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 | |
|---|---|---|---|---|---|---|
1376
STAAR Surgical
STAA
$1.07B
| $52.4M | 0.02% |
407,823
+97,397
| +31% | +$13.6M |
|
1377
Pinduoduo
PDD
$111B
| $52.4M | 0.02% |
578,064
+14,692
| +3% | +$1.43M |
|
1378
Shenandoah Telecom
SHEN
$634M
| $52.3M | 0.02% |
1,657,587
-55,612
| -3% | -$2.12M |
|
1379
Compass Minerals
CMP
$1B
| $52.3M | 0.02% |
812,435
-59,984
| -7% | -$3.95M |
|
1380
Ingevity
NGVT
$2.34B
| $52.2M | 0.02% |
731,929
+18,455
| +3% | +$1.46M |
|
|
FFIC
1381
DELISTED
Flushing Financial
FFIC
| $52.2M | 0.02% |
2,310,970
-26,438
| -1% | -$584K |
|
1382
Allison Transmission
ALSN
$9.89B
| $52.2M | 0.02% |
1,478,481
+49,665
| +3% | +$1.89M |
|
1383
Quanex
NX
$940M
| $52.2M | 0.02% |
2,438,552
-10,763
| -0.4% | -$251K |
|
1384
Palo Alto Networks
PANW
$307B
| $52.1M | 0.02% |
652,302
-12,618
| -2% | -$887K |
|
1385
Caesars Entertainment
CZR
$6.05B
| $52.1M | 0.02% |
463,561
-80,337
| -15% | -$7.85M |
|
1386
CenterPoint Energy
CNP
$25.4B
| $52M | 0.02% |
2,115,494
+58,008
| +3% | +$1.48M |
|
1387
NETGEAR
NTGR
$623M
| $52M | 0.02% |
1,630,760
-44,611
| -3% | -$1.55M |
|
1388
Ligand Pharmaceuticals
LGND
$5.68B
| $51.9M | 0.02% |
597,557
-58,674
| -9% | -$4.54M |
|
1389
Kelly Services Class A
KELYA
$563M
| $51.9M | 0.02% |
2,747,989
-91,928
| -3% | -$1.93M |
|
|
ARNC
1390
DELISTED
Arconic Corporation
ARNC
| $51.9M | 0.02% |
1,644,068
+176,971
| +12% | +$6.04M |
|
1391
S&T Bancorp
STBA
$1.75B
| $51.8M | 0.02% |
1,756,100
-25,796
| -1% | -$760K |
|
1392
SolarEdge
SEDG
$2.22B
| $51.5M | 0.02% |
194,093
-69,328
| -26% | -$18.9M |
|
|
IRBT
1393
DELISTED
iRobot
IRBT
| $51.4M | 0.02% |
654,207
-845
| -0.1% | -$72K |
|
1394
Matthews International
MATW
$629M
| $51.3M | 0.02% |
1,477,861
-77,412
| -5% | -$2.66M |
|
|
IAA
1395
DELISTED
IAA, Inc. Common Stock
IAA
| $51.2M | 0.02% |
938,579
+17,107
| +2% | +$948K |
|
|
MTOR
1396
DELISTED
MERITOR, Inc.
MTOR
| $51.2M | 0.02% |
2,401,791
+27,143
| +1% | +$632K |
|
1397
Corcept Therapeutics
CORT
$12.4B
| $51.2M | 0.02% |
2,599,645
-192,534
| -7% | -$4.03M |
|
1398
PENN Entertainment
PENN
$2.34B
| $51.1M | 0.02% |
705,501
-6,041
| -0.8% | -$444K |
|
1399
Commault Systems
CVLT
$6.16B
| $51M | 0.02% |
677,698
+38,911
| +6% | +$3.02M |
|
1400
Super Micro Computer
SMCI
$26.5B
| $51M | 0.02% |
13,947,920
+629,880
| +5% | +$2.28M |
|
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.