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 | |
|---|---|---|---|---|---|---|
|
REVG
1701
DELISTED
REV Group
REVG
| $33.7M | 0.01% |
1,962,923
+23,324
| +1% | +$371K |
|
1702
Sphere Entertainment
SPHR
$5.21B
| $33.7M | 0.01% |
463,344
-91
| -0% | -$6.82K |
|
|
SAIL
1703
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $33.7M | 0.01% |
785,121
+79,550
| +11% | +$3.78M |
|
1704
Green Brick Partners
GRBK
$2.87B
| $33.6M | 0.01% |
1,638,573
-2,376
| -0.1% | -$56K |
|
|
OPTU
1705
Optimum Communications Inc
OPTU
$397M
| $33.6M | 0.01% |
1,623,147
-88,928
| -5% | -$2.59M |
|
1706
Hamilton Lane
HLNE
$4.87B
| $33.6M | 0.01% |
395,788
+7,889
| +2% | +$706K |
|
1707
National Grid
NGG
$78B
| $33.6M | 0.01% |
636,473
+14,248
| +2% | +$817K |
|
|
CVET
1708
DELISTED
Covetrus, Inc. Common Stock
CVET
| $33.5M | 0.01% |
1,848,462
-260,302
| -12% | -$5.97M |
|
1709
Independence Realty Trust
IRT
$3.55B
| $33.5M | 0.01% |
1,647,347
+75,424
| +5% | +$1.5M |
|
1710
Boston Beer
SAM
$1.77B
| $33.4M | 0.01% |
65,571
-690
| -1% | -$469K |
|
1711
Idacorp
IDA
$7.71B
| $33.4M | 0.01% |
323,300
+28,646
| +10% | +$2.99M |
|
|
PAMT
1712
PAMT Corp
PAMT
$258M
| $33.4M | 0.01% |
1,485,904
+4,120
| +0.3% | +$70.8K |
|
1713
Okta
OKTA
$33.2B
| $33.3M | 0.01% |
140,385
+1,595
| +1% | +$396K |
|
|
TARO
1714
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $33.3M | 0.01% |
522,713
+673
| +0.1% | +$46.6K |
|
1715
HealthEquity
HQY
$7.82B
| $33.2M | 0.01% |
512,743
+85,107
| +20% | +$5.91M |
|
1716
Stellantis
STLA
$14.6B
| $33.2M | 0.01% |
1,737,510
-1,681,413
| -49% | -$33.3M |
|
1717
Amphastar Pharmaceuticals
AMPH
$1.01B
| $33.2M | 0.01% |
1,744,915
+49,022
| +3% | +$960K |
|
1718
PJT Partners
PJT
$3.87B
| $33.2M | 0.01% |
419,072
+10,706
| +3% | +$821K |
|
1719
Douglas Dynamics
PLOW
$920M
| $33.1M | 0.01% |
912,787
-22,004
| -2% | -$848K |
|
1720
Vanda Pharmaceuticals
VNDA
$309M
| $33.1M | 0.01% |
1,929,882
-36,545
| -2% | -$640K |
|
|
PENG
1721
Penguin Solutions Inc
PENG
$2.69B
| $33M | 0.01% |
1,481,754
-68,034
| -4% | -$1.63M |
|
1722
First Community Bankshares
FCBC
$884M
| $32.9M | 0.01% |
1,037,280
-283
| -0% | -$8.55K |
|
1723
Strategic Education
STRA
$1.79B
| $32.8M | 0.01% |
465,264
+84,037
| +22% | +$6.26M |
|
1724
BJ's Restaurants
BJRI
$1.27B
| $32.8M | 0.01% |
785,426
+4,505
| +0.6% | +$189K |
|
1725
Enerpac Tool Group
EPAC
$1.82B
| $32.8M | 0.01% |
1,580,334
-23,270
| -1% | -$579K |
|
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.