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 | |
|---|---|---|---|---|---|---|
826
Magna International
MGA
$17.1B
| $100M | 0.03% |
1,330,954
-439,948
| -25% | -$36.2M |
|
827
ZTO Express
ZTO
$15.3B
| $100M | 0.03% |
3,265,801
-98,696
| -3% | -$2.83M |
|
|
HOUS
828
DELISTED
Anywhere Real Estate
HOUS
| $99.9M | 0.03% |
5,693,582
-1,087,852
| -16% | -$19.2M |
|
829
McGrath RentCorp
MGRC
$2.72B
| $99.9M | 0.03% |
1,387,939
-21,768
| -2% | -$1.6M |
|
830
Sonic Automotive
SAH
$2.3B
| $99.7M | 0.03% |
1,897,427
-14,544
| -0.8% | -$737K |
|
831
TransDigm Group
TDG
$59.7B
| $99.7M | 0.03% |
159,547
-1,320
| -0.8% | -$825K |
|
832
Credit Acceptance
CACC
$6.24B
| $99.4M | 0.03% |
169,830
+3,621
| +2% | +$1.97M |
|
833
American Water Works
AWK
$27.4B
| $99.2M | 0.03% |
586,752
-532
| -0.1% | -$93K |
|
834
NIO
NIO
$8.97B
| $99.2M | 0.03% |
2,784,189
-156,025
| -5% | -$6.41M |
|
835
Ambarella
AMBA
$2.77B
| $99.1M | 0.03% |
636,289
-2,959
| -0.5% | -$340K |
|
836
CONMED
CNMD
$1.41B
| $98.9M | 0.03% |
756,181
-5,860
| -0.8% | -$767K |
|
837
Harley-Davidson
HOG
$2.79B
| $98.9M | 0.03% |
2,700,732
+221,850
| +9% | +$8.95M |
|
838
New Jersey Resources
NJR
$5.43B
| $98.7M | 0.03% |
2,836,645
+320,328
| +13% | +$12.1M |
|
839
Mine Safety
MSA
$6.94B
| $98.7M | 0.03% |
677,259
+1,863
| +0.3% | +$296K |
|
840
Arcosa
ACA
$7.13B
| $98.7M | 0.03% |
1,966,552
-4,183
| -0.2% | -$217K |
|
841
ITT
ITT
$17.4B
| $98.7M | 0.03% |
1,149,172
-96,844
| -8% | -$9.09M |
|
842
Ormat Technologies
ORA
$5.65B
| $98.6M | 0.03% |
1,480,408
+26,019
| +2% | +$1.8M |
|
|
ANSS
843
DELISTED
Ansys
ANSS
| $98.6M | 0.03% |
289,512
+1,687
| +0.6% | +$609K |
|
|
JBTM
844
JBT Marel
JBTM
$5.78B
| $98.5M | 0.03% |
700,360
-1,082
| -0.2% | -$155K |
|
845
Sensient Technologies
SXT
$5.46B
| $98.5M | 0.03% |
1,080,953
+4,165
| +0.4% | +$365K |
|
|
BCPC
846
Balchem Corp
BCPC
$5.34B
| $98.4M | 0.03% |
678,101
-23
| -0% | -$3.11K |
|
847
Factset
FDS
$9.83B
| $98.4M | 0.03% |
249,174
+2,585
| +1% | +$940K |
|
848
Franklin Electric
FELE
$4.25B
| $98.4M | 0.03% |
1,231,874
-18,418
| -1% | -$1.51M |
|
|
GWB
849
DELISTED
Great Western Bancorp, Inc.
GWB
| $98.3M | 0.03% |
3,003,082
-319,718
| -10% | -$9.85M |
|
850
Edgewell Personal Care
EPC
$1.23B
| $98.3M | 0.03% |
2,707,953
-164,009
| -6% | -$6.74M |
|
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.