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 | |
|---|---|---|---|---|---|---|
1976
West Bancorporation
WTBA
$504M
| $21.1M | 0.01% |
702,173
-4,585
| -0.6% | -$134K |
|
|
MRC
1977
DELISTED
MRC Global
MRC
| $21.1M | 0.01% |
2,869,431
-324,838
| -10% | -$2.7M |
|
1978
Protolabs
PRLB
$2.07B
| $21M | 0.01% |
315,346
-19,879
| -6% | -$1.55M |
|
|
RUTH
1979
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $20.9M | 0.01% |
1,008,022
-5,911
| -0.6% | -$121K |
|
|
SGMO
1980
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $20.9M | 0.01% |
2,316,207
-690,271
| -23% | -$6.82M |
|
1981
Capital City Bank Group
CCBG
$859M
| $20.8M | 0.01% |
842,086
-21,979
| -3% | -$524K |
|
1982
RPC Inc
RES
$1.31B
| $20.8M | 0.01% |
4,286,368
-214,417
| -5% | -$897K |
|
1983
Box
BOX
$4.76B
| $20.8M | 0.01% |
878,749
+456,957
| +108% | +$11.2M |
|
1984
Teekay Tankers
TNK
$3.5B
| $20.8M | 0.01% |
1,430,192
-208,297
| -13% | -$2.55M |
|
|
NXRT
1985
NexPoint Residential Trust
NXRT
$544M
| $20.8M | 0.01% |
335,479
+9,573
| +3% | +$582K |
|
1986
Las Vegas Sands
LVS
$26.3B
| $20.7M | 0.01% |
566,791
-1,758
| -0.3% | -$75.4K |
|
1987
Powell Industries
POWL
$6.44B
| $20.7M | 0.01% |
2,531,136
-111,495
| -4% | -$1M |
|
1988
LendingTree
TREE
$365M
| $20.7M | 0.01% |
147,700
-11,796
| -7% | -$2.07M |
|
|
DSPG
1989
DELISTED
DSP Group Inc
DSPG
| $20.6M | 0.01% |
939,732
-86,792
| -8% | -$1.55M |
|
|
SWAV
1990
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
| $20.6M | 0.01% |
99,993
-5,638
| -5% | -$1.11M |
|
1991
Universal Insurance Holdings
UVE
$1.24B
| $20.6M | 0.01% |
1,575,969
+21,750
| +1% | +$297K |
|
1992
AnaptysBio
ANAB
$1.63B
| $20.5M | 0.01% |
755,492
-16,625
| -2% | -$422K |
|
1993
Byline Bancorp
BY
$1.7B
| $20.4M | 0.01% |
832,610
+82,897
| +11% | +$1.98M |
|
1994
DMC Global
BOOM
$128M
| $20.4M | 0.01% |
552,841
+109
| +0% | +$4.72K |
|
1995
Ultragenyx Pharmaceutical
RARE
$1.43B
| $20.4M | 0.01% |
226,256
+56,065
| +33% | +$5.07M |
|
1996
Vermilion Energy
VET
$1.93B
| $20.3M | 0.01% |
2,047,369
+488,762
| +31% | +$3.58M |
|
|
COUP
1997
DELISTED
Coupa Software Incorporated
COUP
| $20.2M | 0.01% |
92,383
+2,278
| +3% | +$535K |
|
|
CSR
1998
Centerspace
CSR
$955M
| $20.2M | 0.01% |
213,557
+5,900
| +3% | +$555K |
|
1999
Pitney Bowes
PBI
$2.37B
| $20.1M | 0.01% |
2,789,243
-420,996
| -13% | -$3.3M |
|
2000
Global Indemnity Group
GBLI
$403M
| $20.1M | 0.01% |
749,744
-8,534
| -1% | -$228K |
|
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.