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 | |
|---|---|---|---|---|---|---|
|
NETI
2526
DELISTED
Eneti Inc.
NETI
| $6.03M | ﹤0.01% |
361,318
-44,699
| -11% | -$780K |
|
2527
Rigel Pharmaceuticals
RIGL
$831M
| $6.03M | ﹤0.01% |
166,196
+93,701
| +129% | +$3.69M |
|
|
CRON
2528
Cronos Group
CRON
$1.21B
| $6.03M | ﹤0.01% |
1,064,496
+11,400
| +1% | +$77.4K |
|
2529
Atlanta Braves Holdings Series A
BATRA
$3.59B
| $5.98M | ﹤0.01% |
222,215
-19,002
| -8% | -$507K |
|
|
SUP
2530
DELISTED
Superior Industries International
SUP
| $5.97M | ﹤0.01% |
846,507
-16,896
| -2% | -$132K |
|
|
ZIXI
2531
DELISTED
Zix Corporation
ZIXI
| $5.94M | ﹤0.01% |
840,275
-10,745
| -1% | -$77.6K |
|
2532
SIGA Technologies
SIGA
$223M
| $5.93M | ﹤0.01% |
802,267
+109,042
| +16% | +$699K |
|
|
KL
2533
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $5.92M | ﹤0.01% |
142,304
+63,200
| +80% | +$2.57M |
|
|
PVG
2534
DELISTED
PRETIUM RESOURCES INC.
PVG
| $5.9M | ﹤0.01% |
612,465
+80,884
| +15% | +$772K |
|
2535
First United
FUNC
$281M
| $5.9M | ﹤0.01% |
317,207
-3,410
| -1% | -$60.6K |
|
2536
Comscore
SCOR
$78.4M
| $5.89M | ﹤0.01% |
75,495
-3,681
| -5% | -$291K |
|
2537
Parke Bancorp
PKBK
$405M
| $5.88M | ﹤0.01% |
268,183
+15,714
| +6% | +$320K |
|
|
WBK
2538
DELISTED
Westpac Banking Corporation
WBK
| $5.86M | ﹤0.01% |
316,432
-2,500
| -0.8% | -$46.7K |
|
2539
Bankwell Financial Group
BWFG
$532M
| $5.86M | ﹤0.01% |
198,941
+11,358
| +6% | +$331K |
|
|
STXB
2540
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
| $5.84M | ﹤0.01% |
241,266
+22,068
| +10% | +$508K |
|
2541
Acme United Corp
ACU
$238M
| $5.84M | ﹤0.01% |
178,290
+1,671
| +0.9% | +$66.4K |
|
|
EGIO
2542
DELISTED
Edgio, Inc. Common Stock
EGIO
| $5.83M | ﹤0.01% |
61,291
-13,072
| -18% | -$1.38M |
|
2543
Strategy Inc
MSTR
$50.1B
| $5.83M | ﹤0.01% |
100,820
-1,550,120
| -94% | -$99.4M |
|
2544
Royalty Pharma
RPRX
$26B
| $5.8M | ﹤0.01% |
160,515
+151,369
| +1,655% | +$5.88M |
|
2545
Glaukos
GKOS
$9.64B
| $5.75M | ﹤0.01% |
119,283
-102,129
| -46% | -$5.66M |
|
2546
West Fraser Timber
WFG
$5.7B
| $5.71M | ﹤0.01% |
67,805
| – | – |
|
|
USAP
2547
DELISTED
Universal Stainless & Alloy
USAP
| $5.71M | ﹤0.01% |
551,111
-36,249
| -6% | -$393K |
|
|
FONR
2548
DELISTED
Fonar
FONR
| $5.71M | ﹤0.01% |
369,021
-34,997
| -9% | -$593K |
|
2549
Universal Technical Institute
UTI
$1.15B
| $5.67M | ﹤0.01% |
839,071
-60,077
| -7% | -$392K |
|
2550
Evolution Petroleum
EPM
$146M
| $5.54M | ﹤0.01% |
974,966
-122,886
| -11% | -$549K |
|
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.