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 |
International Flavors & Fragrances
IFF
|
+$147M |
| 2 |
Broadcom
AVGO
|
+$140M |
| 3 |
Builders FirstSource
BLDR
|
+$117M |
| 4 |
Equinix
EQIX
|
+$99.7M |
| 5 |
ConocoPhillips
COP
|
+$82.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
GameStop
GME
|
+$464M |
| 2 |
Chevron
CVX
|
+$257M |
| 3 |
Apple
AAPL
|
+$250M |
| 4 |
BMCH
BMC Stock Holdings, Inc
BMCH
|
+$197M |
| 5 |
CHL
China Mobile Limited
CHL
|
+$178M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.74% |
| 2 | Technology | 15.62% |
| 3 | Industrials | 13.76% |
| 4 | Consumer Discretionary | 12.2% |
| 5 | Healthcare | 10.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
851
Emergent Biosolutions
EBS
$374M
| $97.5M | 0.03% |
1,049,045
+12,231
| +1% | +$1.25M |
|
852
AMN Healthcare
AMN
$1.36B
| $97.3M | 0.03% |
1,320,435
-26,856
| -2% | -$2M |
|
|
ACC
853
DELISTED
American Campus Communities, Inc.
ACC
| $97.1M | 0.03% |
2,250,228
-93,138
| -4% | -$3.96M |
|
|
STAY
854
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $97.1M | 0.03% |
4,916,701
-687,097
| -12% | -$11.2M |
|
855
Alamo Group
ALG
$1.93B
| $96.9M | 0.03% |
620,292
-30,700
| -5% | -$4.67M |
|
856
Avient
AVNT
$3.29B
| $96.7M | 0.03% |
2,046,373
-53,598
| -3% | -$2.39M |
|
857
Trimble
TRMB
$13.6B
| $96.7M | 0.03% |
1,243,395
+75,783
| +6% | +$5.47M |
|
858
Chipotle Mexican Grill
CMG
$43.8B
| $96.6M | 0.03% |
3,399,200
-67,850
| -2% | -$1.96M |
|
859
Arista Networks
ANET
$204B
| $96.6M | 0.03% |
5,118,288
+143,392
| +3% | +$2.68M |
|
860
Brixmor Property Group
BRX
$9.75B
| $96.5M | 0.03% |
4,772,199
-170,366
| -3% | -$3.19M |
|
861
Archrock
AROC
$6.2B
| $96.5M | 0.03% |
10,169,279
+117,899
| +1% | +$1.16M |
|
|
LSI
862
DELISTED
Life Storage, Inc.
LSI
| $96.5M | 0.03% |
1,122,155
-1,447
| -0.1% | -$120K |
|
|
UNVR
863
DELISTED
Univar Solutions Inc.
UNVR
| $96.4M | 0.03% |
4,477,423
+119,272
| +3% | +$2.44M |
|
864
Albany International
AIN
$2.09B
| $96.4M | 0.03% |
1,154,963
-38,543
| -3% | -$3.06M |
|
865
NCR Voyix
VYX
$1.18B
| $96.3M | 0.03% |
4,137,418
+224,468
| +6% | +$4.94M |
|
|
BBL
866
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $96.2M | 0.03% |
1,662,784
-72,020
| -4% | -$4.28M |
|
867
RH
RH
$3.25B
| $96.2M | 0.03% |
161,204
-92,642
| -36% | -$45.7M |
|
|
TSE
868
DELISTED
Trinseo
TSE
| $96M | 0.03% |
1,507,220
+46,856
| +3% | +$2.86M |
|
|
ANSS
869
DELISTED
Ansys
ANSS
| $95.9M | 0.03% |
282,490
-2,204
| -0.8% | -$783K |
|
870
MYR Group
MYRG
$5.01B
| $95.7M | 0.03% |
1,337,862
-50,106
| -4% | -$3.17M |
|
871
Employers Holdings
EIG
$907M
| $95.7M | 0.03% |
2,221,320
-73,693
| -3% | -$2.57M |
|
872
Novanta
NOVT
$4.88B
| $95.5M | 0.03% |
723,756
-19,109
| -3% | -$2.51M |
|
873
Edwards Lifesciences
EW
$49.1B
| $95.4M | 0.03% |
1,141,052
-6,203
| -0.5% | -$524K |
|
874
Ralph Lauren
RL
$22.2B
| $95.3M | 0.03% |
774,211
-144,030
| -16% | -$16.4M |
|
875
Gartner
IT
$11B
| $95.3M | 0.03% |
522,210
+82,772
| +19% | +$14.4M |
|
Similar funds
Dimensional Fund Advisors's Q1 2021 Portfolio in Review
As of Q1 2021, Dimensional Fund Advisors held 3,466 positions worth $302B, up 9.2% from $277B the previous quarter. Its ten largest holdings account for 9.8% of the portfolio.
Dimensional Fund Advisors's Q1 2021 filing shows 123 new, 1,208 increased, 1,942 reduced and 57 closed positions. Its largest new stake was Cognyte Software: 1,291,244 shares worth $35.9M. The largest sale was GameStop, an estimated $464M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 17% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q1 2021 buy was Cognyte Software: 1,291,244 shares worth $35.9M.
- Dimensional Fund Advisors added most to International Flavors & Fragrances in Q1 2021, an estimated $147M increase.
- Dimensional Fund Advisors's biggest Q1 2021 reduction was GameStop, cutting an estimated $464M.
- Dimensional Fund Advisors fully exited BMC Stock Holdings, Inc in Q1 2021, selling an estimated $197M.
- Dimensional Fund Advisors's ten largest holdings make up 9.8% of its $302B portfolio in Q1 2021.
- Dimensional Fund Advisors opened 123 new positions and closed 57 in Q1 2021.
- Dimensional Fund Advisors's portfolio value rose 9.2% quarter-over-quarter to $302B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2021, filed 14 May 2021.