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 | |
|---|---|---|---|---|---|---|
1201
InterDigital
IDCC
$6.75B
| $64.7M | 0.02% |
1,019,153
+85,392
| +9% | +$5.58M |
|
1202
Shinhan Financial Group
SHG
$32.1B
| $64.7M | 0.02% |
1,930,116
-49,858
| -3% | -$1.51M |
|
1203
JELD-WEN Holding
JELD
$110M
| $64.5M | 0.02% |
2,329,966
-60,752
| -3% | -$1.69M |
|
1204
Progress Software
PRGS
$1.75B
| $64.4M | 0.02% |
1,462,598
-65,643
| -4% | -$2.88M |
|
1205
Wolfspeed
WOLF
$1.04B
| $64.2M | 0.02% |
593,882
-284,976
| -32% | -$32M |
|
1206
Alpha and Omega Semiconductor
AOSL
$829M
| $64.1M | 0.02% |
1,960,832
-21,633
| -1% | -$710K |
|
1207
Keurig Dr Pepper
KDP
$42.8B
| $64.1M | 0.02% |
1,864,949
+245,220
| +15% | +$7.95M |
|
1208
Photronics
PLAB
$1.65B
| $64.1M | 0.02% |
4,984,289
-249,841
| -5% | -$3.02M |
|
1209
Bio-Techne
TECH
$11.2B
| $64M | 0.02% |
670,712
-15,072
| -2% | -$1.38M |
|
1210
Cogent Communications
CCOI
$635M
| $64M | 0.02% |
930,998
-31,832
| -3% | -$1.95M |
|
1211
SEI Investments
SEIC
$12.3B
| $63.8M | 0.02% |
1,045,518
+15,618
| +2% | +$915K |
|
1212
FirstCash
FCFS
$8.77B
| $63.7M | 0.02% |
967,245
-46,760
| -5% | -$2.96M |
|
|
CVET
1213
DELISTED
Covetrus, Inc. Common Stock
CVET
| $63.7M | 0.02% |
2,125,139
-624,712
| -23% | -$21.3M |
|
1214
Edison International
EIX
$30.3B
| $63.7M | 0.02% |
1,086,137
-21,751
| -2% | -$1.28M |
|
1215
Kelly Services Class A
KELYA
$548M
| $63.6M | 0.02% |
2,862,190
-58,577
| -2% | -$1.24M |
|
|
CAI
1216
DELISTED
CAI International, Inc.
CAI
| $63.5M | 0.02% |
1,394,706
-40,960
| -3% | -$1.62M |
|
1217
Donaldson
DCI
$10.7B
| $63.4M | 0.02% |
1,090,487
+12,592
| +1% | +$753K |
|
1218
Green Dot
GDOT
$750M
| $63.4M | 0.02% |
1,384,380
-119,887
| -8% | -$6.25M |
|
|
CKH
1219
DELISTED
Seacor Holdings Inc.
CKH
| $63.4M | 0.02% |
1,555,458
-27,248
| -2% | -$1.14M |
|
1220
Artisan Partners
APAM
$2.86B
| $63.3M | 0.02% |
1,214,237
-102,729
| -8% | -$5.24M |
|
1221
Lennox International
LII
$15B
| $63.2M | 0.02% |
202,683
+2,890
| +1% | +$837K |
|
1222
Acco Brands
ACCO
$399M
| $63.1M | 0.02% |
7,481,662
-214,695
| -3% | -$1.85M |
|
1223
Cheniere Energy
LNG
$54.2B
| $63.1M | 0.02% |
876,224
-16,596
| -2% | -$1.13M |
|
1224
Papa John's
PZZA
$1.01B
| $63.1M | 0.02% |
711,332
-49,749
| -7% | -$4.7M |
|
1225
Consolidated Edison
ED
$41.4B
| $63M | 0.02% |
841,953
-11,707
| -1% | -$824K |
|
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.