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 | |
|---|---|---|---|---|---|---|
1126
Center Bancorp
CNOB
$1.59B
| $70.6M | 0.02% |
2,352,790
+6,893
| +0.3% | +$191K |
|
1127
ePlus
PLUS
$2.41B
| $70.6M | 0.02% |
1,375,410
-1,850
| -0.1% | -$91.4K |
|
|
HIBB
1128
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $70.5M | 0.02% |
996,347
+9,164
| +0.9% | +$800K |
|
|
LDL
1129
DELISTED
Lydall, Inc.
LDL
| $70.5M | 0.02% |
1,135,041
-36,848
| -3% | -$2.27M |
|
1130
Nu Skin
NUS
$223M
| $70M | 0.02% |
1,729,542
-14,619
| -0.8% | -$740K |
|
|
ENLC
1131
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $70M | 0.02% |
10,259,235
+649,950
| +7% | +$3.81M |
|
1132
Vail Resorts
MTN
$4.99B
| $69.8M | 0.02% |
208,810
-375
| -0.2% | -$116K |
|
1133
ArcelorMittal
MT
$55.1B
| $69.7M | 0.02% |
2,311,512
+154,658
| +7% | +$5.05M |
|
1134
Houlihan Lokey
HLI
$9.11B
| $69.7M | 0.02% |
756,311
+6,523
| +0.9% | +$572K |
|
1135
Essent Group
ESNT
$6.1B
| $69.6M | 0.02% |
1,582,324
+102,271
| +7% | +$4.64M |
|
1136
Cboe Global Markets
CBOE
$28.2B
| $69.6M | 0.02% |
561,551
+7,242
| +1% | +$885K |
|
1137
Brookdale Senior Living
BKD
$2.79B
| $69.3M | 0.02% |
10,999,530
-749,046
| -6% | -$5.35M |
|
1138
Silicon Laboratories
SLAB
$7.33B
| $69.3M | 0.02% |
494,400
-32,711
| -6% | -$4.91M |
|
|
LEG
1139
DELISTED
Leggett & Platt
LEG
| $69.3M | 0.02% |
1,544,089
+93,455
| +6% | +$4.5M |
|
|
VG
1140
DELISTED
Vonage Holdings Corporation
VG
| $69.2M | 0.02% |
4,292,810
+161,114
| +4% | +$2.34M |
|
|
SAVE
1141
DELISTED
Spirit Airlines, Inc.
SAVE
| $69M | 0.02% |
2,661,320
-1,099,740
| -29% | -$28.8M |
|
1142
Brady Corp
BRC
$3.97B
| $68.9M | 0.02% |
1,358,383
+5,422
| +0.4% | +$286K |
|
1143
WEC Energy
WEC
$33.7B
| $68.8M | 0.02% |
780,121
-1,479
| -0.2% | -$139K |
|
1144
Agree Realty
ADC
$8.52B
| $68.8M | 0.02% |
1,038,399
+42,778
| +4% | +$3.11M |
|
1145
Sprouts Farmers Market
SFM
$6.63B
| $68.8M | 0.02% |
2,967,391
+127,264
| +4% | +$3.1M |
|
|
NVO
1146
Novo Nordisk
NVO
$184B
| $68.7M | 0.02% |
1,431,008
+950
| +0.1% | +$45.9K |
|
1147
Zumiez
ZUMZ
$205M
| $68.6M | 0.02% |
1,725,823
-19,628
| -1% | -$838K |
|
1148
TC Energy
TRP
$63.8B
| $68.5M | 0.02% |
1,424,093
+139,854
| +11% | +$6.78M |
|
|
SKX
1149
DELISTED
Skechers
SKX
| $68.4M | 0.02% |
1,624,221
+27,151
| +2% | +$1.34M |
|
1150
A.O. Smith
AOS
$7.73B
| $68.3M | 0.02% |
1,118,458
+5,254
| +0.5% | +$367K |
|
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.