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 | |
|---|---|---|---|---|---|---|
1526
Hanmi Financial
HAFC
$956M
| $43M | 0.01% |
2,143,280
-70,252
| -3% | -$1.3M |
|
1527
HubSpot
HUBS
$11.4B
| $43M | 0.01% |
63,578
-311
| -0.5% | -$200K |
|
1528
Yeti Holdings
YETI
$3.01B
| $43M | 0.01% |
501,489
-14,657
| -3% | -$1.42M |
|
1529
SiriusPoint
SPNT
$2.84B
| $42.9M | 0.01% |
4,638,117
-460,138
| -9% | -$4.42M |
|
1530
Portland General Electric
POR
$5.65B
| $42.9M | 0.01% |
913,589
+59,135
| +7% | +$2.91M |
|
|
PRSU
1531
Pursuit Attractions and Hospitality Inc
PRSU
$1.34B
| $42.9M | 0.01% |
945,290
-121,651
| -11% | -$5.44M |
|
1532
Ollie's Bargain Outlet
OLLI
$4.53B
| $42.9M | 0.01% |
711,668
+40,644
| +6% | +$3.29M |
|
1533
HCI Group
HCI
$2.34B
| $42.8M | 0.01% |
386,250
+3,513
| +0.9% | +$366K |
|
|
BDN
1534
Brandywine Realty Trust
BDN
$505M
| $42.7M | 0.01% |
3,181,102
+41,530
| +1% | +$571K |
|
1535
Sally Beauty Holdings
SBH
$1.48B
| $42.5M | 0.01% |
2,522,152
-41,879
| -2% | -$798K |
|
1536
US Physical Therapy
USPH
$1.24B
| $42.4M | 0.01% |
383,592
-4,714
| -1% | -$537K |
|
1537
Innoviva
INVA
$1.52B
| $42.4M | 0.01% |
2,534,695
+72,372
| +3% | +$1.08M |
|
1538
Brinker International
EAT
$8.33B
| $42.1M | 0.01% |
858,127
-18,128
| -2% | -$986K |
|
|
CNSL
1539
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $42.1M | 0.01% |
4,579,876
-347,207
| -7% | -$3.09M |
|
|
AY
1540
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $42M | 0.01% |
1,218,045
+77,789
| +7% | +$2.95M |
|
1541
Tennant Co
TNC
$1.14B
| $42M | 0.01% |
567,746
+2,494
| +0.4% | +$187K |
|
1542
Republic Bancorp
RBCAA
$1.84B
| $42M | 0.01% |
828,440
+6,671
| +0.8% | +$327K |
|
1543
3D Systems Corp
DDD
$588M
| $41.8M | 0.01% |
1,514,643
-119,191
| -7% | -$3.53M |
|
|
HTO
1544
H2O America
HTO
$2.64B
| $41.7M | 0.01% |
631,523
+3,735
| +0.6% | +$252K |
|
1545
Southwest Gas
SWX
$6.27B
| $41.6M | 0.01% |
621,921
+20,686
| +3% | +$1.44M |
|
1546
Harmonic Inc
HLIT
$1.2B
| $41.5M | 0.01% |
4,746,947
-4,226
| -0.1% | -$37.8K |
|
1547
Preferred Bank
PFBC
$1.25B
| $41.5M | 0.01% |
621,638
+4,868
| +0.8% | +$298K |
|
1548
Buckle
BKE
$2.08B
| $41.4M | 0.01% |
1,045,717
+77,649
| +8% | +$3.31M |
|
|
HA
1549
DELISTED
Hawaiian Holdings, Inc.
HA
| $41.3M | 0.01% |
1,907,589
-340,834
| -15% | -$6.98M |
|
|
LSXMA
1550
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $41.2M | 0.01% |
1,189,485
-35,452
| -3% | -$1.24M |
|
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.