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 | |
|---|---|---|---|---|---|---|
1776
Credicorp
BAP
$30.5B
| $30.2M | 0.01% |
271,944
-3,549
| -1% | -$387K |
|
1777
Sterling Infrastructure
STRL
$15.5B
| $30.2M | 0.01% |
1,331,475
+20,925
| +2% | +$467K |
|
|
RMAX
1778
DELISTED
RE/MAX Holdings
RMAX
| $30.1M | 0.01% |
966,359
-35,459
| -4% | -$1.18M |
|
1779
IES Holdings
IESC
$12.6B
| $30.1M | 0.01% |
1,315,482
-2,076
| -0.2% | -$50.5K |
|
|
PGRE
1780
DELISTED
Paramount Group
PGRE
| $30M | 0.01% |
3,341,910
+26,836
| +0.8% | +$249K |
|
1781
SunCoke Energy
SXC
$820M
| $29.9M | 0.01% |
4,757,833
-182,532
| -4% | -$1.25M |
|
|
VMW
1782
DELISTED
VMware, Inc
VMW
| $29.8M | 0.01% |
200,541
+15,505
| +8% | +$2.35M |
|
1783
Four Corners Property Trust
FCPT
$2.49B
| $29.7M | 0.01% |
1,107,395
+10,610
| +1% | +$297K |
|
1784
Clearway Energy Class C
CWEN
$6.36B
| $29.7M | 0.01% |
980,843
-164
| -0% | -$4.88K |
|
|
SPLK
1785
DELISTED
Splunk Inc
SPLK
| $29.7M | 0.01% |
205,174
-543
| -0.3% | -$79K |
|
|
XHR
1786
Xenia Hotels & Resorts
XHR
$1.63B
| $29.5M | 0.01% |
1,664,652
+15,169
| +0.9% | +$266K |
|
|
WCN
1787
Waste Connections
WCN
$39.1B
| $29.5M | 0.01% |
234,335
+10,754
| +5% | +$1.36M |
|
1788
Talos Energy
TALO
$2.86B
| $29.2M | 0.01% |
2,122,699
-408,592
| -16% | -$4.98M |
|
1789
HEICO Corp
HEI
$41.4B
| $29.2M | 0.01% |
221,613
-4,745
| -2% | -$625K |
|
|
RYZ
1790
Ryerson Holding Corp
RYZ
$1.28B
| $29.2M | 0.01% |
1,311,635
-13,289
| -1% | -$260K |
|
1791
Cameco
CCJ
$40.4B
| $29.2M | 0.01% |
1,343,604
-938,515
| -41% | -$17.8M |
|
1792
James River Group Holdings
JRVR
$175M
| $29.2M | 0.01% |
773,597
-12,618
| -2% | -$461K |
|
1793
Editas Medicine
EDIT
$418M
| $29.2M | 0.01% |
709,766
+80,735
| +13% | +$4.42M |
|
1794
El Pollo Loco
LOCO
$436M
| $29.1M | 0.01% |
1,721,553
-1,045
| -0.1% | -$18.9K |
|
|
LBRDA
1795
DELISTED
Liberty Broadband Class A
LBRDA
| $29.1M | 0.01% |
172,805
-2,009
| -1% | -$351K |
|
1796
Diamondrock Hospitality Co
DRH
$2.51B
| $29.1M | 0.01% |
3,077,436
+24,051
| +0.8% | +$215K |
|
|
AAT
1797
American Assets Trust
AAT
$1.36B
| $29M | 0.01% |
775,974
+6,080
| +0.8% | +$231K |
|
1798
RCI Hospitality Holdings
RICK
$218M
| $29M | 0.01% |
422,664
-28,499
| -6% | -$1.86M |
|
|
AVLR
1799
DELISTED
Avalara, Inc.
AVLR
| $29M | 0.01% |
165,651
-9,560
| -5% | -$1.64M |
|
1800
Entravision Communication
EVC
$717M
| $29M | 0.01% |
4,077,660
+107,653
| +3% | +$727K |
|
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.