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 | |
|---|---|---|---|---|---|---|
1176
Piper Sandler
PIPR
$5.08B
| $66.6M | 0.02% |
1,924,428
+676
| +0% | +$22.6K |
|
1177
Cracker Barrel
CBRL
$977M
| $66.5M | 0.02% |
475,688
+42,081
| +10% | +$5.89M |
|
1178
TechTarget
TTGT
$278M
| $66.5M | 0.02% |
806,419
-17,203
| -2% | -$1.37M |
|
1179
Delta Air Lines
DAL
$52.1B
| $66.4M | 0.02% |
1,557,449
-496,522
| -24% | -$20.3M |
|
1180
Five Below
FIVE
$13B
| $66.2M | 0.02% |
374,050
+12,810
| +4% | +$2.55M |
|
1181
Dell
DELL
$370B
| $66.1M | 0.02% |
1,253,469
+45,760
| +4% | +$2.28M |
|
1182
Twilio
TWLO
$37.5B
| $66.1M | 0.02% |
207,202
+8,230
| +4% | +$3M |
|
1183
Live Nation Entertainment
LYV
$39.4B
| $66M | 0.02% |
724,510
-320
| -0% | -$26.9K |
|
|
SHOE
1184
Shoe Station Group
SHOE
$354M
| $66M | 0.02% |
2,034,296
+12,368
| +0.6% | +$431K |
|
1185
Itron
ITRI
$4.01B
| $66M | 0.02% |
872,009
+16,583
| +2% | +$1.42M |
|
1186
DTE Energy
DTE
$27.1B
| $65.9M | 0.02% |
589,841
-96,220
| -14% | -$11.3M |
|
|
TBI
1187
Trueblue
TBI
$278M
| $65.9M | 0.02% |
2,432,172
+4,122
| +0.2% | +$110K |
|
|
NUAN
1188
DELISTED
Nuance Communications, Inc.
NUAN
| $65.7M | 0.02% |
1,194,370
-13,741
| -1% | -$755K |
|
1189
St. Joe Company
JOE
$3.69B
| $65.5M | 0.02% |
1,555,888
-27,495
| -2% | -$1.21M |
|
1190
Woodward
WWD
$18.8B
| $65.5M | 0.02% |
578,353
-20,601
| -3% | -$2.45M |
|
|
BBBY
1191
DELISTED
Bed Bath & Beyond Inc
BBBY
| $65.5M | 0.02% |
3,788,025
+598,310
| +19% | +$16.2M |
|
|
GLDD
1192
DELISTED
Great Lakes Dredge & Dock
GLDD
| $65.4M | 0.02% |
4,336,257
-12,219
| -0.3% | -$182K |
|
|
CTXS
1193
DELISTED
Citrix Systems Inc
CTXS
| $65.3M | 0.02% |
608,554
+7,381
| +1% | +$797K |
|
1194
Polaris
PII
$3.19B
| $65.3M | 0.02% |
545,190
+21,401
| +4% | +$2.72M |
|
1195
Park Hotels & Resorts
PK
$3.05B
| $65.2M | 0.02% |
3,405,169
+10,206
| +0.3% | +$193K |
|
1196
Scansource
SCSC
$1.16B
| $65.1M | 0.02% |
1,872,560
-61,318
| -3% | -$1.88M |
|
1197
Allegiant Air
ALGT
$2.21B
| $65M | 0.02% |
332,421
+159
| +0% | +$30.5K |
|
|
JBGS
1198
JBG SMITH
JBGS
$672M
| $65M | 0.02% |
2,193,507
+2,913
| +0.1% | +$89.9K |
|
1199
Ameren
AEE
$28.7B
| $64.9M | 0.02% |
800,732
-755
| -0.1% | -$64.4K |
|
1200
CVB Financial
CVBF
$4.03B
| $64.7M | 0.02% |
3,176,833
-77,428
| -2% | -$1.53M |
|
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.