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 | |
|---|---|---|---|---|---|---|
1326
Compass Minerals
CMP
$1.23B
| $57.6M | 0.02% |
918,908
-25,300
| -3% | -$1.62M |
|
1327
LXP Industrial Trust
LXP
$3.52B
| $57.5M | 0.02% |
1,035,647
-38,120
| -4% | -$2.06M |
|
1328
Bread Financial
BFH
$4.32B
| $57.5M | 0.02% |
642,251
+124,920
| +24% | +$8.97M |
|
1329
Standex International
SXI
$3.33B
| $57.4M | 0.02% |
600,518
-31,337
| -5% | -$2.9M |
|
1330
Ollie's Bargain Outlet
OLLI
$4.31B
| $57.1M | 0.02% |
656,128
-5,330
| -0.8% | -$485K |
|
1331
Oxford Industries
OXM
$581M
| $57.1M | 0.02% |
653,115
-83,010
| -11% | -$6.38M |
|
|
MIK
1332
DELISTED
Michaels Stores, Inc
MIK
| $57.1M | 0.02% |
2,596,769
-325,042
| -11% | -$5.74M |
|
1333
Allison Transmission
ALSN
$9.51B
| $57M | 0.02% |
1,395,942
-29,012
| -2% | -$1.21M |
|
|
VRTV
1334
DELISTED
VERITIV CORPORATION
VRTV
| $56.7M | 0.02% |
1,332,603
+8,115
| +0.6% | +$233K |
|
1335
Huazhu Hotels Group
HTHT
$13.3B
| $56.6M | 0.02% |
1,029,369
+15,204
| +1% | +$813K |
|
1336
CMS Energy
CMS
$23.3B
| $56.6M | 0.02% |
923,794
-23,169
| -2% | -$1.33M |
|
1337
Wyndham Hotels & Resorts
WH
$5.61B
| $56.4M | 0.02% |
808,295
-235,674
| -23% | -$15M |
|
1338
Shake Shack
SHAK
$2.54B
| $56.4M | 0.02% |
500,060
-56,039
| -10% | -$6.41M |
|
1339
Protolabs
PRLB
$1.7B
| $56.4M | 0.02% |
463,103
-8,717
| -2% | -$1.45M |
|
1340
Monolithic Power Systems
MPWR
$61.4B
| $56.4M | 0.02% |
159,775
-4,919
| -3% | -$1.79M |
|
1341
Crane NXT
CXT
$2.99B
| $56.3M | 0.02% |
1,726,447
-176,005
| -9% | -$5.22M |
|
|
HMSY
1342
DELISTED
HMS Holdings Corp.
HMSY
| $56.3M | 0.02% |
1,522,707
-545,276
| -26% | -$20M |
|
|
TBI
1343
Trueblue
TBI
$227M
| $56.1M | 0.02% |
2,549,055
-150,503
| -6% | -$3.09M |
|
|
CSW
1344
CSW Industrials
CSW
$4.44B
| $56.1M | 0.02% |
416,891
-21,794
| -5% | -$2.77M |
|
1345
Evertec
EVTC
$1.97B
| $56.1M | 0.02% |
1,507,061
-27,294
| -2% | -$1.03M |
|
1346
LG Display
LPL
$2.79B
| $56.1M | 0.02% |
5,614,437
-455,648
| -8% | -$4.54M |
|
1347
Live Nation Entertainment
LYV
$42.9B
| $56.1M | 0.02% |
662,297
-4,965
| -0.7% | -$400K |
|
1348
Ameresco
AMRC
$980M
| $56M | 0.02% |
1,152,018
-328,502
| -22% | -$18.1M |
|
1349
Haemonetics
HAE
$3.88B
| $56M | 0.02% |
504,105
+20,002
| +4% | +$2.48M |
|
1350
Cars.com
CARS
$722M
| $55.9M | 0.02% |
4,313,278
+28,571
| +0.7% | +$375K |
|
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.