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 | |
|---|---|---|---|---|---|---|
|
ORBC
1801
DELISTED
ORBCOMM, Inc.
ORBC
| $30.1M | 0.01% |
3,943,996
-218,433
| -5% | -$1.72M |
|
1802
Boyd Gaming
BYD
$6.35B
| $30.1M | 0.01% |
510,279
+9,221
| +2% | +$501K |
|
1803
Sierra Bancorp
BSRR
$532M
| $30.1M | 0.01% |
1,122,457
-20,663
| -2% | -$519K |
|
1804
IDT Corp
IDT
$1.63B
| $30M | 0.01% |
1,325,797
-34,361
| -3% | -$615K |
|
|
THR
1805
DELISTED
Thermon Group Holdings
THR
| $30M | 0.01% |
1,540,856
-77,010
| -5% | -$1.41M |
|
1806
Fomento Económico Mexicano
FMX
$43.3B
| $30M | 0.01% |
398,371
-48,283
| -11% | -$3.51M |
|
1807
Dorian LPG
LPG
$2B
| $30M | 0.01% |
2,282,436
-1,788,966
| -44% | -$23.7M |
|
1808
Okta
OKTA
$25B
| $29.9M | 0.01% |
135,799
-807
| -0.6% | -$203K |
|
1809
Rayonier Advanced Materials
RYAM
$595M
| $29.9M | 0.01% |
3,291,235
+137,716
| +4% | +$1.18M |
|
|
MRC
1810
DELISTED
MRC Global
MRC
| $29.8M | 0.01% |
3,303,574
-415,521
| -11% | -$3.54M |
|
1811
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
| $29.8M | 0.01% |
5,713,045
+131,458
| +2% | +$693K |
|
1812
Roku
ROKU
$21.5B
| $29.8M | 0.01% |
91,181
-13,624
| -13% | -$5.34M |
|
1813
Imperial Oil
IMO
$61.6B
| $29.8M | 0.01% |
1,231,519
+365
| +0% | +$8.05K |
|
1814
Warrior Met Coal
HCC
$4.21B
| $29.8M | 0.01% |
1,738,326
-30,207
| -2% | -$638K |
|
1815
Powell Industries
POWL
$7.83B
| $29.7M | 0.01% |
2,631,681
-69,330
| -3% | -$730K |
|
1816
OGE Energy
OGE
$9.81B
| $29.7M | 0.01% |
918,001
-77,457
| -8% | -$2.44M |
|
|
SP
1817
DELISTED
SP Plus Corporation
SP
| $29.7M | 0.01% |
902,107
-71,823
| -7% | -$2.32M |
|
1818
Rafael Holdings
RFL
$103M
| $29.7M | 0.01% |
754,099
-40,314
| -5% | -$1.31M |
|
|
VBTX
1819
DELISTED
Veritex Holdings
VBTX
| $29.6M | 0.01% |
906,135
+39,314
| +5% | +$1.16M |
|
1820
Varex Imaging
VREX
$464M
| $29.6M | 0.01% |
1,443,350
+134,431
| +10% | +$2.88M |
|
1821
Ribbon Communications
RBBN
$377M
| $29.5M | 0.01% |
3,587,482
-221,185
| -6% | -$1.83M |
|
|
OSG
1822
Octave Specialty Group
OSG
$245M
| $29.5M | 0.01% |
1,762,134
-86,305
| -5% | -$1.41M |
|
1823
RCI Hospitality Holdings
RICK
$199M
| $29.4M | 0.01% |
462,660
+1,696
| +0.4% | +$91.4K |
|
1824
Four Corners Property Trust
FCPT
$2.77B
| $29.4M | 0.01% |
1,073,643
+3,503
| +0.3% | +$96.6K |
|
|
MAXR
1825
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $29.4M | 0.01% |
776,801
+122,986
| +19% | +$5.48M |
|
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.