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 | |
|---|---|---|---|---|---|---|
1226
American States Water
AWR
$3.44B
| $62.2M | 0.02% |
727,839
+26,831
| +4% | +$2.36M |
|
1227
InterDigital
IDCC
$8.46B
| $62.2M | 0.02% |
916,440
-8,075
| -0.9% | -$560K |
|
1228
Alarm.com
ALRM
$2.7B
| $62.1M | 0.02% |
794,145
+5,289
| +0.7% | +$437K |
|
1229
AZZ Inc
AZZ
$4.02B
| $62.1M | 0.02% |
1,166,585
+5,873
| +0.5% | +$309K |
|
|
CVA
1230
DELISTED
Covanta Holding Corporation
CVA
| $61.9M | 0.02% |
3,076,890
-98,057
| -3% | -$1.94M |
|
1231
Entergy
ETR
$49.3B
| $61.6M | 0.02% |
1,239,872
+13,466
| +1% | +$721K |
|
1232
CRA International
CRAI
$1.03B
| $61.5M | 0.02% |
619,317
-3,529
| -0.6% | -$318K |
|
|
HR
1233
DELISTED
Healthcare Realty Trust Incorporated
HR
| $61.5M | 0.02% |
2,063,812
+12,948
| +0.6% | +$397K |
|
|
NFBK
1234
DELISTED
Northfield Bancorp
NFBK
| $61.4M | 0.02% |
3,578,375
-29,961
| -0.8% | -$493K |
|
1235
Watsco Inc
WSO
$12.6B
| $61.4M | 0.02% |
232,015
+3,377
| +1% | +$947K |
|
1236
Chemed
CHE
$6.61B
| $61.3M | 0.02% |
131,761
+2,891
| +2% | +$1.36M |
|
1237
Enova International
ENVA
$4.46B
| $61.2M | 0.02% |
1,771,610
+66,099
| +4% | +$2.16M |
|
|
HSKA
1238
DELISTED
Heska Corp
HSKA
| $61.1M | 0.02% |
236,223
+2,663
| +1% | +$679K |
|
1239
Consolidated Edison
ED
$39.4B
| $61M | 0.02% |
840,142
-1,264
| -0.2% | -$94.4K |
|
1240
Surgery Partners
SGRY
$1.79B
| $61M | 0.02% |
1,440,136
-75,939
| -5% | -$3.87M |
|
1241
PTC
PTC
$14.5B
| $61M | 0.02% |
508,951
+90,836
| +22% | +$12.1M |
|
|
INFO
1242
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $61M | 0.02% |
522,776
-5,401
| -1% | -$638K |
|
1243
SPS Commerce
SPSC
$2.89B
| $60.9M | 0.02% |
377,748
-605
| -0.2% | -$74.5K |
|
1244
Edison International
EIX
$21.4B
| $60.9M | 0.02% |
1,097,754
+13,211
| +1% | +$758K |
|
1245
Johnson Outdoors
JOUT
$469M
| $60.8M | 0.02% |
574,323
-1,723
| -0.3% | -$197K |
|
1246
Supernus Pharmaceuticals
SUPN
$2.5B
| $60.7M | 0.02% |
2,275,051
-1,134
| -0% | -$30.4K |
|
|
AZPN
1247
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $60.7M | 0.02% |
493,947
+12,423
| +3% | +$1.53M |
|
|
JOYY
1248
JOYY Inc
JOYY
$3.88B
| $60.6M | 0.02% |
1,105,389
-87,000
| -7% | -$4.87M |
|
|
VRNT
1249
DELISTED
Verint Systems
VRNT
| $60.6M | 0.02% |
1,352,528
-9,774
| -0.7% | -$425K |
|
|
NSA
1250
DELISTED
National Storage Affiliates Trust
NSA
| $60.6M | 0.02% |
1,147,318
+83,113
| +8% | +$4.58M |
|
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.