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 | |
|---|---|---|---|---|---|---|
|
CONN
1426
DELISTED
Conn's Inc.
CONN
| $48.8M | 0.02% |
2,139,352
+5,818
| +0.3% | +$138K |
|
1427
Oceaneering
OII
$4.6B
| $48.8M | 0.02% |
3,663,728
-364,347
| -9% | -$4.75M |
|
|
MAGN
1428
Magnera Corp
MAGN
$417M
| $48.7M | 0.02% |
265,734
-8,384
| -3% | -$1.62M |
|
1429
Transocean
RIG
$6.32B
| $48.6M | 0.02% |
12,835,562
-2,119,586
| -14% | -$7.71M |
|
1430
CTS Corp
CTS
$1.64B
| $48.5M | 0.02% |
1,567,772
+25,153
| +2% | +$861K |
|
1431
RELX
RELX
$59.8B
| $48.5M | 0.02% |
1,679,151
+42,798
| +3% | +$1.26M |
|
|
PSB
1432
DELISTED
PS Business Parks, Inc.
PSB
| $48.4M | 0.02% |
308,754
-14
| -0% | -$2.16K |
|
|
NWLI
1433
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $48.4M | 0.02% |
229,700
-11,325
| -5% | -$2.46M |
|
|
AVTA
1434
DELISTED
Avantax, Inc. Common Stock
AVTA
| $48.4M | 0.02% |
3,102,457
-155,805
| -5% | -$2.52M |
|
1435
Spire
SR
$4.75B
| $48.4M | 0.02% |
790,357
+31,096
| +4% | +$2.13M |
|
|
MIME
1436
DELISTED
Mimecast Limited
MIME
| $48.3M | 0.02% |
760,172
+98,499
| +15% | +$6.03M |
|
|
BKI
1437
DELISTED
Black Knight, Inc. Common Stock
BKI
| $48.2M | 0.02% |
670,119
+31,278
| +5% | +$2.4M |
|
1438
Federal Agricultural Mortgage
AGM
$2.42B
| $48.2M | 0.02% |
443,821
+9
| +0% | +$892 |
|
1439
Scorpio Tankers
STNG
$4.4B
| $48.2M | 0.02% |
2,597,866
-96,813
| -4% | -$1.62M |
|
1440
Halozyme
HALO
$12.4B
| $48.1M | 0.02% |
1,183,621
+456,977
| +63% | +$19.1M |
|
1441
Dolby
DLB
$5.38B
| $48.1M | 0.02% |
546,396
+2,190
| +0.4% | +$212K |
|
|
AMWD
1442
DELISTED
American Woodmark
AMWD
| $48M | 0.02% |
734,411
-60,540
| -8% | -$4.45M |
|
1443
Euronet Worldwide
EEFT
$2.54B
| $48M | 0.02% |
376,974
+29,271
| +8% | +$3.88M |
|
1444
Hexcel
HXL
$6.66B
| $47.8M | 0.02% |
805,407
-672
| -0.1% | -$38.8K |
|
1445
Macerich
MAC
$6.39B
| $47.8M | 0.02% |
2,858,402
+306,918
| +12% | +$5.21M |
|
1446
Planet Fitness
PLNT
$3.77B
| $47.7M | 0.02% |
607,258
+98,982
| +19% | +$7.52M |
|
1447
Citi Trends
CTRN
$488M
| $47.6M | 0.02% |
652,622
-145,160
| -18% | -$11.6M |
|
1448
Essential Properties Realty Trust
EPRT
$5.8B
| $47.6M | 0.02% |
1,703,944
+83,459
| +5% | +$2.48M |
|
1449
Wyndham Hotels & Resorts
WH
$5.13B
| $47.6M | 0.02% |
616,209
-37,957
| -6% | -$2.72M |
|
|
SRCL
1450
DELISTED
Stericycle Inc
SRCL
| $47.4M | 0.02% |
697,790
+22,936
| +3% | +$1.58M |
|
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.