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 |
Amazon
AMZN
|
+$322M |
| 2 |
Walmart Inc
WMT
|
+$220M |
| 3 |
Verizon
VZ
|
+$206M |
| 4 |
Home Depot
HD
|
+$171M |
| 5 |
GXO Logistics
GXO
|
+$165M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Charter Communications
CHTR
|
+$289M |
| 2 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$241M |
| 3 |
SYKE
SYKES Enterprises Inc
SYKE
|
+$165M |
| 4 |
Huntington Bancshares
HBAN
|
+$150M |
| 5 |
Microsoft
MSFT
|
+$149M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.99% |
| 2 | Technology | 16.38% |
| 3 | Industrials | 12.91% |
| 4 | Consumer Discretionary | 11.39% |
| 5 | Healthcare | 11.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1276
LiveRamp
RAMP
$2.31B
| $58.5M | 0.02% |
1,239,043
-26,266
| -2% | -$1.18M |
|
1277
Moelis & Co
MC
$4.41B
| $58.5M | 0.02% |
945,720
+25,256
| +3% | +$1.51M |
|
1278
Evergy
EVRG
$18.7B
| $58.5M | 0.02% |
940,272
-1,135
| -0.1% | -$74.4K |
|
1279
Enphase Energy
ENPH
$4.81B
| $58.4M | 0.02% |
389,648
-113,783
| -23% | -$19.5M |
|
1280
Royal Gold
RGLD
$21.4B
| $58.4M | 0.02% |
611,585
+22,846
| +4% | +$2.56M |
|
1281
Wolverine World Wide
WWW
$1.61B
| $58.3M | 0.02% |
1,954,728
+52,482
| +3% | +$1.79M |
|
|
HAPN
1282
Happen Inc
HAPN
$1.87B
| $58.3M | 0.02% |
2,065,093
-127,378
| -6% | -$3.15M |
|
1283
Standex International
SXI
$3.17B
| $58.2M | 0.02% |
588,399
-989
| -0.2% | -$94.1K |
|
1284
IPG Photonics
IPGP
$3.28B
| $58M | 0.02% |
366,217
+12,060
| +3% | +$2.22M |
|
|
ZNGA
1285
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $58M | 0.02% |
7,702,576
+384,464
| +5% | +$3.49M |
|
1286
Primoris Services
PRIM
$4.11B
| $57.9M | 0.02% |
2,364,181
-19,190
| -0.8% | -$516K |
|
1287
Travel + Leisure Co
TNL
$3.93B
| $57.9M | 0.02% |
1,061,427
+104,991
| +11% | +$5.74M |
|
1288
Otter Tail
OTTR
$3.74B
| $57.8M | 0.02% |
1,033,057
-6,932
| -0.7% | -$367K |
|
1289
Lakeland Financial Corp
LKFN
$1.5B
| $57.6M | 0.02% |
808,828
-11,824
| -1% | -$769K |
|
1290
Cemex
CX
$14.8B
| $57.6M | 0.02% |
8,031,156
-387,437
| -5% | -$3.06M |
|
1291
Delek US
DK
$4.99B
| $57.6M | 0.02% |
3,203,349
-577,694
| -15% | -$9.84M |
|
1292
Snap
SNAP
$9.69B
| $57.4M | 0.02% |
777,589
-10,176
| -1% | -$735K |
|
1293
MBIA
MBI
$232M
| $57.3M | 0.02% |
4,462,300
-243,465
| -5% | -$2.81M |
|
1294
Laureate Education
LAUR
$4.97B
| $57.2M | 0.02% |
3,369,521
+116,232
| +4% | +$1.83M |
|
1295
Oxford Industries
OXM
$442M
| $57.2M | 0.02% |
634,303
-3,360
| -0.5% | -$306K |
|
1296
Carriage Services
CSV
$497M
| $57.2M | 0.02% |
1,282,127
-6,163
| -0.5% | -$249K |
|
1297
News Corp Class B
NWS
$18B
| $57.1M | 0.02% |
2,459,308
-64,889
| -3% | -$1.48M |
|
1298
Green Dot
GDOT
$754M
| $57.1M | 0.02% |
1,134,605
-13,879
| -1% | -$668K |
|
1299
Norwegian Cruise Line
NCLH
$6.63B
| $57M | 0.02% |
2,133,363
+81,748
| +4% | +$2.08M |
|
1300
Yelp
YELP
$1.11B
| $56.9M | 0.02% |
1,529,076
-108,562
| -7% | -$4.11M |
|
Similar funds
Dimensional Fund Advisors's Q3 2021 Portfolio in Review
As of Q3 2021, Dimensional Fund Advisors held 3,591 positions worth $310B, down 1.7% from $316B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q3 2021 filing shows 132 new, 1,522 increased, 1,724 reduced and 94 closed positions. Its largest new stake was GXO Logistics: 2,101,029 shares worth $165M. The largest sale was Charter Communications, an estimated $289M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q3 2021 buy was GXO Logistics: 2,101,029 shares worth $165M.
- Dimensional Fund Advisors added most to Amazon in Q3 2021, an estimated $322M increase.
- Dimensional Fund Advisors's biggest Q3 2021 reduction was Charter Communications, cutting an estimated $289M.
- Dimensional Fund Advisors fully exited Alexion Pharmaceuticals in Q3 2021, selling an estimated $241M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $310B portfolio in Q3 2021.
- Dimensional Fund Advisors opened 132 new positions and closed 94 in Q3 2021.
- Dimensional Fund Advisors's portfolio value fell 1.7% quarter-over-quarter to $310B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2021, filed 12 Nov 2021.