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 | |
|---|---|---|---|---|---|---|
1051
Advanced Energy
AEIS
$10.1B
| $76.6M | 0.02% |
872,967
+5,129
| +0.6% | +$480K |
|
1052
Domino's
DPZ
$9.97B
| $76.6M | 0.02% |
160,590
-775
| -0.5% | -$392K |
|
1053
Ingles Markets
IMKTA
$1.57B
| $76.3M | 0.02% |
1,155,726
-3,877
| -0.3% | -$246K |
|
|
SNBR
1054
DELISTED
Sleep Number
SNBR
| $76.3M | 0.02% |
815,870
-59,474
| -7% | -$5.9M |
|
1055
Pilgrim's Pride
PPC
$7.06B
| $76.3M | 0.02% |
2,622,048
+171,279
| +7% | +$4.29M |
|
1056
Community Bank
CBU
$3.3B
| $76.2M | 0.02% |
1,114,011
-6,274
| -0.6% | -$450K |
|
1057
Encompass Health
EHC
$12.2B
| $76.2M | 0.02% |
1,276,183
+5,614
| +0.4% | +$353K |
|
1058
OSI Systems
OSIS
$3.22B
| $76.1M | 0.02% |
802,702
+736
| +0.1% | +$71.7K |
|
1059
Benchmark Electronics
BHE
$2.65B
| $76M | 0.02% |
2,845,888
-19,007
| -0.7% | -$504K |
|
1060
Coty
COTY
$2.32B
| $75.8M | 0.02% |
9,639,652
+2,658,614
| +38% | +$22.8M |
|
1061
Eagle Materials
EXP
$5.5B
| $75.7M | 0.02% |
577,384
+21,064
| +4% | +$3.02M |
|
1062
LGI Homes
LGIH
$1.14B
| $75.7M | 0.02% |
533,484
+14,727
| +3% | +$2.32M |
|
1063
Axcelis
ACLS
$3.2B
| $75.7M | 0.02% |
1,609,109
+6,176
| +0.4% | +$269K |
|
|
TSE
1064
DELISTED
Trinseo
TSE
| $75.6M | 0.02% |
1,401,225
-79,268
| -5% | -$4.12M |
|
1065
MarketAxess Holdings
MKTX
$5.75B
| $75.6M | 0.02% |
179,596
-857
| -0.5% | -$393K |
|
1066
American Electric Power
AEP
$65.7B
| $75.4M | 0.02% |
929,121
-7,103
| -0.8% | -$620K |
|
1067
Avantor
AVTR
$10.6B
| $75.4M | 0.02% |
1,842,564
+324,770
| +21% | +$12.7M |
|
|
BRKL
1068
DELISTED
Brookline Bancorp
BRKL
| $75.3M | 0.02% |
4,935,556
-63,847
| -1% | -$927K |
|
1069
Bio-Techne
TECH
$11.3B
| $75.3M | 0.02% |
621,520
+40,436
| +7% | +$4.92M |
|
|
THS
1070
DELISTED
Treehouse Foods
THS
| $75.2M | 0.02% |
1,885,547
-431,944
| -19% | -$17.7M |
|
1071
IDEX
IEX
$16.3B
| $75.1M | 0.02% |
362,596
-9,372
| -3% | -$2.08M |
|
1072
Ralph Lauren
RL
$20.2B
| $75M | 0.02% |
675,447
-23,991
| -3% | -$2.77M |
|
1073
John Wiley & Sons Class A
WLY
$2.51B
| $75M | 0.02% |
1,436,097
+14,507
| +1% | +$832K |
|
|
EXE
1074
Expand Energy Corp
EXE
$20.5B
| $74.8M | 0.02% |
1,214,569
+1,157,502
| +2,028% | +$64.9M |
|
1075
Xcel Energy
XEL
$45.4B
| $74.8M | 0.02% |
1,196,654
-2,276
| -0.2% | -$154K |
|
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.