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 | |
|---|---|---|---|---|---|---|
1201
NXP Semiconductors
NXPI
$56.4B
| $64.5M | 0.02% |
329,159
+228,877
| +228% | +$47.5M |
|
|
ATSG
1202
DELISTED
Air Transport Services Group
ATSG
| $64.4M | 0.02% |
2,493,212
+36,739
| +1% | +$927K |
|
1203
PBF Energy
PBF
$9.1B
| $64.2M | 0.02% |
4,952,790
-661,326
| -12% | -$6.86M |
|
|
TMX
1204
DELISTED
Terminix Global Holdings, Inc.
TMX
| $64.2M | 0.02% |
1,541,039
+380,168
| +33% | +$17.5M |
|
1205
National Vision
EYE
$1.31B
| $64.1M | 0.02% |
1,129,049
+63,172
| +6% | +$3.49M |
|
1206
Acco Brands
ACCO
$404M
| $64.1M | 0.02% |
7,457,653
-30,821
| -0.4% | -$272K |
|
1207
SEI Investments
SEIC
$12.6B
| $64M | 0.02% |
1,078,764
+7,626
| +0.7% | +$465K |
|
1208
Alkermes
ALKS
$7.83B
| $63.9M | 0.02% |
2,072,719
+290,637
| +16% | +$8.21M |
|
1209
First Busey Corp
BUSE
$2.51B
| $63.8M | 0.02% |
2,588,336
-114,409
| -4% | -$2.7M |
|
|
CAI
1210
DELISTED
CAI International, Inc.
CAI
| $63.7M | 0.02% |
1,139,318
-238,552
| -17% | -$13.3M |
|
1211
Photronics
PLAB
$1.68B
| $63.6M | 0.02% |
4,669,577
-101,799
| -2% | -$1.38M |
|
1212
Donaldson
DCI
$9.96B
| $63.6M | 0.02% |
1,107,825
+18,524
| +2% | +$1.19M |
|
1213
Ryman Hospitality Properties
RHP
$8.42B
| $63.6M | 0.02% |
759,350
+2,229
| +0.3% | +$177K |
|
1214
Viavi Solutions
VIAV
$8.67B
| $63.4M | 0.02% |
4,029,437
+62,969
| +2% | +$1.03M |
|
1215
Repligen
RGEN
$10B
| $63.4M | 0.02% |
219,325
-25,822
| -11% | -$6.62M |
|
1216
Grand Canyon Education
LOPE
$4B
| $63.3M | 0.02% |
719,800
+154,163
| +27% | +$13.7M |
|
|
LGF.B
1217
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $63.2M | 0.02% |
4,864,189
-90,322
| -2% | -$1.19M |
|
1218
Columbia Sportswear
COLM
$2.92B
| $63.2M | 0.02% |
659,484
+67,404
| +11% | +$6.8M |
|
1219
JELD-WEN Holding
JELD
$169M
| $63.1M | 0.02% |
2,519,363
+181,728
| +8% | +$4.85M |
|
|
PPL
1220
PPL Corp
PPL
$25.2B
| $63M | 0.02% |
2,260,162
-7,302
| -0.3% | -$211K |
|
|
AD
1221
Array Digital Infrastructure
AD
$3.27B
| $62.6M | 0.02% |
1,963,837
-101,415
| -5% | -$3.37M |
|
1222
Keurig Dr Pepper
KDP
$43.3B
| $62.6M | 0.02% |
1,831,285
-30,545
| -2% | -$1.07M |
|
1223
OceanFirst Financial
OCFC
$1.76B
| $62.5M | 0.02% |
2,920,244
-220,797
| -7% | -$4.52M |
|
|
FOE
1224
DELISTED
Ferro Corporation
FOE
| $62.4M | 0.02% |
3,067,646
-3,962
| -0.1% | -$82.2K |
|
1225
First Interstate BancSystem
FIBK
$3.56B
| $62.3M | 0.02% |
1,546,811
-55,009
| -3% | -$2.33M |
|
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.