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 | |
|---|---|---|---|---|---|---|
|
TTM
2301
DELISTED
Tata Motors Limited
TTM
| $9.71M | ﹤0.01% |
770,417
-48,542
| -6% | -$517K |
|
2302
Accuray
ARAY
$27.5M
| $9.7M | ﹤0.01% |
2,325,763
-26,241
| -1% | -$96.3K |
|
2303
Natural Gas Services Group
NGS
$457M
| $9.7M | ﹤0.01% |
1,022,687
+1,009
| +0.1% | +$10.1K |
|
2304
Northeast Bank
NBN
$1.04B
| $9.67M | ﹤0.01% |
429,261
-3,106
| -0.7% | -$65.6K |
|
|
GOOS
2305
Canada Goose Holdings
GOOS
$903M
| $9.66M | ﹤0.01% |
324,464
+6,732
| +2% | +$224K |
|
2306
Liberty Global Class C
LBTYK
$3.5B
| $9.55M | ﹤0.01% |
403,918
| – | – |
|
2307
Q2 Holdings
QTWO
$3.78B
| $9.52M | ﹤0.01% |
75,200
+31,874
| +74% | +$3.43M |
|
2308
Beazer Homes USA
BZH
$888M
| $9.48M | ﹤0.01% |
625,782
+81,483
| +15% | +$1.17M |
|
|
MPX
2309
DELISTED
Marine Products Corp
MPX
| $9.47M | ﹤0.01% |
651,577
-3,750
| -0.6% | -$61.9K |
|
|
FSP
2310
Franklin Street Properties
FSP
$49.8M
| $9.47M | ﹤0.01% |
2,166,514
+62,010
| +3% | +$274K |
|
2311
Riverview Bancorp
RVSB
$107M
| $9.46M | ﹤0.01% |
1,798,771
-18,703
| -1% | -$96.7K |
|
|
MRTX
2312
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $9.45M | ﹤0.01% |
43,039
+20,346
| +90% | +$4.4M |
|
2313
Banco Santander
SAN
$191B
| $9.44M | ﹤0.01% |
3,094,436
+2,515,499
| +435% | +$6.37M |
|
|
VNET
2314
VNET Group
VNET
$1.79B
| $9.43M | ﹤0.01% |
271,830
+200,610
| +282% | +$5.27M |
|
2315
Tidewater
TDW
$3.63B
| $9.36M | ﹤0.01% |
1,083,421
+21,658
| +2% | +$172K |
|
2316
Clarus
CLAR
$125M
| $9.33M | ﹤0.01% |
606,074
+27,904
| +5% | +$424K |
|
2317
Weyco Group
WEYS
$377M
| $9.21M | ﹤0.01% |
581,487
-11,790
| -2% | -$200K |
|
2318
Independent Bank Corp
IBCP
$796M
| $9.2M | ﹤0.01% |
497,991
+24,961
| +5% | +$409K |
|
|
VWTR
2319
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $9.19M | ﹤0.01% |
983,205
-57,406
| -6% | -$511K |
|
2320
Banco Santander Chile
BSAC
$16.1B
| $9.19M | ﹤0.01% |
483,572
-97,212
| -17% | -$1.63M |
|
|
UMH
2321
UMH Properties
UMH
$1.34B
| $9.17M | ﹤0.01% |
619,302
+1,272
| +0.2% | +$18.5K |
|
|
ZVO
2322
DELISTED
Zovio Inc. Common Stock
ZVO
| $9.15M | ﹤0.01% |
1,930,510
-9,930
| -0.5% | -$40.8K |
|
|
LX
2323
LexinFintech Holdings
LX
$246M
| $9.08M | ﹤0.01% |
1,355,281
+122,856
| +10% | +$879K |
|
2324
Immersion
IMMR
$243M
| $8.97M | ﹤0.01% |
794,543
-36,407
| -4% | -$289K |
|
|
NPKI
2325
NPK International
NPKI
$1.02B
| $8.96M | ﹤0.01% |
4,667,368
-956,470
| -17% | -$1.28M |
|
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.