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 | |
|---|---|---|---|---|---|---|
1301
United Parks & Resorts
PRKS
$1.62B
| $56.8M | 0.02% |
1,027,398
-207,037
| -17% | -$10.4M |
|
|
LTHM
1302
DELISTED
Livent Corporation
LTHM
| $56.8M | 0.02% |
2,456,847
+58,439
| +2% | +$1.31M |
|
1303
Marcus & Millichap
MMI
$1.17B
| $56.7M | 0.02% |
1,396,476
+32,532
| +2% | +$1.26M |
|
1304
Rollins
ROL
$15.9B
| $56.7M | 0.02% |
1,603,495
+6,266
| +0.4% | +$234K |
|
1305
Trade Desk
TTD
$6.71B
| $56.5M | 0.02% |
803,587
-25,339
| -3% | -$1.96M |
|
|
SNP
1306
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $56.4M | 0.02% |
1,147,527
-73,722
| -6% | -$3.52M |
|
1307
Mativ Holdings
MATV
$670M
| $56.3M | 0.02% |
1,624,606
-13,658
| -0.8% | -$510K |
|
1308
Bath & Body Works
BBWI
$3.45B
| $56.3M | 0.02% |
892,960
-196,844
| -18% | -$12.5M |
|
|
LGF.A
1309
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $56.3M | 0.02% |
3,966,540
-388,157
| -9% | -$5.68M |
|
1310
BancFirst
BANF
$3.68B
| $56.3M | 0.02% |
935,771
-7,397
| -0.8% | -$423K |
|
1311
Brink's
BCO
$4.41B
| $56.2M | 0.02% |
887,122
+8,904
| +1% | +$669K |
|
1312
Sony
SONY
$139B
| $56.1M | 0.02% |
2,538,900
-29,420
| -1% | -$616K |
|
1313
Apogee Enterprises
APOG
$787M
| $56.1M | 0.02% |
1,484,930
-514
| -0% | -$20.6K |
|
1314
Univest Financial
UVSP
$1.18B
| $56.1M | 0.02% |
2,046,533
-2,098
| -0.1% | -$56.3K |
|
1315
Blackbaud
BLKB
$1.98B
| $56M | 0.02% |
796,447
+4
| +0% | +$281 |
|
1316
Visteon
VC
$2.61B
| $55.9M | 0.02% |
592,445
+2,175
| +0.4% | +$235K |
|
1317
Paylocity
PCTY
$7.7B
| $55.9M | 0.02% |
199,218
-14,444
| -7% | -$3.47M |
|
1318
COPT Defense Properties
CDP
$3.92B
| $55.8M | 0.02% |
2,068,237
+6,178
| +0.3% | +$176K |
|
|
ABMD
1319
DELISTED
Abiomed Inc
ABMD
| $55.7M | 0.02% |
171,193
-15,152
| -8% | -$5.13M |
|
1320
First Bancorp
FBNC
$2.58B
| $55.6M | 0.02% |
1,292,864
-35,831
| -3% | -$1.46M |
|
1321
Seacoast Banking Corp of Florida
SBCF
$3.26B
| $55.6M | 0.02% |
1,644,515
-804
| -0% | -$25.5K |
|
1322
CMS Energy
CMS
$20.7B
| $55.5M | 0.02% |
929,362
-1,503
| -0.2% | -$93.8K |
|
1323
ATN International
ATNI
$452M
| $55.4M | 0.02% |
1,183,408
-36,882
| -3% | -$1.67M |
|
1324
NMI Holdings
NMIH
$3.24B
| $55.4M | 0.02% |
2,451,081
+918
| +0% | +$20.2K |
|
1325
Artisan Partners
APAM
$2.6B
| $55.4M | 0.02% |
1,132,473
+8,717
| +0.8% | +$440K |
|
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.