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 | |
|---|---|---|---|---|---|---|
|
SPTN
1251
DELISTED
SpartanNash
SPTN
| $60.5M | 0.02% |
2,762,356
-51,377
| -2% | -$1.03M |
|
|
CALY
1252
Callaway Golf Company
CALY
$2.67B
| $60.5M | 0.02% |
2,188,210
-66,986
| -3% | -$2.04M |
|
1253
Live Oak Bancshares
LOB
$1.77B
| $60.5M | 0.02% |
950,206
-12,736
| -1% | -$755K |
|
1254
UBS Group
UBS
$155B
| $60.4M | 0.02% |
3,790,257
+90,458
| +2% | +$1.47M |
|
1255
Alpha and Omega Semiconductor
AOSL
$769M
| $60.3M | 0.02% |
1,923,573
-26,295
| -1% | -$729K |
|
1256
Chemours
CC
$2.17B
| $60.3M | 0.02% |
2,076,254
+90,340
| +5% | +$2.92M |
|
1257
Warner Bros
WBD
$70.8B
| $60.3M | 0.02% |
2,375,813
-93,750
| -4% | -$2.64M |
|
1258
Lennox International
LII
$12.4B
| $60.3M | 0.02% |
204,828
-557
| -0.3% | -$182K |
|
1259
Kratos Defense & Security Solutions
KTOS
$9.04B
| $60.2M | 0.02% |
2,698,510
+2,009
| +0.1% | +$49.7K |
|
1260
SPX Corp
SPXC
$9.03B
| $60M | 0.02% |
1,123,259
+3,878
| +0.3% | +$238K |
|
1261
AeroVironment
AVAV
$8.39B
| $60M | 0.02% |
695,126
-7,385
| -1% | -$715K |
|
1262
FB Financial Corp
FBK
$2.69B
| $59.9M | 0.02% |
1,396,007
-3,091
| -0.2% | -$123K |
|
1263
Shinhan Financial Group
SHG
$38.9B
| $59.8M | 0.02% |
1,776,129
-62,530
| -3% | -$2.09M |
|
1264
J&J Snack Foods
JJSF
$1.48B
| $59.7M | 0.02% |
390,867
+6,880
| +2% | +$1.12M |
|
1265
Banc of California
BANC
$2.94B
| $59.6M | 0.02% |
3,222,628
-64,435
| -2% | -$1.13M |
|
1266
BHP
BHP
$221B
| $59.3M | 0.02% |
1,241,099
+25,336
| +2% | +$1.55M |
|
1267
Exelixis
EXEL
$14.4B
| $59.2M | 0.02% |
2,799,836
+671,706
| +32% | +$12.5M |
|
1268
Hilton Grand Vacations
HGV
$2.87B
| $59.2M | 0.02% |
1,243,488
-29,233
| -2% | -$1.24M |
|
|
MASI
1269
DELISTED
Masimo
MASI
| $59.1M | 0.02% |
218,432
-15,099
| -6% | -$4.09M |
|
1270
AES
AES
$10.6B
| $58.9M | 0.02% |
2,581,745
-68,097
| -3% | -$1.65M |
|
1271
Clean Energy Fuels
CLNE
$379M
| $58.8M | 0.02% |
7,209,336
-1,966,315
| -21% | -$15.6M |
|
1272
Lumentum
LITE
$80.8B
| $58.7M | 0.02% |
702,819
+82,639
| +13% | +$6.93M |
|
1273
National Bank Holdings
NBHC
$1.83B
| $58.7M | 0.02% |
1,450,017
-44,595
| -3% | -$1.63M |
|
1274
Manitowoc
MTW
$789M
| $58.6M | 0.02% |
2,737,239
+1,614
| +0.1% | +$37.3K |
|
1275
Crane NXT
CXT
$2.62B
| $58.5M | 0.02% |
1,777,454
+39,517
| +2% | +$1.32M |
|
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.