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 | |
|---|---|---|---|---|---|---|
1601
HEICO Corp Class A
HEI.A
$30.9B
| $38.5M | 0.01% |
325,319
-25,080
| -7% | -$2.99M |
|
1602
Philips
PHG
$24.1B
| $38.5M | 0.01% |
1,048,184
-60,425
| -5% | -$2.3M |
|
1603
ProPetro Holding
PUMP
$1.28B
| $38.4M | 0.01% |
4,442,719
-373,072
| -8% | -$2.92M |
|
1604
Ennis
EBF
$541M
| $38.4M | 0.01% |
2,034,795
-19,167
| -0.9% | -$376K |
|
1605
Metallus
MTUS
$804M
| $38.3M | 0.01% |
2,930,843
+106,735
| +4% | +$1.46M |
|
|
AAN
1606
DELISTED
The Aaron's Company Inc
AAN
| $38.3M | 0.01% |
1,390,301
-2,704
| -0.2% | -$76K |
|
1607
Sunstone Hotel Investors
SHO
$2.05B
| $38.3M | 0.01% |
3,203,392
+46,794
| +1% | +$545K |
|
|
AVYA
1608
DELISTED
Avaya Holdings Corp. Common Stock
AVYA
| $38.1M | 0.01% |
1,926,441
-18,949
| -1% | -$418K |
|
|
ALE
1609
DELISTED
Allete
ALE
| $38.1M | 0.01% |
639,634
+36,830
| +6% | +$2.49M |
|
1610
Comstock Resources
CRK
$3.79B
| $38M | 0.01% |
3,672,448
+1,344,266
| +58% | +$9.11M |
|
1611
TripAdvisor
TRIP
$1.04B
| $37.9M | 0.01% |
1,120,594
+48,260
| +5% | +$1.73M |
|
1612
Interface
TILE
$1.99B
| $37.9M | 0.01% |
2,503,200
-38,847
| -2% | -$559K |
|
1613
German American Bancorp
GABC
$1.85B
| $37.8M | 0.01% |
979,752
-5,620
| -0.6% | -$209K |
|
1614
Resources Connection
RGP
$137M
| $37.8M | 0.01% |
2,395,218
+8,430
| +0.4% | +$127K |
|
1615
Mercantile Bank Corp
MBWM
$1.04B
| $37.7M | 0.01% |
1,178,132
-9,387
| -0.8% | -$291K |
|
|
HAYN
1616
DELISTED
Haynes International, Inc.
HAYN
| $37.7M | 0.01% |
1,011,884
-1,952
| -0.2% | -$72.4K |
|
|
CCRN
1617
DELISTED
Cross Country Healthcare
CCRN
| $37.7M | 0.01% |
1,774,325
+34,574
| +2% | +$649K |
|
|
INOV
1618
DELISTED
Inovalon Holdings, Inc. Class A Common Stock
INOV
| $37.6M | 0.01% |
933,287
+144,293
| +18% | +$5.45M |
|
1619
Canadian Pacific Kansas City
CP
$78B
| $37.6M | 0.01% |
577,265
+1,930
| +0.3% | +$138K |
|
1620
Unisys
UIS
$181M
| $37.5M | 0.01% |
1,492,616
-37,480
| -2% | -$886K |
|
1621
Hyster-Yale Materials Handling
HY
$597M
| $37.5M | 0.01% |
746,323
-18,160
| -2% | -$1.12M |
|
|
AXNX
1622
DELISTED
Axonics, Inc. Common Stock
AXNX
| $37.5M | 0.01% |
575,876
+271,768
| +89% | +$18.5M |
|
1623
Tompkins Financial
TMP
$1.41B
| $37.5M | 0.01% |
463,141
-20,196
| -4% | -$1.57M |
|
1624
Westamerica Bancorp
WABC
$1.39B
| $37.5M | 0.01% |
665,708
-10,450
| -2% | -$587K |
|
1625
ONE Gas
OGS
$4.79B
| $37.4M | 0.01% |
590,788
+38,331
| +7% | +$2.73M |
|
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.