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 | |
|---|---|---|---|---|---|---|
2326
Gencor Industries
GENC
$212M
| $8.94M | ﹤0.01% |
726,875
-12,081
| -2% | -$146K |
|
2327
Provident Financial
PROV
$111M
| $8.9M | ﹤0.01% |
566,358
-7,874
| -1% | -$111K |
|
|
GOOD
2328
Gladstone Commercial Corp
GOOD
$623M
| $8.89M | ﹤0.01% |
493,781
+5,667
| +1% | +$100K |
|
2329
Biglari Holdings Class B
BH
$1.2B
| $8.88M | ﹤0.01% |
79,897
-419
| -0.5% | -$43K |
|
2330
Grocery Outlet
GO
$904M
| $8.84M | ﹤0.01% |
225,134
+119,698
| +114% | +$4.83M |
|
|
CPE
2331
DELISTED
Callon Petroleum Company
CPE
| $8.84M | ﹤0.01% |
671,334
-4,831
| -0.7% | -$41.7K |
|
2332
Core Molding Technologies
CMT
$201M
| $8.83M | ﹤0.01% |
627,380
-1,940
| -0.3% | -$20.7K |
|
2333
Mistras Group
MG
$477M
| $8.81M | ﹤0.01% |
1,135,711
-63,600
| -5% | -$331K |
|
|
SRG
2334
Seritage Growth Properties
SRG
$138M
| $8.76M | ﹤0.01% |
596,637
+21,612
| +4% | +$320K |
|
2335
Transcat
TRNS
$760M
| $8.7M | ﹤0.01% |
250,951
-1,772
| -0.7% | -$55.5K |
|
2336
Quad
QUAD
$479M
| $8.7M | ﹤0.01% |
2,277,990
-222,119
| -9% | -$682K |
|
|
CYBE
2337
DELISTED
Cyberoptics Corp
CYBE
| $8.7M | ﹤0.01% |
383,538
-35,869
| -9% | -$1.02M |
|
2338
Harvard Bioscience
HBIO
$27.6M
| $8.7M | ﹤0.01% |
202,699
-7,408
| -4% | -$276K |
|
|
OSG
2339
DELISTED
Overseas Shipholding Group Inc.
OSG
| $8.68M | ﹤0.01% |
4,057,822
+6,474
| +0.2% | +$13.5K |
|
|
TREC
2340
DELISTED
Trecora Resources
TREC
| $8.66M | ﹤0.01% |
1,239,605
-1,059
| -0.1% | -$7.11K |
|
2341
GoPro
GPRO
$120M
| $8.65M | ﹤0.01% |
1,044,720
+7,396
| +0.7% | +$53.3K |
|
2342
Hamilton Beach Brands
HBB
$313M
| $8.59M | ﹤0.01% |
490,818
| – | – |
|
|
GOLD
2343
Gold.com Inc
GOLD
$1.16B
| $8.58M | ﹤0.01% |
668,952
+10,928
| +2% | +$171K |
|
|
RESI
2344
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $8.54M | ﹤0.01% |
527,482
-198,843
| -27% | -$2.76M |
|
2345
Civista Bancshares
CIVB
$608M
| $8.51M | ﹤0.01% |
485,353
+714
| +0.1% | +$11.3K |
|
2346
Genie Energy
GNE
$370M
| $8.49M | ﹤0.01% |
1,178,108
-21,549
| -2% | -$182K |
|
2347
Verra Mobility
VRRM
$775M
| $8.49M | ﹤0.01% |
632,794
+166,591
| +36% | +$1.96M |
|
2348
BCB Bancorp
BCBP
$179M
| $8.49M | ﹤0.01% |
766,883
-6,141
| -0.8% | -$61K |
|
|
CIO
2349
DELISTED
City Office REIT
CIO
| $8.44M | ﹤0.01% |
864,022
-10,591
| -1% | -$87.1K |
|
2350
DHI Group
DHX
$177M
| $8.41M | ﹤0.01% |
3,789,227
-86,253
| -2% | -$177K |
|
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.