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 | |
|---|---|---|---|---|---|---|
2051
Elastic
ESTC
$9.34B
| $18M | 0.01% |
121,087
-2,149
| -2% | -$330K |
|
2052
Kosmos Energy
KOS
$1.69B
| $18M | 0.01% |
6,070,808
-1,220,190
| -17% | -$2.98M |
|
2053
UFP Technologies
UFPT
$2.13B
| $18M | 0.01% |
291,453
+797
| +0.3% | +$50.3K |
|
2054
Greif Class B
GEF.B
$4.15B
| $17.9M | 0.01% |
276,554
+4,467
| +2% | +$275K |
|
|
GOLD
2055
Gold.com Inc
GOLD
$1.37B
| $17.9M | 0.01% |
596,946
+12,234
| +2% | +$309K |
|
|
TWOU
2056
DELISTED
2U Inc
TWOU
| $17.9M | 0.01% |
17,774
+2,425
| +16% | +$2.84M |
|
2057
Cloudflare
NET
$119B
| $17.9M | 0.01% |
158,842
+17,178
| +12% | +$2.05M |
|
2058
First Mid Bancshares
FMBH
$1.33B
| $17.9M | 0.01% |
435,528
+14,338
| +3% | +$575K |
|
|
ISEE
2059
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $17.8M | 0.01% |
1,098,089
+557,211
| +103% | +$6.06M |
|
2060
Cooper-Standard Automotive
CPS
$404M
| $17.8M | 0.01% |
813,646
-128,335
| -14% | -$3.08M |
|
|
NEWR
2061
DELISTED
New Relic, Inc.
NEWR
| $17.8M | 0.01% |
248,276
-11,984
| -5% | -$885K |
|
2062
iHeartMedia
IHRT
$376M
| $17.8M | 0.01% |
709,948
+252,984
| +55% | +$6.23M |
|
2063
Parsons
PSN
$4.93B
| $17.8M | 0.01% |
526,035
+137,116
| +35% | +$5M |
|
2064
Equinor
EQNR
$105B
| $17.8M | 0.01% |
696,186
| – | – |
|
2065
NWPX Infrastructure Inc
NWPX
$993M
| $17.7M | 0.01% |
747,805
-32,479
| -4% | -$859K |
|
2066
Banco Santander
SAN
$215B
| $17.7M | 0.01% |
4,894,240
-135,002
| -3% | -$499K |
|
2067
DHI Group
DHX
$217M
| $17.6M | 0.01% |
3,701,695
+27,891
| +0.8% | +$109K |
|
2068
Hurco Companies Inc
HURC
$148M
| $17.6M | 0.01% |
544,750
-8,062
| -1% | -$268K |
|
2069
Atlanta Braves Holdings Series B
BATRK
$3.25B
| $17.5M | 0.01% |
663,215
-49,824
| -7% | -$1.31M |
|
2070
Texas Pacific Land
TPL
$23.9B
| $17.5M | 0.01% |
130,041
+107,694
| +482% | +$16.7M |
|
|
TACO
2071
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $17.4M | 0.01% |
1,995,843
-109,341
| -5% | -$968K |
|
2072
Datadog
DDOG
$84.7B
| $17.4M | 0.01% |
123,088
+31,071
| +34% | +$3.92M |
|
2073
CRISPR Therapeutics
CRSP
$5.54B
| $17.3M | 0.01% |
154,670
+8,848
| +6% | +$1.11M |
|
|
GTY
2074
Getty Realty Corp
GTY
$1.85B
| $17.3M | 0.01% |
590,314
+9,599
| +2% | +$300K |
|
2075
Timberland Bancorp
TSBK
$362M
| $17.2M | 0.01% |
595,412
+2,086
| +0.4% | +$59.7K |
|
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.