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 | |
|---|---|---|---|---|---|---|
|
AYX
2251
DELISTED
Alteryx Inc
AYX
| $10.8M | ﹤0.01% |
88,785
+1,825
| +2% | +$230K |
|
2252
Old Second Bancorp
OSBC
$1.29B
| $10.8M | ﹤0.01% |
1,068,198
-1,115
| -0.1% | -$10.6K |
|
2253
Entravision Communication
EVC
$1.02B
| $10.7M | ﹤0.01% |
3,903,448
-224,330
| -5% | -$542K |
|
|
GTHX
2254
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $10.7M | ﹤0.01% |
593,454
-1,053
| -0.2% | -$15.7K |
|
2255
Monarch Casino & Resort
MCRI
$2.2B
| $10.6M | ﹤0.01% |
173,714
+1,324
| +0.8% | +$66.6K |
|
|
EXTN
2256
DELISTED
Exterran Corporation
EXTN
| $10.6M | ﹤0.01% |
2,405,492
-195,142
| -8% | -$832K |
|
2257
Commercial Vehicle Group
CVGI
$147M
| $10.6M | ﹤0.01% |
1,227,589
-22,104
| -2% | -$160K |
|
|
DFAI
2258
Dimensional International Core Equity Market ETF
DFAI
$17.1B
| $10.6M | ﹤0.01% |
+400,000
| New | +$10.4M |
|
|
SPNS
2259
DELISTED
Sapiens International
SPNS
| $10.6M | ﹤0.01% |
346,433
-1,832
| -0.5% | -$53.7K |
|
2260
Anterix
ATEX
$1.72B
| $10.6M | ﹤0.01% |
281,580
-9,728
| -3% | -$321K |
|
2261
NLI Holdings
NL
$289M
| $10.6M | ﹤0.01% |
2,214,747
-40,630
| -2% | -$191K |
|
|
TEN
2262
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $10.6M | ﹤0.01% |
998,404
-23,552
| -2% | -$223K |
|
2263
Nexa Resources
NEXA
$1.61B
| $10.5M | ﹤0.01% |
1,093,514
-9,268
| -0.8% | -$67.2K |
|
2264
Southern First Bancshares
SFST
$581M
| $10.5M | ﹤0.01% |
297,772
+1,079
| +0.4% | +$33.2K |
|
2265
Dimensional Emerging Core Equity Market ETF
DFAE
$8.91B
| $10.5M | ﹤0.01% |
+400,000
| New | +$10.5M |
|
|
QEP
2266
DELISTED
QEP RESOURCES, INC.
QEP
| $10.5M | ﹤0.01% |
4,397,915
-671,136
| -13% | -$993K |
|
2267
PLDT
PHI
$4.31B
| $10.5M | ﹤0.01% |
376,402
-50,617
| -12% | -$1.41M |
|
|
IHC
2268
DELISTED
Independence Holding Company
IHC
| $10.5M | ﹤0.01% |
255,119
+688
| +0.3% | +$27.5K |
|
|
EVRI
2269
DELISTED
Everi Holdings
EVRI
| $10.4M | ﹤0.01% |
752,721
+4,803
| +0.6% | +$52.2K |
|
2270
Byline Bancorp
BY
$1.78B
| $10.4M | ﹤0.01% |
672,757
+17,418
| +3% | +$254K |
|
2271
Liberty Media Series A
FWONA
$23.4B
| $10.4M | ﹤0.01% |
285,503
+2,496
| +0.9% | +$87.3K |
|
|
SEI
2272
Solaris Energy Infrastructure
SEI
$2.66B
| $10.4M | ﹤0.01% |
1,273,388
-29,145
| -2% | -$208K |
|
2273
Genco Shipping & Trading
GNK
$1.1B
| $10.3M | ﹤0.01% |
1,401,124
-3,393
| -0.2% | -$24.7K |
|
2274
Mitek Systems
MITK
$756M
| $10.3M | ﹤0.01% |
578,868
+32,160
| +6% | +$445K |
|
2275
Escalade
ESCA
$271M
| $10.3M | ﹤0.01% |
485,738
+3,113
| +0.6% | +$63.6K |
|
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.