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 | |
|---|---|---|---|---|---|---|
1751
UNIFI
UFI
$124M
| $31.5M | 0.01% |
1,436,891
-31,345
| -2% | -$713K |
|
|
ILPT
1752
Industrial Logistics Properties Trust
ILPT
$517M
| $31.4M | 0.01% |
1,236,960
+15,306
| +1% | +$409K |
|
|
CHNG
1753
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $31.3M | 0.01% |
1,496,312
+17,722
| +1% | +$387K |
|
1754
Forrester Research
FORR
$214M
| $31.2M | 0.01% |
633,486
-1,510
| -0.2% | -$70.8K |
|
1755
Haemonetics
HAE
$4.9B
| $31.2M | 0.01% |
442,078
-71,171
| -14% | -$4.49M |
|
|
HTBK
1756
DELISTED
Heritage Commerce
HTBK
| $31.2M | 0.01% |
2,680,796
-43,662
| -2% | -$488K |
|
|
CPE
1757
DELISTED
Callon Petroleum Company
CPE
| $31.2M | 0.01% |
635,250
-293,053
| -32% | -$11.3M |
|
1758
Zscaler
ZS
$32.2B
| $31.1M | 0.01% |
118,545
+282
| +0.2% | +$70.8K |
|
|
TRST
1759
Trustco Bank Corp NY
TRST
$958M
| $31.1M | 0.01% |
971,732
-48,043
| -5% | -$1.57M |
|
1760
Miller Industries
MLR
$630M
| $30.9M | 0.01% |
908,466
-3,709
| -0.4% | -$137K |
|
1761
Gates Industrial Corp
GTES
$6.52B
| $30.9M | 0.01% |
1,900,116
+228,765
| +14% | +$3.91M |
|
1762
e.l.f. Beauty
ELF
$5.51B
| $30.9M | 0.01% |
1,062,074
+6,102
| +0.6% | +$175K |
|
|
INFN
1763
DELISTED
Infinera Corporation Common Stock
INFN
| $30.8M | 0.01% |
3,697,054
+8,971
| +0.2% | +$81.3K |
|
|
CCF
1764
DELISTED
Chase Corporation
CCF
| $30.8M | 0.01% |
301,040
+967
| +0.3% | +$108K |
|
|
ELME
1765
Elme Communities
ELME
$147M
| $30.8M | 0.01% |
1,242,437
+10,801
| +0.9% | +$266K |
|
1766
ADT
ADT
$5.11B
| $30.7M | 0.01% |
3,788,639
+336,027
| +10% | +$3.1M |
|
1767
Argan
AGX
$5.37B
| $30.6M | 0.01% |
700,031
+2,253
| +0.3% | +$102K |
|
1768
Fossil Group
FOSL
$333M
| $30.6M | 0.01% |
2,579,312
-108,897
| -4% | -$1.41M |
|
|
TDAY
1769
USA Today Co
TDAY
$928M
| $30.5M | 0.01% |
4,571,121
-424,967
| -9% | -$2.5M |
|
1770
Dorian LPG
LPG
$2.49B
| $30.5M | 0.01% |
2,460,431
-2,697
| -0.1% | -$33.7K |
|
1771
Liquidity Services
LQDT
$1.35B
| $30.5M | 0.01% |
1,411,282
-53,133
| -4% | -$1.21M |
|
1772
International Seaways
INSW
$5.47B
| $30.3M | 0.01% |
1,665,534
-82,744
| -5% | -$1.41M |
|
|
NP
1773
DELISTED
Neenah, Inc. Common Stock
NP
| $30.3M | 0.01% |
649,856
-10,742
| -2% | -$524K |
|
1774
Barnes & Noble Education
BNED
$370M
| $30.3M | 0.01% |
30,292
-480
| -2% | -$423K |
|
1775
Wynn Resorts
WYNN
$8.54B
| $30.2M | 0.01% |
356,397
+85,814
| +32% | +$8.47M |
|
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.