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 | |
|---|---|---|---|---|---|---|
2326
Upwork
UPWK
$1.06B
| $10M | ﹤0.01% |
222,151
-76,973
| -26% | -$3.75M |
|
2327
Consumer Portfolio Services
CPSS
$208M
| $9.98M | ﹤0.01% |
1,706,759
-25,120
| -1% | -$132K |
|
2328
Phibro Animal Health
PAHC
$1.4B
| $9.97M | ﹤0.01% |
462,709
-101,058
| -18% | -$2.43M |
|
|
BFS
2329
Saul Centers
BFS
$749M
| $9.94M | ﹤0.01% |
225,503
+1,254
| +0.6% | +$56.6K |
|
|
MBT
2330
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $9.89M | ﹤0.01% |
1,024,824
+28,015
| +3% | +$252K |
|
|
AE
2331
DELISTED
Adams Resources & Energy Inc
AE
| $9.88M | ﹤0.01% |
325,148
-11,100
| -3% | -$317K |
|
2332
SSR Mining
SSRM
$7.37B
| $9.87M | ﹤0.01% |
678,440
+331,387
| +95% | +$5.25M |
|
2333
Arrowhead Research
ARWR
$9.57B
| $9.87M | ﹤0.01% |
158,090
-61,498
| -28% | -$3.98M |
|
2334
Commercial Vehicle Group
CVGI
$121M
| $9.87M | ﹤0.01% |
1,042,915
-7,380
| -0.7% | -$69.8K |
|
2335
Merchants Bancorp
MBIN
$2.38B
| $9.83M | ﹤0.01% |
373,758
+37,992
| +11% | +$945K |
|
2336
Banco Santander Chile
BSAC
$16.2B
| $9.83M | ﹤0.01% |
497,308
+10,934
| +2% | +$215K |
|
2337
KVH Industries
KVHI
$130M
| $9.82M | ﹤0.01% |
1,019,659
-37,245
| -4% | -$404K |
|
2338
BRC Group Holdings
RILY
$242M
| $9.81M | ﹤0.01% |
166,211
+32,441
| +24% | +$2.13M |
|
|
ALBO
2339
DELISTED
Albireo Pharma Inc
ALBO
| $9.78M | ﹤0.01% |
313,468
-71,626
| -19% | -$2.22M |
|
|
CPLG
2340
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $9.77M | ﹤0.01% |
630,015
+6,514
| +1% | +$89.9K |
|
2341
InterContinental Hotels
IHG
$22.4B
| $9.7M | ﹤0.01% |
150,813
-1,067
| -0.7% | -$68.9K |
|
2342
Tradeweb Markets
TW
$21.5B
| $9.69M | ﹤0.01% |
119,901
+3,727
| +3% | +$322K |
|
|
ERF
2343
DELISTED
Enerplus Corporation
ERF
| $9.65M | ﹤0.01% |
1,205,807
+30,753
| +3% | +$191K |
|
|
MGI
2344
DELISTED
MoneyGram International, Inc. New
MGI
| $9.63M | ﹤0.01% |
1,201,071
+274,225
| +30% | +$2.61M |
|
|
FRTA
2345
DELISTED
Forterra, Inc
FRTA
| $9.61M | ﹤0.01% |
407,942
-671
| -0.2% | -$15.8K |
|
2346
Banco Bradesco
BBD
$36.8B
| $9.61M | ﹤0.01% |
2,758,755
| – | – |
|
|
USAK
2347
DELISTED
USA Truck Inc
USAK
| $9.6M | ﹤0.01% |
628,356
-53,215
| -8% | -$771K |
|
2348
Limoneira
LMNR
$233M
| $9.58M | ﹤0.01% |
592,550
-21,926
| -4% | -$369K |
|
|
NARI
2349
DELISTED
Inari Medical, Inc. Common Stock
NARI
| $9.57M | ﹤0.01% |
117,952
+114,794
| +3,635% | +$9.64M |
|
|
PLYM
2350
DELISTED
Plymouth Industrial REIT
PLYM
| $9.55M | ﹤0.01% |
419,941
+39,188
| +10% | +$880K |
|
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.