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 | |
|---|---|---|---|---|---|---|
2151
Transcat
TRNS
$798M
| $14.7M | ﹤0.01% |
227,277
-2,314
| -1% | -$148K |
|
2152
Brown-Forman Class A
BF.A
$12.3B
| $14.6M | ﹤0.01% |
233,628
-282
| -0.1% | -$18.8K |
|
|
VEDL
2153
DELISTED
Vedanta Limited American Depostary Shares (Each representing four equity shares)
VEDL
| $14.6M | ﹤0.01% |
956,648
-263,208
| -22% | -$4.14M |
|
|
GOOS
2154
Canada Goose Holdings
GOOS
$729M
| $14.6M | ﹤0.01% |
409,845
+16,123
| +4% | +$643K |
|
2155
Weyerhaeuser
WY
$15.6B
| $14.6M | ﹤0.01% |
409,843
+1,282
| +0.3% | +$44.9K |
|
|
TBNK
2156
DELISTED
Territorial Bancorp Inc.
TBNK
| $14.5M | ﹤0.01% |
573,181
-6,267
| -1% | -$159K |
|
|
AGR
2157
DELISTED
Avangrid, Inc.
AGR
| $14.5M | ﹤0.01% |
299,063
-2,281
| -0.8% | -$120K |
|
|
PETQ
2158
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
| $14.5M | ﹤0.01% |
581,593
-119,534
| -17% | -$3.6M |
|
2159
Vitamin Cottage Natural Grocers
NGVC
$676M
| $14.5M | ﹤0.01% |
1,293,906
-117,683
| -8% | -$1.31M |
|
|
NPKI
2160
NPK International
NPKI
$1.08B
| $14.5M | ﹤0.01% |
4,387,110
-365,336
| -8% | -$1.03M |
|
2161
Quaker Houghton
KWR
$2.68B
| $14.4M | ﹤0.01% |
60,753
+12,384
| +26% | +$3.04M |
|
|
NVRO
2162
DELISTED
NEVRO CORP.
NVRO
| $14.4M | ﹤0.01% |
123,920
+34,169
| +38% | +$4.47M |
|
|
CHS
2163
DELISTED
Chicos FAS, Inc.
CHS
| $14.4M | ﹤0.01% |
3,206,631
+155,904
| +5% | +$890K |
|
2164
SandRidge Energy
SD
$530M
| $14.4M | ﹤0.01% |
1,105,336
+273,915
| +33% | +$2.26M |
|
2165
Health Catalyst
HCAT
$135M
| $14.3M | ﹤0.01% |
286,760
-4,273
| -1% | -$233K |
|
|
CIO
2166
DELISTED
City Office REIT
CIO
| $14.3M | ﹤0.01% |
800,609
-1,697
| -0.2% | -$24.7K |
|
2167
Farmers National Banc Corp
FMNB
$927M
| $14.2M | ﹤0.01% |
903,441
+7,904
| +0.9% | +$121K |
|
2168
Bassett Furniture
BSET
$151M
| $14.2M | ﹤0.01% |
783,509
-1,610
| -0.2% | -$35.3K |
|
2169
NovoCure
NVCR
$1.95B
| $14.2M | ﹤0.01% |
122,139
-1,003
| -0.8% | -$152K |
|
2170
Dimensional US Small Cap ETF
DFAS
$15.2B
| $14.1M | ﹤0.01% |
246,023
-30,370
| -11% | -$1.75M |
|
2171
Utah Medical Products
UTMD
$236M
| $14.1M | ﹤0.01% |
151,501
-689
| -0.5% | -$60.9K |
|
|
AMNB
2172
DELISTED
American National Bankshares Inc
AMNB
| $14.1M | ﹤0.01% |
425,296
-5,328
| -1% | -$171K |
|
2173
Northeast Bank
NBN
$1.13B
| $14M | ﹤0.01% |
416,421
+5,077
| +1% | +$163K |
|
2174
Grocery Outlet
GO
$1.15B
| $14M | ﹤0.01% |
649,832
+330,254
| +103% | +$9.5M |
|
|
CWEN.A
2175
DELISTED
Clearway Energy Class A
CWEN.A
| $14M | ﹤0.01% |
495,359
+3,256
| +0.7% | +$91.6K |
|
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.