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 | |
|---|---|---|---|---|---|---|
|
ECHO
1501
EchoStar
ECHO
$25B
| $46.5M | 0.02% |
1,935,476
-40,269
| -2% | -$963K |
|
1502
Heritage Financial
HFWA
$1.21B
| $46.3M | 0.02% |
1,640,089
-32,332
| -2% | -$847K |
|
1503
Atmos Energy
ATO
$29.1B
| $46.2M | 0.02% |
467,536
-3,797
| -0.8% | -$346K |
|
|
FFWM
1504
DELISTED
First Foundation Inc
FFWM
| $46.2M | 0.02% |
1,967,799
-62,924
| -3% | -$1.41M |
|
1505
Apple Hospitality REIT
APLE
$3.92B
| $46.1M | 0.02% |
3,165,208
-56,248
| -2% | -$781K |
|
1506
Hexcel
HXL
$7.76B
| $45.9M | 0.02% |
819,564
-36,038
| -4% | -$1.9M |
|
|
TPIC
1507
DELISTED
TPI Composites
TPIC
| $45.9M | 0.02% |
813,234
-28,371
| -3% | -$1.71M |
|
|
FARO
1508
DELISTED
Faro Technologies
FARO
| $45.9M | 0.02% |
529,761
-79,345
| -13% | -$6.58M |
|
1509
Comtech Telecommunications
CMTL
$50.9M
| $45.8M | 0.02% |
1,845,129
-91,443
| -5% | -$2.33M |
|
1510
German American Bancorp
GABC
$1.92B
| $45.8M | 0.02% |
991,131
-28,807
| -3% | -$1.13M |
|
|
COWN
1511
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $45.8M | 0.02% |
1,300,053
-45,954
| -3% | -$1.48M |
|
1512
Rush Enterprises Class B
RUSHB
$6.07B
| $45.7M | 0.02% |
1,522,242
-6,570
| -0.4% | -$180K |
|
1513
Alliant Energy
LNT
$18.3B
| $45.7M | 0.02% |
844,222
-3,542
| -0.4% | -$176K |
|
|
PRA
1514
DELISTED
ProAssurance
PRA
| $45.7M | 0.02% |
1,706,442
-33,868
| -2% | -$783K |
|
|
SEE
1515
DELISTED
Sealed Air
SEE
| $45.6M | 0.02% |
995,387
-3,837
| -0.4% | -$172K |
|
1516
Outfront Media
OUT
$5.62B
| $45.6M | 0.02% |
2,120,212
-18,829
| -0.9% | -$384K |
|
1517
Weibo
WB
$1.99B
| $45.5M | 0.02% |
902,804
+38,089
| +4% | +$1.92M |
|
|
SRCL
1518
DELISTED
Stericycle Inc
SRCL
| $45.5M | 0.02% |
673,948
+2,352
| +0.4% | +$160K |
|
1519
Marcus & Millichap
MMI
$1.18B
| $45.5M | 0.02% |
1,349,973
-23,647
| -2% | -$870K |
|
1520
Titan Machinery
TITN
$413M
| $45.5M | 0.02% |
1,782,808
-29,267
| -2% | -$705K |
|
1521
Douglas Dynamics
PLOW
$991M
| $45.4M | 0.02% |
983,940
-112,412
| -10% | -$5.18M |
|
1522
Cameco
CCJ
$38.4B
| $45.4M | 0.02% |
2,733,254
-6,542
| -0.2% | -$101K |
|
|
CVA
1523
DELISTED
Covanta Holding Corporation
CVA
| $45.3M | 0.02% |
3,270,401
-77,008
| -2% | -$1.1M |
|
1524
Black Hills Corp
BKH
$5.5B
| $45.3M | 0.02% |
678,404
-16,159
| -2% | -$1M |
|
|
EXAS
1525
DELISTED
Exact Sciences
EXAS
| $45.2M | 0.01% |
342,493
+3,233
| +1% | +$443K |
|
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.