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 | |
|---|---|---|---|---|---|---|
1151
SiteOne Landscape Supply
SITE
$4.09B
| $68.7M | 0.02% |
402,349
-76,973
| -16% | -$12.8M |
|
1152
BancFirst
BANF
$3.81B
| $68.5M | 0.02% |
969,272
-64,898
| -6% | -$4.3M |
|
1153
Steven Madden
SHOO
$3.17B
| $68.5M | 0.02% |
1,838,635
-256,020
| -12% | -$9.32M |
|
1154
Essent Group
ESNT
$6.28B
| $68.5M | 0.02% |
1,441,947
-28,611
| -2% | -$1.27M |
|
1155
Cullen/Frost Bankers
CFR
$10.5B
| $68.4M | 0.02% |
628,841
-43,142
| -6% | -$4.45M |
|
1156
Coca-Cola Consolidated
COKE
$12.8B
| $68.3M | 0.02% |
2,354,130
-97,180
| -4% | -$2.67M |
|
|
AZPN
1157
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $68.2M | 0.02% |
472,873
+13,063
| +3% | +$1.89M |
|
1158
Cemex
CX
$16.9B
| $68.1M | 0.02% |
9,769,799
-2,430,081
| -20% | -$15.7M |
|
1159
Bruker
BRKR
$9.4B
| $67.9M | 0.02% |
1,056,900
+4,932
| +0.5% | +$296K |
|
1160
Cohen & Steers
CNS
$4.2B
| $67.9M | 0.02% |
1,039,583
-21,720
| -2% | -$1.48M |
|
1161
ePlus
PLUS
$2.43B
| $67.8M | 0.02% |
1,364,040
-36,200
| -3% | -$1.72M |
|
1162
Ambarella
AMBA
$3.04B
| $67.7M | 0.02% |
674,238
-42,722
| -6% | -$4.65M |
|
1163
Andersons Inc
ANDE
$2.39B
| $67.6M | 0.02% |
2,471,591
+14,353
| +0.6% | +$380K |
|
1164
Hyster-Yale Materials Handling
HY
$576M
| $67.5M | 0.02% |
775,304
-18,184
| -2% | -$1.59M |
|
1165
CoStar Group
CSGP
$12.2B
| $67.4M | 0.02% |
820,560
-2,450
| -0.3% | -$212K |
|
|
AMED
1166
DELISTED
Amedisys
AMED
| $67.4M | 0.02% |
254,557
-146,371
| -37% | -$41.3M |
|
1167
Axcelis
ACLS
$3.44B
| $67.4M | 0.02% |
1,640,218
-79,144
| -5% | -$2.95M |
|
1168
Brinker International
EAT
$8.82B
| $67.4M | 0.02% |
948,088
-23,955
| -2% | -$1.6M |
|
1169
Calix
CALX
$2.24B
| $67.3M | 0.02% |
1,942,099
-551,792
| -22% | -$20.4M |
|
|
HRC
1170
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $67.3M | 0.02% |
609,082
+75,228
| +14% | +$7.84M |
|
|
GLDD
1171
DELISTED
Great Lakes Dredge & Dock
GLDD
| $67.2M | 0.02% |
4,602,723
-274,730
| -6% | -$4.01M |
|
1172
Coty
COTY
$2.4B
| $67.1M | 0.02% |
7,449,799
+172,385
| +2% | +$1.32M |
|
|
CMD
1173
DELISTED
Cantel Medical Corporation
CMD
| $67M | 0.02% |
839,425
-16,993
| -2% | -$1.33M |
|
1174
AngioDynamics
ANGO
$605M
| $66.9M | 0.02% |
2,853,404
-73,635
| -3% | -$1.49M |
|
1175
Quanex
NX
$825M
| $66.6M | 0.02% |
2,540,032
-95,396
| -4% | -$2.38M |
|
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.