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 | |
|---|---|---|---|---|---|---|
2601
Graham Corp
GHM
$1B
| $4.79M | ﹤0.01% |
386,573
-29,249
| -7% | -$378K |
|
|
FARM
2602
DELISTED
Farmer Brothers
FARM
| $4.76M | ﹤0.01% |
566,184
-88,921
| -14% | -$815K |
|
2603
BayCom
BCML
$328M
| $4.76M | ﹤0.01% |
255,937
+355
| +0.1% | +$6.35K |
|
2604
i3 Verticals
IIIV
$265M
| $4.74M | ﹤0.01% |
195,860
+3,715
| +2% | +$107K |
|
2605
Sutro Biopharma
STRO
$259M
| $4.74M | ﹤0.01% |
25,108
-8,711
| -26% | -$1.66M |
|
2606
Investar Holding Corp
ISTR
$418M
| $4.74M | ﹤0.01% |
215,296
+23,930
| +13% | +$532K |
|
|
ONIT
2607
Onity Group
ONIT
$285M
| $4.74M | ﹤0.01% |
168,343
+5,209
| +3% | +$144K |
|
|
AKRO
2608
DELISTED
Akero Therapeutics
AKRO
| $4.7M | ﹤0.01% |
210,246
-4,816
| -2% | -$109K |
|
2609
Alamos Gold
AGI
$14.4B
| $4.68M | ﹤0.01% |
650,498
+35,958
| +6% | +$277K |
|
2610
Peoples Bancorp of North Carolina
PEBK
$235M
| $4.67M | ﹤0.01% |
164,323
+1,816
| +1% | +$50.1K |
|
|
BAND
2611
Bandwidth Inc
BAND
$1.57B
| $4.65M | ﹤0.01% |
51,515
+17,622
| +52% | +$2.03M |
|
|
FINV
2612
FinVolution Group
FINV
$789M
| $4.59M | ﹤0.01% |
814,646
+314,852
| +63% | +$2.07M |
|
2613
Lindblad Expeditions
LIND
$1.8B
| $4.56M | ﹤0.01% |
312,445
-270,517
| -46% | -$3.8M |
|
|
JAMF
2614
DELISTED
Jamf
JAMF
| $4.55M | ﹤0.01% |
+118,104
| New | +$4.05M |
|
|
CMLS
2615
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $4.54M | ﹤0.01% |
370,921
-25,389
| -6% | -$306K |
|
2616
Landmark Bancorp
LARK
$199M
| $4.52M | ﹤0.01% |
208,264
+3,342
| +2% | +$72.2K |
|
2617
Ascent Industries
ACNT
$134M
| $4.5M | ﹤0.01% |
416,487
-19,228
| -4% | -$205K |
|
2618
Grid Dynamics Holdings
GDYN
$651M
| $4.49M | ﹤0.01% |
153,644
+140,998
| +1,115% | +$3.45M |
|
|
LPRO
2619
DELISTED
Open Lending Corp
LPRO
| $4.46M | ﹤0.01% |
+123,593
| New | +$4.73M |
|
2620
ACNB Corp
ACNB
$656M
| $4.45M | ﹤0.01% |
158,783
-2,634
| -2% | -$74.2K |
|
2621
Nomura Holdings
NMR
$30.5B
| $4.43M | ﹤0.01% |
897,470
+38,269
| +4% | +$191K |
|
|
SCX
2622
DELISTED
The L.S. Starrett Company
SCX
| $4.41M | ﹤0.01% |
353,098
-10,845
| -3% | -$100K |
|
2623
Hovnanian Enterprises
HOV
$692M
| $4.37M | ﹤0.01% |
45,288
+41,066
| +973% | +$4.1M |
|
|
CFB
2624
DELISTED
CrossFirst Bankshares, Inc. Common Stock
CFB
| $4.36M | ﹤0.01% |
335,478
+56,710
| +20% | +$751K |
|
2625
Alphatec Holdings
ATEC
$1.62B
| $4.32M | ﹤0.01% |
+354,367
| New | +$4.94M |
|
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.