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 | |
|---|---|---|---|---|---|---|
1326
Lamb Weston
LW
$6.36B
| $55.3M | 0.02% |
901,822
+23,390
| +3% | +$1.58M |
|
1327
IDT Corp
IDT
$1.72B
| $55.3M | 0.02% |
1,317,977
-1,092
| -0.1% | -$51K |
|
|
DOC
1328
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $55.3M | 0.02% |
3,136,411
+18,051
| +0.6% | +$334K |
|
1329
Safety Insurance
SAFT
$1.52B
| $55.2M | 0.02% |
697,128
+1,049
| +0.2% | +$82.8K |
|
1330
Burlington
BURL
$15B
| $55.2M | 0.02% |
194,680
+46,339
| +31% | +$14.8M |
|
1331
Zillow
Z
$6.81B
| $55.1M | 0.02% |
625,638
-10,669
| -2% | -$1.08M |
|
1332
AMC Global Media
AMCX
$487M
| $55M | 0.02% |
1,180,544
-56,739
| -5% | -$2.9M |
|
1333
Enbridge
ENB
$107B
| $55M | 0.02% |
1,380,814
+10,314
| +0.8% | +$407K |
|
|
LBAI
1334
DELISTED
Lakeland Bancorp Inc
LBAI
| $54.9M | 0.02% |
3,114,006
-16,853
| -0.5% | -$280K |
|
1335
Pembina Pipeline
PBA
$27.7B
| $54.9M | 0.02% |
1,732,239
-367,010
| -17% | -$11.6M |
|
1336
Tyler Technologies
TYL
$13.9B
| $54.8M | 0.02% |
119,573
-4,731
| -4% | -$2.26M |
|
|
SHYF
1337
DELISTED
The Shyft Group
SHYF
| $54.8M | 0.02% |
1,441,005
-92,614
| -6% | -$3.75M |
|
1338
FirstEnergy
FE
$26.4B
| $54.7M | 0.02% |
1,534,511
+20,910
| +1% | +$794K |
|
|
EBSB
1339
DELISTED
Meridian Bancorp, Inc.
EBSB
| $54.6M | 0.02% |
2,629,780
-81,423
| -3% | -$1.62M |
|
|
VRS
1340
DELISTED
Verso Corporation
VRS
| $54.6M | 0.02% |
2,630,306
-37,731
| -1% | -$728K |
|
1341
EPR Properties
EPR
$4.38B
| $54.5M | 0.02% |
1,104,295
+22,142
| +2% | +$1.12M |
|
|
RAVN
1342
DELISTED
Raven Industries Inc
RAVN
| $54.5M | 0.02% |
946,337
-58,479
| -6% | -$3.39M |
|
1343
Outfront Media
OUT
$4.92B
| $54.4M | 0.02% |
2,194,188
+53,771
| +3% | +$1.27M |
|
1344
MGE Energy Inc
MGEE
$2.83B
| $54.3M | 0.02% |
738,854
-4,203
| -0.6% | -$329K |
|
1345
StoneX
SNEX
$8.01B
| $54.3M | 0.02% |
4,169,247
+2,577
| +0.1% | +$33.1K |
|
|
AAMI
1346
Acadian Asset Management
AAMI
$3.23B
| $54.2M | 0.02% |
2,073,481
-7,827
| -0.4% | -$202K |
|
1347
Mercer International
MERC
$25.5M
| $54.1M | 0.02% |
4,668,974
-241,711
| -5% | -$2.8M |
|
1348
Century Aluminum
CENX
$4.06B
| $54.1M | 0.02% |
4,019,508
-400,669
| -9% | -$5.04M |
|
1349
Globant
GLOB
$1.64B
| $53.9M | 0.02% |
191,897
-11,005
| -5% | -$3.02M |
|
|
CSGS
1350
DELISTED
CSG Systems International
CSGS
| $53.8M | 0.02% |
1,117,144
+5,629
| +0.5% | +$263K |
|
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.