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 | |
|---|---|---|---|---|---|---|
1551
LG Display
LPL
$2.98B
| $41.2M | 0.01% |
5,179,089
-204,938
| -4% | -$1.89M |
|
1552
1-800-Flowers.com
FLWS
$167M
| $41.1M | 0.01% |
1,346,716
-32,432
| -2% | -$1.03M |
|
1553
Great Southern Bancorp
GSBC
$865M
| $41M | 0.01% |
747,725
-5,146
| -0.7% | -$272K |
|
1554
Sun Life Financial
SLF
$45B
| $41M | 0.01% |
795,945
-7,159
| -0.9% | -$368K |
|
|
CXP
1555
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $41M | 0.01% |
2,153,032
+4,086
| +0.2% | +$71.1K |
|
1556
MACOM Technology Solutions
MTSI
$20.1B
| $40.9M | 0.01% |
631,241
+41,486
| +7% | +$2.55M |
|
1557
Cognex
CGNX
$10.2B
| $40.9M | 0.01% |
510,416
-6,182
| -1% | -$532K |
|
1558
Enviri
NVRI
$579M
| $40.9M | 0.01% |
2,415,092
-61,904
| -2% | -$1.14M |
|
1559
Peapack-Gladstone Financial
PGC
$805M
| $40.9M | 0.01% |
1,226,301
-191
| -0% | -$6.15K |
|
1560
Cerence
CRNC
$369M
| $40.9M | 0.01% |
425,566
+1,711
| +0.4% | +$187K |
|
|
NATI
1561
DELISTED
National Instruments Corp
NATI
| $40.9M | 0.01% |
1,042,690
-6,304
| -0.6% | -$264K |
|
1562
HNI Corp
HNI
$3.35B
| $40.8M | 0.01% |
1,111,395
+11,710
| +1% | +$453K |
|
1563
Insteel Industries
IIIN
$582M
| $40.8M | 0.01% |
1,071,193
+3,245
| +0.3% | +$120K |
|
1564
HealthStream
HSTM
$893M
| $40.7M | 0.01% |
1,424,525
-619
| -0% | -$18.1K |
|
1565
Haverty Furniture Companies
HVT
$425M
| $40.7M | 0.01% |
1,206,450
-7,790
| -0.6% | -$290K |
|
1566
Bright Horizons
BFAM
$3.26B
| $40.6M | 0.01% |
291,297
-12,891
| -4% | -$1.89M |
|
1567
Heritage Financial
HFWA
$1.15B
| $40.6M | 0.01% |
1,592,907
-68,345
| -4% | -$1.66M |
|
1568
Global Industrial
GIC
$1.54B
| $40.6M | 0.01% |
1,071,752
-12,072
| -1% | -$453K |
|
1569
BioMarin Pharmaceuticals
BMRN
$12.6B
| $40.6M | 0.01% |
525,209
+51,547
| +11% | +$4.07M |
|
1570
Modine Manufacturing
MOD
$9.82B
| $40.6M | 0.01% |
3,579,126
-221,408
| -6% | -$3.09M |
|
1571
SITE Centers
SITC
$154M
| $40.5M | 0.01% |
3,363,907
+42,706
| +1% | +$518K |
|
1572
City Holding Co
CHCO
$2.01B
| $40.4M | 0.01% |
518,040
-12,770
| -2% | -$970K |
|
1573
GoDaddy
GDDY
$12.4B
| $40.2M | 0.01% |
577,243
+7,184
| +1% | +$556K |
|
1574
Cimpress
CMPR
$1.98B
| $40.2M | 0.01% |
462,803
-38,798
| -8% | -$3.8M |
|
|
RCM
1575
DELISTED
R1 RCM Inc. Common Stock
RCM
| $40.1M | 0.01% |
1,823,863
+274,583
| +18% | +$5.68M |
|
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.