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 | |
|---|---|---|---|---|---|---|
|
CNR
1501
Core Natural Resources Inc
CNR
$4.63B
| $44.3M | 0.01% |
1,704,361
+7,105
| +0.4% | +$156K |
|
1502
RadNet
RDNT
$6.12B
| $44.3M | 0.01% |
1,512,886
+8,958
| +0.6% | +$287K |
|
1503
Atmos Energy
ATO
$27.4B
| $44.3M | 0.01% |
502,496
+16,560
| +3% | +$1.6M |
|
1504
Lindsay Corp
LNN
$1.19B
| $44.3M | 0.01% |
291,936
-429
| -0.1% | -$69.2K |
|
1505
Titan Machinery
TITN
$565M
| $44.3M | 0.01% |
1,708,829
-24,121
| -1% | -$677K |
|
1506
Ethan Allen Interiors
ETD
$541M
| $44.3M | 0.01% |
1,867,785
-6,220
| -0.3% | -$154K |
|
1507
Conduent
CNDT
$264M
| $44M | 0.01% |
6,684,063
-635,445
| -9% | -$4.36M |
|
1508
Stock Yards Bancorp
SYBT
$2.48B
| $43.9M | 0.01% |
748,940
-6,513
| -0.9% | -$333K |
|
1509
Black Hills Corp
BKH
$5.44B
| $43.8M | 0.01% |
697,541
+19,523
| +3% | +$1.33M |
|
1510
Huazhu Hotels Group
HTHT
$13.3B
| $43.8M | 0.01% |
953,919
-42,024
| -4% | -$1.99M |
|
1511
Pebblebrook Hotel Trust
PEB
$2.03B
| $43.6M | 0.01% |
1,944,854
+21,353
| +1% | +$473K |
|
1512
Kinsale Capital Group
KNSL
$8.19B
| $43.6M | 0.01% |
269,350
+9,417
| +4% | +$1.63M |
|
1513
Addus HomeCare
ADUS
$2.2B
| $43.5M | 0.01% |
545,739
-14,428
| -3% | -$1.25M |
|
1514
Lantheus
LNTH
$6.58B
| $43.5M | 0.01% |
1,694,720
+102,689
| +6% | +$2.68M |
|
1515
Hawaiian Electric Industries
HE
$1.74B
| $43.5M | 0.01% |
1,065,537
+75,180
| +8% | +$3.23M |
|
|
RPAI
1516
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $43.5M | 0.01% |
3,373,271
+36,302
| +1% | +$453K |
|
1517
Varex Imaging
VREX
$781M
| $43.4M | 0.01% |
1,539,246
-6,511
| -0.4% | -$181K |
|
1518
MongoDB
MDB
$31.7B
| $43.4M | 0.01% |
92,031
+1,332
| +1% | +$537K |
|
1519
Smith & Wesson
SWBI
$598M
| $43.3M | 0.01% |
2,084,637
-75,439
| -3% | -$1.81M |
|
1520
WEX
WEX
$6.65B
| $43.3M | 0.01% |
245,610
+1,002
| +0.4% | +$183K |
|
|
DAY
1521
DELISTED
Dayforce
DAY
| $43.2M | 0.01% |
383,917
+43,890
| +13% | +$4.61M |
|
1522
Dropbox
DBX
$8.18B
| $43.1M | 0.01% |
1,475,089
+1,576
| +0.1% | +$48.9K |
|
1523
MGP Ingredients
MGPI
$308M
| $43.1M | 0.01% |
662,004
+2,218
| +0.3% | +$142K |
|
|
INVX
1524
Innovex International
INVX
$2.04B
| $43.1M | 0.01% |
1,710,690
-241,800
| -12% | -$6.43M |
|
1525
Caleres
CAL
$417M
| $43M | 0.01% |
1,935,023
-55,059
| -3% | -$1.33M |
|
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.