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 | |
|---|---|---|---|---|---|---|
1351
Atlassian
TEAM
$48.7B
| $53.8M | 0.02% |
137,494
+21,313
| +18% | +$7.12M |
|
1352
New York Times
NYT
$11.3B
| $53.8M | 0.02% |
1,091,058
+6,346
| +0.6% | +$300K |
|
1353
Veeva Systems
VEEV
$42.7B
| $53.7M | 0.02% |
186,496
-4,079
| -2% | -$1.29M |
|
1354
Genesco
GCO
$360M
| $53.7M | 0.02% |
930,357
+21,020
| +2% | +$1.25M |
|
|
RFP
1355
DELISTED
Resolute Forest Products Inc.
RFP
| $53.6M | 0.02% |
4,505,137
-243,072
| -5% | -$2.84M |
|
1356
Chesapeake Utilities
CPK
$3.15B
| $53.5M | 0.02% |
445,840
-2,258
| -0.5% | -$283K |
|
1357
Monro
MNRO
$383M
| $53.5M | 0.02% |
930,284
+59,839
| +7% | +$3.51M |
|
1358
Huron Consulting
HURN
$2.5B
| $53.5M | 0.02% |
1,028,212
+7,635
| +0.7% | +$372K |
|
|
HSII
1359
DELISTED
Heidrick & Struggles
HSII
| $53.4M | 0.02% |
1,197,441
-4,284
| -0.4% | -$181K |
|
1360
TriCo Bancshares
TCBK
$1.72B
| $53.3M | 0.02% |
1,228,645
-14,292
| -1% | -$579K |
|
1361
QuidelOrtho
QDEL
$761M
| $53.3M | 0.02% |
377,442
+101,112
| +37% | +$13.6M |
|
1362
Usana Health Sciences
USNA
$265M
| $53.1M | 0.02% |
575,616
-2,668
| -0.5% | -$257K |
|
1363
Standard Motor Products
SMP
$834M
| $53.1M | 0.02% |
1,213,781
+11,997
| +1% | +$515K |
|
1364
Organon & Co
OGN
$3.6B
| $53M | 0.02% |
1,617,406
+628,519
| +64% | +$20.1M |
|
|
SCS
1365
DELISTED
Steelcase
SCS
| $53M | 0.02% |
4,178,425
-58,642
| -1% | -$809K |
|
1366
Cal-Maine
CALM
$3.46B
| $53M | 0.02% |
1,464,814
+3,472
| +0.2% | +$124K |
|
|
SEE
1367
DELISTED
Sealed Air
SEE
| $52.9M | 0.02% |
965,883
-936
| -0.1% | -$54.4K |
|
|
JKS
1368
JinkoSolar
JKS
$564M
| $52.8M | 0.02% |
1,155,240
-23,376
| -2% | -$1.18M |
|
1369
Coeur Mining
CDE
$20.5B
| $52.8M | 0.02% |
8,563,183
+783,187
| +10% | +$5.57M |
|
1370
National Healthcare
NHC
$3.51B
| $52.8M | 0.02% |
754,622
+1,746
| +0.2% | +$127K |
|
|
CSW
1371
CSW Industrials
CSW
$4.7B
| $52.8M | 0.02% |
413,095
+1,210
| +0.3% | +$151K |
|
|
HI
1372
DELISTED
Hillenbrand
HI
| $52.7M | 0.02% |
1,235,636
+148,109
| +14% | +$6.5M |
|
1373
AdvanSix
ASIX
$453M
| $52.7M | 0.02% |
1,324,786
+37,015
| +3% | +$1.27M |
|
1374
Bloomin' Brands
BLMN
$688M
| $52.6M | 0.02% |
2,104,764
-18,715
| -0.9% | -$485K |
|
|
KE
1375
Kimball Electronics
KE
$600M
| $52.4M | 0.02% |
2,035,062
-12,029
| -0.6% | -$275K |
|
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.