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 | |
|---|---|---|---|---|---|---|
151
Lockheed Martin
LMT
$134B
| $322M | 0.11% |
870,950
-4,118
| -0.5% | -$1.41M |
|
152
ASML
ASML
$636B
| $318M | 0.11% |
514,666
+34,550
| +7% | +$19.2M |
|
153
KLA
KLAC
$266B
| $317M | 0.11% |
9,603,680
-290,010
| -3% | -$8.74M |
|
154
Valley National Bancorp
VLY
$7.94B
| $316M | 0.1% |
23,032,100
-86,668
| -0.4% | -$1.04M |
|
155
GE Aerospace
GE
$375B
| $314M | 0.1% |
4,800,219
+15,577
| +0.3% | +$943K |
|
156
First Horizon
FHN
$12.1B
| $314M | 0.1% |
18,571,981
-2,387,118
| -11% | -$37.8M |
|
157
Parker-Hannifin
PH
$124B
| $313M | 0.1% |
991,643
-11,981
| -1% | -$3.46M |
|
158
Chubb
CB
$139B
| $312M | 0.1% |
1,976,392
-4,063
| -0.2% | -$655K |
|
159
Lennar Class A
LEN
$20.5B
| $311M | 0.1% |
3,178,144
+79,394
| +3% | +$6.68M |
|
160
Biogen
BIIB
$29.5B
| $311M | 0.1% |
1,112,668
-3,883
| -0.3% | -$1.05M |
|
161
Intuit
INTU
$83.1B
| $307M | 0.1% |
801,561
+26,142
| +3% | +$10.1M |
|
162
US Bancorp
USB
$98.9B
| $307M | 0.1% |
5,551,510
-82,835
| -1% | -$4.14M |
|
163
Tyson Foods
TSN
$21.4B
| $306M | 0.1% |
4,123,137
+210,188
| +5% | +$14.5M |
|
164
PACCAR
PCAR
$70.2B
| $306M | 0.1% |
4,934,732
-68,781
| -1% | -$4.3M |
|
165
Canadian Natural Resources
CNQ
$93.4B
| $305M | 0.1% |
20,153,231
-222,648
| -1% | -$3.01M |
|
166
Best Buy
BBY
$18.6B
| $304M | 0.1% |
2,648,643
+30,143
| +1% | +$3.38M |
|
167
Air Products & Chemicals
APD
$65.2B
| $303M | 0.1% |
1,078,578
-8,949
| -0.8% | -$2.43M |
|
|
168
Builders FirstSource
BLDR
$7.82B
| $303M | 0.1% |
6,539,710
+2,755,390
| +73% | +$117M |
|
169
Salesforce
CRM
$142B
| $303M | 0.1% |
1,430,920
+32,806
| +2% | +$7.3M |
|
170
Whirlpool
WHR
$2.44B
| $302M | 0.1% |
1,372,530
-5,526
| -0.4% | -$1.1M |
|
|
TCF
171
DELISTED
TCF Financial Corporation Common Stock
TCF
| $302M | 0.1% |
6,491,692
-61,893
| -0.9% | -$2.74M |
|
172
Arrow Electronics
ARW
$10.9B
| $301M | 0.1% |
2,717,486
-46,207
| -2% | -$4.8M |
|
173
Element Solutions
ESI
$9.22B
| $301M | 0.1% |
16,447,633
-421,144
| -2% | -$7.74M |
|
174
MetLife
MET
$61.2B
| $297M | 0.1% |
4,883,555
-237,237
| -5% | -$13.1M |
|
175
Popular Inc
BPOP
$10.9B
| $296M | 0.1% |
4,207,127
+134,439
| +3% | +$8.7M |
|
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.