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 | |
|---|---|---|---|---|---|---|
1651
Vericel Corp
VCEL
$2.05B
| $36.3M | 0.01% |
743,975
+39,197
| +6% | +$2.03M |
|
1652
Workday
WDAY
$48B
| $36.3M | 0.01% |
145,123
+256
| +0.2% | +$63.4K |
|
|
UNIT
1653
Uniti Group
UNIT
$2.34B
| $36.2M | 0.01% |
2,929,271
+148,083
| +5% | +$1.81M |
|
1654
LeMaitre Vascular
LMAT
$1.82B
| $36.2M | 0.01% |
682,021
-9,701
| -1% | -$546K |
|
1655
Community Health Systems
CYH
$412M
| $36.2M | 0.01% |
3,094,184
-200,969
| -6% | -$2.62M |
|
1656
Dr. Reddy's Laboratories
RDY
$10.2B
| $36.2M | 0.01% |
2,777,085
+107,585
| +4% | +$1.43M |
|
1657
Hyatt Hotels
H
$14.6B
| $36.2M | 0.01% |
469,273
+1,865
| +0.4% | +$141K |
|
1658
Cushman & Wakefield Ltd
CWK
$2.93B
| $36.2M | 0.01% |
1,943,947
+360,634
| +23% | +$6.47M |
|
1659
Genworth Financial
GNW
$3.87B
| $36M | 0.01% |
9,606,740
-688,999
| -7% | -$2.45M |
|
1660
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| $36M | 0.01% |
5,459,629
-1,031
| -0% | -$6.66K |
|
1661
NiSource
NI
$19.6B
| $35.9M | 0.01% |
1,483,498
+54,374
| +4% | +$1.36M |
|
1662
Sasol
SSL
$9.06B
| $35.8M | 0.01% |
1,904,363
-75,501
| -4% | -$1.15M |
|
|
VIVO
1663
DELISTED
Meridian Bioscience Inc
VIVO
| $35.7M | 0.01% |
1,857,932
+35,423
| +2% | +$706K |
|
|
SJR
1664
DELISTED
Shaw Communications Inc.
SJR
| $35.7M | 0.01% |
1,228,906
| – | – |
|
1665
Bank of N.T. Butterfield & Son
NTB
$2.33B
| $35.7M | 0.01% |
1,004,329
-14,218
| -1% | -$479K |
|
|
PRA
1666
DELISTED
ProAssurance
PRA
| $35.6M | 0.01% |
1,499,063
-212,631
| -12% | -$4.9M |
|
|
GCP
1667
DELISTED
GCP Applied Technologies Inc.
GCP
| $35.6M | 0.01% |
1,625,139
-154,180
| -9% | -$3.58M |
|
|
VBTX
1668
DELISTED
Veritex Holdings
VBTX
| $35.6M | 0.01% |
904,764
+37,681
| +4% | +$1.31M |
|
1669
Warrior Met Coal
HCC
$4.85B
| $35.6M | 0.01% |
1,530,234
-163,001
| -10% | -$3.3M |
|
|
TPC
1670
Tutor Perini Cor
TPC
$4.5B
| $35.5M | 0.01% |
2,734,017
-211,337
| -7% | -$2.89M |
|
1671
Central Garden & Pet Co
CENT
$2.53B
| $35.4M | 0.01% |
923,090
-4,730
| -0.5% | -$182K |
|
1672
National Health Investors
NHI
$3.4B
| $35.4M | 0.01% |
661,104
+51
| +0% | +$3.19K |
|
1673
Alnylam Pharmaceuticals
ALNY
$32.9B
| $35.4M | 0.01% |
187,263
-17,736
| -9% | -$3.33M |
|
1674
NewMarket
NEU
$8.18B
| $35.3M | 0.01% |
104,217
+4,352
| +4% | +$1.43M |
|
1675
Movado Group
MOV
$745M
| $35.3M | 0.01% |
1,120,872
+640
| +0.1% | +$20.5K |
|
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.