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 | |
|---|---|---|---|---|---|---|
1401
Gorman-Rupp
GRC
$1.9B
| $50.9M | 0.02% |
1,420,982
-14,523
| -1% | -$515K |
|
1402
Zoom
ZM
$26.9B
| $50.8M | 0.02% |
194,332
+36,767
| +23% | +$12.4M |
|
1403
National Beverage
FIZZ
$2.96B
| $50.7M | 0.02% |
965,650
+27,655
| +3% | +$1.29M |
|
1404
MSC Industrial Direct
MSM
$6.8B
| $50.5M | 0.02% |
630,246
-143,578
| -19% | -$12.2M |
|
1405
Herbalife
HLF
$1.23B
| $50.5M | 0.02% |
1,191,530
+256,821
| +27% | +$12.7M |
|
1406
Mattel
MAT
$3.8B
| $50.5M | 0.02% |
2,718,857
+86,436
| +3% | +$1.79M |
|
1407
World Acceptance Corp
WRLD
$861M
| $50.3M | 0.02% |
265,395
-1,800
| -0.7% | -$333K |
|
|
FFWM
1408
DELISTED
First Foundation Inc
FFWM
| $50.2M | 0.02% |
1,908,302
-10,053
| -0.5% | -$240K |
|
1409
Regional Management Corp
RM
$296M
| $50M | 0.02% |
860,002
-1,182
| -0.1% | -$65.2K |
|
1410
Kforce
KFRC
$924M
| $50M | 0.02% |
838,691
-3,273
| -0.4% | -$197K |
|
1411
Apple Hospitality REIT
APLE
$3.68B
| $49.9M | 0.02% |
3,172,659
+71,534
| +2% | +$1.07M |
|
1412
Digi International
DGII
$2.76B
| $49.8M | 0.02% |
2,369,238
+22,848
| +1% | +$473K |
|
1413
Ameresco
AMRC
$1.26B
| $49.8M | 0.02% |
852,107
-19,287
| -2% | -$1.27M |
|
1414
Enterprise Financial Services Corp
EFSC
$2.25B
| $49.7M | 0.02% |
1,098,532
+92,060
| +9% | +$4.12M |
|
1415
NorthWestern Energy
NWE
$4.26B
| $49.7M | 0.02% |
866,698
+41,972
| +5% | +$2.61M |
|
|
ENV
1416
DELISTED
ENVESTNET, INC.
ENV
| $49.6M | 0.02% |
618,457
+31,074
| +5% | +$2.37M |
|
1417
Jack in the Box
JACK
$254M
| $49.6M | 0.02% |
509,677
-6,939
| -1% | -$724K |
|
1418
Wayfair
W
$14B
| $49.5M | 0.02% |
193,599
+698
| +0.4% | +$197K |
|
1419
Emergent Biosolutions
EBS
$360M
| $49.4M | 0.02% |
986,560
+10,722
| +1% | +$649K |
|
1420
Avista
AVA
$3.08B
| $49.3M | 0.02% |
1,261,095
+35,520
| +3% | +$1.49M |
|
1421
Cannae Holdings
CNNE
$664M
| $49.2M | 0.02% |
1,581,357
+71,340
| +5% | +$2.3M |
|
|
AMED
1422
DELISTED
Amedisys
AMED
| $49.1M | 0.02% |
329,376
+75,805
| +30% | +$15.8M |
|
1423
Wabash National
WNC
$493M
| $49.1M | 0.02% |
3,244,778
+24,986
| +0.8% | +$369K |
|
1424
Donnelley Financial Solutions
DFIN
$1.18B
| $49M | 0.02% |
1,416,317
-69,524
| -5% | -$2.3M |
|
1425
Middlesex Water
MSEX
$1.06B
| $49M | 0.02% |
476,719
-2,835
| -0.6% | -$291K |
|
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.