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 | |
|---|---|---|---|---|---|---|
726
Align Technology
ALGN
$10.7B
| $115M | 0.04% |
172,899
-4,655
| -3% | -$3.16M |
|
727
Pool Corp
POOL
$6.1B
| $115M | 0.04% |
263,989
-1,265
| -0.5% | -$600K |
|
728
Motorola Solutions
MSI
$76.2B
| $114M | 0.04% |
492,065
+1,724
| +0.4% | +$400K |
|
729
Valmont Industries
VMI
$9.18B
| $114M | 0.04% |
486,031
-28,219
| -5% | -$6.71M |
|
|
ARGO
730
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $114M | 0.04% |
2,187,312
-6,294
| -0.3% | -$331K |
|
731
Blackstone
BX
$92.7B
| $114M | 0.04% |
981,476
+5,032
| +0.5% | +$584K |
|
|
COOP
732
DELISTED
Mr. Cooper
COOP
| $114M | 0.04% |
2,770,494
-27,292
| -1% | -$1.03M |
|
733
Synopsys
SNPS
$72.5B
| $114M | 0.04% |
380,749
-82,959
| -18% | -$25.2M |
|
734
Baker Hughes
BKR
$55.9B
| $114M | 0.04% |
4,607,384
+246,706
| +6% | +$5.49M |
|
735
Helmerich & Payne
HP
$4.16B
| $114M | 0.04% |
4,144,319
-393,475
| -9% | -$11M |
|
|
STOR
736
DELISTED
STORE Capital Corporation
STOR
| $114M | 0.04% |
3,545,951
-31,260
| -0.9% | -$1.11M |
|
|
NLSN
737
DELISTED
Nielsen Holdings plc
NLSN
| $113M | 0.04% |
5,905,035
+13,672
| +0.2% | +$304K |
|
|
ACH
738
Accendra Health
ACH
$82.3M
| $113M | 0.04% |
3,621,532
+14,669
| +0.4% | +$577K |
|
739
Fortive
FTV
$16.7B
| $113M | 0.04% |
2,130,260
+8,164
| +0.4% | +$447K |
|
740
Stepan Co
SCL
$1.4B
| $113M | 0.04% |
1,002,834
+12,808
| +1% | +$1.49M |
|
741
Clorox
CLX
$10.3B
| $113M | 0.04% |
683,191
+10,190
| +2% | +$1.75M |
|
|
SASR
742
DELISTED
Sandy Spring Bancorp Inc
SASR
| $113M | 0.04% |
2,464,751
-50,877
| -2% | -$2.18M |
|
743
Prothena Corp
PRTA
$423M
| $113M | 0.04% |
1,579,648
-5,713
| -0.4% | -$355K |
|
744
Greif
GEF
$4.71B
| $112M | 0.04% |
1,735,734
-646
| -0% | -$40K |
|
745
Affiliated Managers Group
AMG
$8.87B
| $112M | 0.04% |
740,585
-2,057
| -0.3% | -$337K |
|
746
Teledyne Technologies
TDY
$27.9B
| $112M | 0.04% |
259,731
-17,371
| -6% | -$7.68M |
|
747
Dominion Energy
D
$55.9B
| $111M | 0.04% |
1,524,571
+19,666
| +1% | +$1.5M |
|
748
JD.com
JD
$36.3B
| $111M | 0.04% |
1,536,262
-76,414
| -5% | -$5.63M |
|
749
Akamai
AKAM
$15B
| $111M | 0.04% |
1,060,493
-16,019
| -1% | -$1.83M |
|
750
United Therapeutics
UTHR
$21.4B
| $111M | 0.04% |
600,659
-56,936
| -9% | -$11.2M |
|
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.