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 | |
|---|---|---|---|---|---|---|
|
PGTI
1476
DELISTED
PGT, Inc.
PGTI
| $45.9M | 0.01% |
2,400,800
+65,595
| +3% | +$1.4M |
|
|
DCH
1477
Dauch Corp
DCH
$1.45B
| $45.8M | 0.01% |
5,202,368
-196,993
| -4% | -$1.81M |
|
|
CS
1478
DELISTED
Credit Suisse Group
CS
| $45.8M | 0.01% |
4,644,756
+36,398
| +0.8% | +$372K |
|
1479
Schneider National
SNDR
$5.71B
| $45.7M | 0.01% |
2,009,699
+41,470
| +2% | +$917K |
|
1480
Tilray
TLRY
$553M
| $45.6M | 0.01% |
404,046
+344,761
| +582% | +$47.3M |
|
1481
Copa Holdings
CPA
$5.35B
| $45.6M | 0.01% |
560,106
-20,008
| -3% | -$1.5M |
|
|
BMTC
1482
DELISTED
Bryn Mawr Bank Corp
BMTC
| $45.6M | 0.01% |
991,613
-3,664
| -0.4% | -$148K |
|
|
HMHC
1483
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $45.5M | 0.01% |
3,389,663
+68,867
| +2% | +$866K |
|
1484
Erie Indemnity
ERIE
$12.8B
| $45.3M | 0.01% |
253,859
+5,041
| +2% | +$912K |
|
1485
Mercury Systems
MRCY
$5.18B
| $45.3M | 0.01% |
954,791
+178,321
| +23% | +$9.91M |
|
1486
Cenovus Energy
CVE
$60.7B
| $45.2M | 0.01% |
4,496,600
-182,176
| -4% | -$1.56M |
|
1487
Gerdau
GGB
$10B
| $45.2M | 0.01% |
11,585,056
+1,637,592
| +16% | +$7.13M |
|
1488
Globus Medical
GMED
$9.96B
| $45.2M | 0.01% |
589,533
-18,491
| -3% | -$1.48M |
|
|
COWN
1489
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $45.2M | 0.01% |
1,315,941
+40,044
| +3% | +$1.5M |
|
1490
Community Trust Bancorp
CTBI
$1.38B
| $45.1M | 0.01% |
1,071,371
-9,930
| -0.9% | -$402K |
|
1491
Clearwater Paper
CLW
$339M
| $45.1M | 0.01% |
1,175,806
-135,631
| -10% | -$4.31M |
|
1492
British American Tobacco
BTI
$121B
| $45.1M | 0.01% |
1,277,302
-30,303
| -2% | -$1.14M |
|
|
ECHO
1493
EchoStar
ECHO
$27.3B
| $44.9M | 0.01% |
1,761,194
-226,508
| -11% | -$5.59M |
|
1494
Tencent Music
TME
$12.7B
| $44.9M | 0.01% |
6,190,960
+3,075,104
| +99% | +$30.1M |
|
|
NVEE
1495
DELISTED
NV5 Global
NVEE
| $44.8M | 0.01% |
1,818,368
+19,080
| +1% | +$470K |
|
|
HEES
1496
DELISTED
H&E Equipment Services
HEES
| $44.8M | 0.01% |
1,289,198
-7,970
| -0.6% | -$264K |
|
1497
Vicor
VICR
$9.98B
| $44.7M | 0.01% |
333,541
-5,760
| -2% | -$688K |
|
1498
SFL Corp
SFL
$1.91B
| $44.6M | 0.01% |
5,316,988
-791,901
| -13% | -$5.99M |
|
1499
Comtech Telecommunications
CMTL
$45.5M
| $44.4M | 0.01% |
1,735,083
-8,897
| -0.5% | -$223K |
|
1500
UGI
UGI
$8.19B
| $44.4M | 0.01% |
1,040,875
+21,128
| +2% | +$965K |
|
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.