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 | |
|---|---|---|---|---|---|---|
1726
Vishay Precision Group
VPG
$827M
| $32.8M | 0.01% |
942,237
+3,938
| +0.4% | +$143K |
|
1727
Northwest Natural Holdings
NWN
$2.05B
| $32.8M | 0.01% |
712,221
-5,028
| -0.7% | -$257K |
|
|
SPR
1728
DELISTED
Spirit AeroSystems
SPR
| $32.7M | 0.01% |
740,540
+28,775
| +4% | +$1.2M |
|
1729
Ambev
ABEV
$45.9B
| $32.7M | 0.01% |
11,850,319
-25,853
| -0.2% | -$81.8K |
|
1730
Prudential
PUK
$32.9B
| $32.7M | 0.01% |
834,855
-24,339
| -3% | -$941K |
|
|
NTUS
1731
DELISTED
Natus Medical Inc
NTUS
| $32.7M | 0.01% |
1,304,042
+2,016
| +0.2% | +$51.4K |
|
1732
V2X
VVX
$2.4B
| $32.7M | 0.01% |
649,595
-3,687
| -0.6% | -$174K |
|
|
MNR
1733
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $32.6M | 0.01% |
1,749,361
+5,852
| +0.3% | +$111K |
|
1734
CNA Financial
CNA
$13B
| $32.6M | 0.01% |
776,865
+43,866
| +6% | +$1.92M |
|
|
ROIC
1735
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $32.6M | 0.01% |
1,869,941
+556
| +0% | +$9.78K |
|
1736
OraSure Technologies
OSUR
$241M
| $32.6M | 0.01% |
2,879,625
+154,912
| +6% | +$1.7M |
|
1737
Boyd Gaming
BYD
$5.39B
| $32.6M | 0.01% |
514,672
+22,819
| +5% | +$1.35M |
|
1738
VSE Corp
VSEC
$4.91B
| $32.4M | 0.01% |
672,341
+2,254
| +0.3% | +$110K |
|
1739
Covenant Logistics
CVLG
$863M
| $32.3M | 0.01% |
2,334,074
-74,922
| -3% | -$838K |
|
1740
Fluor
FLR
$7.35B
| $32.2M | 0.01% |
2,018,212
+475,590
| +31% | +$7.81M |
|
1741
Universal Display
OLED
$3.55B
| $32.1M | 0.01% |
187,883
+2,541
| +1% | +$526K |
|
|
TSC
1742
DELISTED
TriState Capital Holdings, Inc.
TSC
| $32.1M | 0.01% |
1,516,241
-39,380
| -3% | -$797K |
|
1743
Denali Therapeutics
DNLI
$3.22B
| $32M | 0.01% |
634,735
+309,387
| +95% | +$17.4M |
|
|
MAXR
1744
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $32M | 0.01% |
1,130,196
+126,463
| +13% | +$4.06M |
|
1745
Astrana Health
ASTH
$1.7B
| $32M | 0.01% |
351,063
+105,825
| +43% | +$9M |
|
1746
Sonos
SONO
$1.9B
| $31.8M | 0.01% |
982,203
+121,161
| +14% | +$4.37M |
|
|
DEA
1747
Easterly Government Properties
DEA
$1.11B
| $31.7M | 0.01% |
614,288
+14,990
| +3% | +$810K |
|
|
VTLE
1748
DELISTED
Vital Energy
VTLE
| $31.7M | 0.01% |
390,739
+26,160
| +7% | +$1.6M |
|
1749
APA Corp
APA
$15.9B
| $31.6M | 0.01% |
1,476,319
+132,037
| +10% | +$2.52M |
|
|
HOS
1750
Hornbeck Offshore Services, Inc.
HOS
$2.81B
| $31.6M | 0.01% |
8,152,185
-950,471
| -10% | -$3.92M |
|
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.