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 | |
|---|---|---|---|---|---|---|
1826
Fomento Económico Mexicano
FMX
$41B
| $27.9M | 0.01% |
322,038
-17,544
| -5% | -$1.51M |
|
|
PR
1827
Permian Resources
PR
$19.4B
| $27.8M | 0.01% |
4,154,764
+1,749,748
| +73% | +$9.54M |
|
1828
STMicroelectronics
STM
$43.4B
| $27.8M | 0.01% |
638,030
+13,339
| +2% | +$562K |
|
1829
Children's Place
PLCE
$44.7M
| $27.8M | 0.01% |
369,805
+35,473
| +11% | +$3.15M |
|
1830
Cinemark Holdings
CNK
$4B
| $27.8M | 0.01% |
1,445,309
-375,645
| -21% | -$6.39M |
|
1831
Neurocrine Biosciences
NBIX
$15.4B
| $27.6M | 0.01% |
287,957
+16,925
| +6% | +$1.6M |
|
|
CIR
1832
DELISTED
CIRCOR International, Inc
CIR
| $27.6M | 0.01% |
836,492
-28,938
| -3% | -$929K |
|
1833
Artivion
AORT
$1.16B
| $27.6M | 0.01% |
1,237,524
+1,582
| +0.1% | +$40.8K |
|
1834
KRONOS Worldwide
KRO
$946M
| $27.5M | 0.01% |
2,211,998
-154,994
| -7% | -$2.05M |
|
|
HCCI
1835
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $27.4M | 0.01% |
946,246
-10,618
| -1% | -$304K |
|
|
VISN
1836
Vistance Networks Inc
VISN
$1.49B
| $27.3M | 0.01% |
2,012,060
+301,371
| +18% | +$5.18M |
|
1837
Kite Realty
KRG
$5.09B
| $27.3M | 0.01% |
1,342,727
-690
| -0.1% | -$14K |
|
|
ITCI
1838
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $27.3M | 0.01% |
731,479
+124,045
| +20% | +$4.31M |
|
|
NEX
1839
DELISTED
NexTier Oilfield Solutions Inc.
NEX
| $27.2M | 0.01% |
5,911,196
-889,007
| -13% | -$3.58M |
|
1840
Companhia Siderúrgica Nacional
SID
$1.56B
| $27.2M | 0.01% |
5,173,347
+605,536
| +13% | +$4.55M |
|
1841
NRC Health Common Stock
NRC
$462M
| $27.1M | 0.01% |
642,920
-1,162
| -0.2% | -$58.5K |
|
1842
Bank of Marin Bancorp
BMRC
$460M
| $27.1M | 0.01% |
718,114
+182,149
| +34% | +$6.35M |
|
1843
John B. Sanfilippo & Son
JBSS
$789M
| $27.1M | 0.01% |
331,472
-335
| -0.1% | -$29.1K |
|
1844
Kontoor Brands
KTB
$3.58B
| $27M | 0.01% |
541,171
+130,900
| +32% | +$7.25M |
|
|
SVC
1845
Service Properties Trust
SVC
$851M
| $27M | 0.01% |
481,853
+5,016
| +1% | +$285K |
|
1846
Liberty Latin America Class A
LILA
$1.67B
| $27M | 0.01% |
3,037,811
-288,590
| -9% | -$2.66M |
|
1847
Tiptree Inc
TIPT
$653M
| $26.9M | 0.01% |
2,688,151
+7,696
| +0.3% | +$75.3K |
|
|
MNDT
1848
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $26.9M | 0.01% |
1,509,996
+357,164
| +31% | +$6.78M |
|
1849
American Airlines Group
AAL
$8.57B
| $26.9M | 0.01% |
1,308,551
+27,046
| +2% | +$548K |
|
|
CHUY
1850
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $26.8M | 0.01% |
851,087
-13,019
| -2% | -$427K |
|
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.