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 | |
|---|---|---|---|---|---|---|
2076
Methanex
MEOH
$4.72B
| $17.2M | 0.01% |
373,196
+46,558
| +14% | +$1.68M |
|
2077
Carvana
CVNA
$47.4B
| $17.2M | 0.01% |
284,695
-710
| -0.2% | -$47.2K |
|
2078
Western New England Bancorp
WNEB
$277M
| $17.2M | 0.01% |
2,012,889
-59,359
| -3% | -$497K |
|
|
MOFG
2079
DELISTED
MidWestOne Financial Group
MOFG
| $17.1M | 0.01% |
568,575
+450
| +0.1% | +$13.1K |
|
|
EBIX
2080
DELISTED
Ebix Inc
EBIX
| $17.1M | 0.01% |
636,692
-85,152
| -12% | -$2.5M |
|
2081
BrightView Holdings
BV
$1.01B
| $17.1M | 0.01% |
1,157,174
+82,323
| +8% | +$1.26M |
|
2082
Build-A-Bear
BBW
$314M
| $17.1M | 0.01% |
1,007,128
+2,144
| +0.2% | +$35.1K |
|
2083
York Water
YORW
$536M
| $17.1M | 0.01% |
390,337
-2,603
| -0.7% | -$125K |
|
|
CSII
2084
DELISTED
Cardiovascular Systems, Inc.
CSII
| $17M | 0.01% |
519,219
-21,907
| -4% | -$817K |
|
2085
Liberty Media Series A
FWONA
$21.5B
| $17M | 0.01% |
377,832
+21,704
| +6% | +$911K |
|
|
ZEN
2086
DELISTED
ZENDESK INC
ZEN
| $17M | 0.01% |
145,690
+1,359
| +0.9% | +$176K |
|
|
NPTN
2087
DELISTED
NEOPHOTONICS CORP
NPTN
| $16.9M | 0.01% |
1,941,439
-108,858
| -5% | -$992K |
|
2088
Future Fuel
FF
$240M
| $16.8M | 0.01% |
2,361,938
-288,439
| -11% | -$2.39M |
|
2089
Radiant Logistics
RLGT
$417M
| $16.8M | 0.01% |
2,626,535
-6,960
| -0.3% | -$44.8K |
|
|
AIV
2090
Aimco
AIV
$322M
| $16.6M | 0.01% |
2,424,058
+97,022
| +4% | +$668K |
|
2091
BILL Holdings
BILL
$4.06B
| $16.6M | 0.01% |
62,168
-5,145
| -8% | -$1.19M |
|
2092
Clarus
CLAR
$137M
| $16.5M | 0.01% |
645,087
+74,640
| +13% | +$2.06M |
|
2093
Lloyds Banking Group
LYG
$85.8B
| $16.5M | 0.01% |
6,741,926
-348,412
| -5% | -$854K |
|
2094
Flexsteel Industries
FLXS
$325M
| $16.5M | 0.01% |
533,618
-8,436
| -2% | -$301K |
|
2095
Beazer Homes USA
BZH
$889M
| $16.5M | 0.01% |
954,725
+199,031
| +26% | +$3.56M |
|
|
ITIC
2096
Investors Title Co
ITIC
$559M
| $16.5M | 0.01% |
90,113
-826
| -0.9% | -$149K |
|
2097
Village Super Market
VLGEA
$654M
| $16.4M | 0.01% |
754,667
-40,805
| -5% | -$920K |
|
|
RPT
2098
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $16.3M | 0.01% |
1,279,826
+1,595
| +0.1% | +$20.3K |
|
2099
Opko Health
OPK
$1.21B
| $16.3M | 0.01% |
4,473,095
-2,759,184
| -38% | -$10.3M |
|
2100
Ceco Environmental
CECO
$4.15B
| $16.3M | 0.01% |
2,319,027
-72,356
| -3% | -$514K |
|
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.