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 | |
|---|---|---|---|---|---|---|
1926
OneSpan
OSPN
$661M
| $23.1M | 0.01% |
1,228,979
-29,513
| -2% | -$626K |
|
1927
Orthofix Medical
OFIX
$352M
| $23M | 0.01% |
604,046
-95,002
| -14% | -$3.78M |
|
1928
BGC Group
BGC
$5.7B
| $23M | 0.01% |
4,407,175
+117,209
| +3% | +$622K |
|
1929
GrafTech
EAF
$209M
| $22.9M | 0.01% |
222,196
+12,610
| +6% | +$1.38M |
|
1930
TFS Financial
TFSL
$4.71B
| $22.9M | 0.01% |
1,203,123
+19,222
| +2% | +$375K |
|
1931
Lifetime Brands
LCUT
$193M
| $22.8M | 0.01% |
1,255,552
-15,432
| -1% | -$258K |
|
1932
Penumbra
PEN
$12.6B
| $22.8M | 0.01% |
85,677
+1,711
| +2% | +$460K |
|
1933
WPP
WPP
$5.55B
| $22.7M | 0.01% |
338,962
-71,019
| -17% | -$4.76M |
|
1934
Nektar Therapeutics
NKTR
$2.33B
| $22.7M | 0.01% |
84,334
-22,975
| -21% | -$5.52M |
|
1935
Equity Bancshares
EQBK
$1.01B
| $22.7M | 0.01% |
680,086
-40,193
| -6% | -$1.26M |
|
1936
National Presto Industries
NPK
$1.09B
| $22.7M | 0.01% |
276,116
-6,595
| -2% | -$591K |
|
|
OPI
1937
DELISTED
Office Properties Income Trust
OPI
| $22.7M | 0.01% |
894,633
-137
| -0% | -$3.73K |
|
1938
Interactive Brokers
IBKR
$40B
| $22.6M | 0.01% |
1,452,064
-53,416
| -4% | -$841K |
|
|
ALTR
1939
DELISTED
Altair Engineering Inc
ALTR
| $22.6M | 0.01% |
327,529
+67,555
| +26% | +$4.82M |
|
1940
Preformed Line Products
PLPC
$2.02B
| $22.5M | 0.01% |
346,678
-1,910
| -0.5% | -$135K |
|
1941
Vera Bradley
VRA
$122M
| $22.5M | 0.01% |
2,393,648
-136,392
| -5% | -$1.49M |
|
1942
Cass Information Systems
CASS
$710M
| $22.5M | 0.01% |
537,575
-1,436
| -0.3% | -$61.1K |
|
1943
Nabors Industries
NBR
$1.32B
| $22.5M | 0.01% |
233,147
-54,791
| -19% | -$4.77M |
|
1944
Tootsie Roll Industries
TR
$2.83B
| $22.4M | 0.01% |
852,228
+52,605
| +7% | +$1.48M |
|
|
ENIA
1945
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
| $22.4M | 0.01% |
3,820,879
+12,547
| +0.3% | +$84K |
|
1946
Agnico Eagle Mines
AEM
$102B
| $22.4M | 0.01% |
431,081
+18,948
| +5% | +$1.1M |
|
1947
Park-Ohio Holdings
PKOH
$669M
| $22.3M | 0.01% |
873,537
-27,341
| -3% | -$742K |
|
|
KRTX
1948
DELISTED
Karuna Therapeutics, Inc. Common Stock
KRTX
| $22.2M | 0.01% |
181,856
+74,753
| +70% | +$8.63M |
|
1949
Northrim BanCorp
NRIM
$567M
| $22.2M | 0.01% |
2,088,424
-17,840
| -0.8% | -$184K |
|
1950
Ribbon Communications
RBBN
$299M
| $22.2M | 0.01% |
3,706,264
-32,269
| -0.9% | -$218K |
|
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.