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 | |
|---|---|---|---|---|---|---|
|
UBFO
2476
DELISTED
United Security Bancshares
UBFO
| $6.87M | ﹤0.01% |
858,577
-49,103
| -5% | -$396K |
|
2477
Purple Innovation
PRPL
$10.7M
| $6.86M | ﹤0.01% |
13,057
+3,382
| +35% | +$2.11M |
|
2478
Funko
FNKO
$300M
| $6.85M | ﹤0.01% |
376,321
+141,878
| +61% | +$2.68M |
|
|
PWOD
2479
DELISTED
Penns Woods Bancorp
PWOD
| $6.79M | ﹤0.01% |
285,657
-733
| -0.3% | -$17.4K |
|
|
RJET
2480
Republic Airways Holdings
RJET
$833M
| $6.79M | ﹤0.01% |
59,046
-12,827
| -18% | -$1.6M |
|
2481
TETRA Technologies
TTI
$927M
| $6.77M | ﹤0.01% |
2,168,441
+138,067
| +7% | +$443K |
|
2482
Fortis
FTS
$27.8B
| $6.76M | ﹤0.01% |
152,528
-6,671
| -4% | -$302K |
|
2483
Nexa Resources
NEXA
$1.73B
| $6.76M | ﹤0.01% |
889,203
-97,369
| -10% | -$775K |
|
2484
LCNB Corp
LCNB
$274M
| $6.69M | ﹤0.01% |
379,475
+28,052
| +8% | +$479K |
|
2485
Citizens
CIA
$177M
| $6.69M | ﹤0.01% |
1,077,522
-64,507
| -6% | -$367K |
|
|
GRUB
2486
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $6.69M | ﹤0.01% |
460,170
-1,873,396
| -80% | -$32.7M |
|
2487
eGain
EGAN
$143M
| $6.68M | ﹤0.01% |
654,983
-16,278
| -2% | -$184K |
|
2488
SI-BONE Inc
SIBN
$817M
| $6.66M | ﹤0.01% |
311,000
+92,299
| +42% | +$2.34M |
|
2489
Genie Energy
GNE
$432M
| $6.64M | ﹤0.01% |
1,016,924
-42,695
| -4% | -$265K |
|
|
SWI
2490
DELISTED
SolarWinds Corporation Common Stock
SWI
| $6.63M | ﹤0.01% |
396,080
-84,357
| -18% | -$1.56M |
|
2491
Information Services Group
III
$256M
| $6.59M | ﹤0.01% |
917,704
+2,954
| +0.3% | +$19.7K |
|
2492
TransAlta
TAC
$3.85B
| $6.59M | ﹤0.01% |
623,744
+1,848
| +0.3% | +$18.5K |
|
|
HUYA
2493
Huya Inc
HUYA
$470M
| $6.58M | ﹤0.01% |
789,720
+109,960
| +16% | +$1.27M |
|
2494
Franco-Nevada
FNV
$51.4B
| $6.58M | ﹤0.01% |
50,629
+7,571
| +18% | +$1.11M |
|
|
EVBG
2495
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $6.57M | ﹤0.01% |
43,518
+11,067
| +34% | +$1.64M |
|
2496
Geospace Technologies
GEOS
$65.3M
| $6.57M | ﹤0.01% |
688,255
-43,078
| -6% | -$397K |
|
|
CRNX
2497
DELISTED
Crinetics Pharmaceuticals
CRNX
| $6.55M | ﹤0.01% |
311,344
+126,051
| +68% | +$2.64M |
|
2498
Friedman Industries
FRD
$304M
| $6.55M | ﹤0.01% |
550,333
-1,357
| -0.2% | -$17.1K |
|
2499
Aware
AWRE
$26.4M
| $6.54M | ﹤0.01% |
1,600,147
-37,578
| -2% | -$147K |
|
|
IVAC
2500
DELISTED
Intevac Inc
IVAC
| $6.54M | ﹤0.01% |
1,367,618
-47,983
| -3% | -$263K |
|
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.