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 | |
|---|---|---|---|---|---|---|
1576
Omega Flex
OFLX
$292M
| $42.3M | 0.01% |
268,026
-14,362
| -5% | -$2.26M |
|
|
BDN
1577
Brandywine Realty Trust
BDN
$525M
| $42.2M | 0.01% |
3,269,983
-202,471
| -6% | -$2.47M |
|
|
PDM
1578
Piedmont Realty Trust
PDM
$1.25B
| $42.2M | 0.01% |
2,427,980
-164,133
| -6% | -$2.77M |
|
1579
3D Systems Corp
DDD
$441M
| $42.1M | 0.01% |
1,535,573
-68,218
| -4% | -$2.25M |
|
1580
UGI
UGI
$7.76B
| $42.1M | 0.01% |
1,025,551
+31,412
| +3% | +$1.21M |
|
1581
Donnelley Financial Solutions
DFIN
$1.17B
| $42M | 0.01% |
1,508,874
-42,396
| -3% | -$981K |
|
1582
REX American Resources
REX
$1.44B
| $41.8M | 0.01% |
2,977,938
-38,316
| -1% | -$588K |
|
|
CONN
1583
DELISTED
Conn's Inc.
CONN
| $41.7M | 0.01% |
2,139,726
-36,964
| -2% | -$545K |
|
1584
Mitsubishi UFJ Financial
MUFG
$254B
| $41.6M | 0.01% |
7,731,460
-387,578
| -5% | -$2M |
|
|
LDL
1585
DELISTED
Lydall, Inc.
LDL
| $41.6M | 0.01% |
1,232,774
-62,774
| -5% | -$2.15M |
|
1586
Southwest Gas
SWX
$6.54B
| $41.5M | 0.01% |
604,082
-5,402
| -0.9% | -$342K |
|
|
AY
1587
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $41.5M | 0.01% |
1,132,555
-8,765
| -0.8% | -$345K |
|
1588
Northwest Natural Holdings
NWN
$2.11B
| $41.5M | 0.01% |
768,802
-52,203
| -6% | -$2.5M |
|
1589
Deluxe
DLX
$1.19B
| $41.4M | 0.01% |
985,985
+7,713
| +0.8% | +$291K |
|
|
STFC
1590
DELISTED
State Auto Financial Corp
STFC
| $40.9M | 0.01% |
2,083,012
-28,292
| -1% | -$520K |
|
1591
Globus Medical
GMED
$10.9B
| $40.7M | 0.01% |
660,104
-67,225
| -9% | -$4.26M |
|
1592
Virtu Financial
VIRT
$5.15B
| $40.6M | 0.01% |
1,308,786
+83,553
| +7% | +$2.3M |
|
|
NSA
1593
DELISTED
National Storage Affiliates Trust
NSA
| $40.6M | 0.01% |
1,017,549
+188
| +0% | +$7.15K |
|
1594
US Physical Therapy
USPH
$1.22B
| $40.5M | 0.01% |
389,477
-19,537
| -5% | -$2.43M |
|
|
HTO
1595
H2O America
HTO
$2.59B
| $40.5M | 0.01% |
642,589
-22,483
| -3% | -$1.47M |
|
1596
Sun Life Financial
SLF
$45.9B
| $40.5M | 0.01% |
800,596
-104,737
| -12% | -$5.13M |
|
1597
Middlesex Water
MSEX
$1.04B
| $40.4M | 0.01% |
511,555
-38,655
| -7% | -$2.93M |
|
|
RAVN
1598
DELISTED
Raven Industries Inc
RAVN
| $40.4M | 0.01% |
1,052,846
-152,681
| -13% | -$5.7M |
|
1599
Paylocity
PCTY
$7.32B
| $40.4M | 0.01% |
224,769
+1,965
| +0.9% | +$375K |
|
1600
Future Fuel
FF
$218M
| $40.3M | 0.01% |
2,775,555
-35,937
| -1% | -$530K |
|
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.