
| +16% | +$1.48M |
|
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.