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 | 17.76% |
| 2 | Technology | 16.26% |
| 3 | Industrials | 12.8% |
| 4 | Consumer Discretionary | 11.38% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
151
Extra Space Storage
EXR
$32.2B
| $332M | 0.11% |
1,974,240
-21,692
| -1% | -$3.83M |
|
152
Fidelity National Information Services
FIS
$23.2B
| $332M | 0.11% |
2,724,276
-71,317
| -3% | -$9.56M |
|
153
LyondellBasell Industries
LYB
$18.8B
| $330M | 0.11% |
3,518,259
+121,460
| +4% | +$11.9M |
|
154
Starbucks
SBUX
$118B
| $330M | 0.11% |
2,993,709
-30,176
| -1% | -$3.53M |
|
155
Essex Property Trust
ESS
$18.9B
| $330M | 0.11% |
1,032,298
-8,841
| -0.8% | -$2.86M |
|
156
Corning
GLW
$108B
| $330M | 0.11% |
9,030,216
+90,879
| +1% | +$3.63M |
|
157
SLB Ltd
SLB
$74.2B
| $326M | 0.11% |
11,002,714
+152,249
| +1% | +$4.36M |
|
158
Sun Communities
SUI
$15.3B
| $325M | 0.1% |
1,753,642
+16,771
| +1% | +$3.24M |
|
159
Altria Group
MO
$125B
| $323M | 0.1% |
7,096,859
-173,353
| -2% | -$8.37M |
|
160
Tyson Foods
TSN
$21.5B
| $323M | 0.1% |
4,084,819
-25,089
| -0.6% | -$1.89M |
|
161
Popular Inc
BPOP
$11.1B
| $322M | 0.1% |
4,148,221
+27,937
| +0.7% | +$2.08M |
|
162
Alcoa
AA
$11.7B
| $321M | 0.1% |
6,561,921
-1,010,134
| -13% | -$42.7M |
|
163
Biogen
BIIB
$30.4B
| $320M | 0.1% |
1,130,190
-57,498
| -5% | -$18.8M |
|
164
Occidental Petroleum
OXY
$53.6B
| $318M | 0.1% |
10,733,603
-567,779
| -5% | -$15.2M |
|
165
US Bancorp
USB
$100B
| $317M | 0.1% |
5,335,748
+10,118
| +0.2% | +$576K |
|
|
WCC
166
WESCO International
WCC
$16.1B
| $317M | 0.1% |
2,747,361
+31,940
| +1% | +$3.52M |
|
|
DRE
167
DELISTED
Duke Realty Corp.
DRE
| $316M | 0.1% |
6,610,614
-38,567
| -0.6% | -$1.94M |
|
168
Blackrock
BLK
$170B
| $315M | 0.1% |
375,803
+1,904
| +0.5% | +$1.71M |
|
169
eBay
EBAY
$52.1B
| $314M | 0.1% |
4,510,769
-54,232
| -1% | -$3.89M |
|
170
Reliance Steel & Aluminium
RS
$21.2B
| $314M | 0.1% |
2,202,828
+7,859
| +0.4% | +$1.18M |
|
171
Quest Diagnostics
DGX
$26B
| $313M | 0.1% |
2,157,024
-1,101
| -0.1% | -$161K |
|
172
Stanley Black & Decker
SWK
$14.6B
| $313M | 0.1% |
1,785,714
+8,985
| +0.5% | +$1.75M |
|
173
Concentrix
CNXC
$1.55B
| $312M | 0.1% |
1,763,955
-45,977
| -3% | -$7.62M |
|
174
Synchrony
SYF
$25.1B
| $312M | 0.1% |
6,378,078
+116,818
| +2% | +$5.68M |
|
175
Ventas
VTR
$47.7B
| $312M | 0.1% |
5,642,737
+204,482
| +4% | +$11.7M |
|
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 17% 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.