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 | |
|---|---|---|---|---|---|---|
|
SFIX
2626
Stitch Fix
SFIX
$388M
| $4.3M | ﹤0.01% |
107,730
+11,894
| +12% | +$556K |
|
2627
ENI
E
$79.4B
| $4.29M | ﹤0.01% |
160,314
| – | – |
|
|
CASA
2628
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $4.28M | ﹤0.01% |
631,572
-78,360
| -11% | -$578K |
|
2629
Travelzoo
TZOO
$57.8M
| $4.27M | ﹤0.01% |
368,481
-50,885
| -12% | -$646K |
|
2630
N-able
NABL
$727M
| $4.25M | ﹤0.01% |
+342,340
| New | +$4.69M |
|
2631
SoundThinking
SSTI
$78.6M
| $4.24M | ﹤0.01% |
116,676
+3,756
| +3% | +$158K |
|
|
PZN
2632
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $4.23M | ﹤0.01% |
430,290
-764
| -0.2% | -$8.18K |
|
2633
Pixelworks
PXLW
$40.4M
| $4.23M | ﹤0.01% |
73,698
-5,937
| -7% | -$301K |
|
|
SFE
2634
DELISTED
Safeguard Scientifics, Inc.
SFE
| $4.22M | ﹤0.01% |
474,816
-105,560
| -18% | -$845K |
|
2635
OneSpaWorld
OSW
$2.2B
| $4.21M | ﹤0.01% |
422,494
+203,087
| +93% | +$2M |
|
2636
Consolidated Water Co
CWCO
$454M
| $4.21M | ﹤0.01% |
369,383
-10,374
| -3% | -$125K |
|
|
AMK
2637
DELISTED
AssetMark Financial Holdings, Inc.
AMK
| $4.21M | ﹤0.01% |
169,259
+62,447
| +58% | +$1.61M |
|
|
SRT
2638
DELISTED
Startek Inc.
SRT
| $4.2M | ﹤0.01% |
762,285
-42,686
| -5% | -$263K |
|
2639
Reading International Class A
RDI
$46.9M
| $4.19M | ﹤0.01% |
828,962
-76,710
| -8% | -$405K |
|
2640
GSI Technology
GSIT
$185M
| $4.18M | ﹤0.01% |
790,898
-63,569
| -7% | -$343K |
|
2641
ASE Group
ASX
$98.8B
| $4.17M | ﹤0.01% |
530,725
-27,310
| -5% | -$237K |
|
|
MNRL
2642
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
| $4.1M | ﹤0.01% |
214,132
+192,184
| +876% | +$3.69M |
|
2643
Mastech Digital
MHH
$87.1M
| $4.08M | ﹤0.01% |
239,631
-559
| -0.2% | -$9.51K |
|
2644
Chemung Financial Corp
CHMG
$403M
| $4.03M | ﹤0.01% |
89,059
+7,559
| +9% | +$343K |
|
|
ZVO
2645
DELISTED
Zovio Inc. Common Stock
ZVO
| $4.03M | ﹤0.01% |
1,685,552
-145,636
| -8% | -$360K |
|
2646
Biglari Holdings Class A
BH.A
$1.12B
| $4.01M | ﹤0.01% |
4,894
-75
| -2% | -$61.6K |
|
|
VNTR
2647
DELISTED
Venator Materials PLC
VNTR
| $4M | ﹤0.01% |
1,401,932
-88,051
| -6% | -$281K |
|
2648
Apollo Global Management
APO
$73.5B
| $3.97M | ﹤0.01% |
64,459
+15,838
| +33% | +$952K |
|
2649
AMES National
ATLO
$285M
| $3.96M | ﹤0.01% |
170,383
+23,775
| +16% | +$560K |
|
|
MN
2650
DELISTED
MANNING & NAPIER, INC.
MN
| $3.95M | ﹤0.01% |
433,005
+15,238
| +4% | +$138K |
|
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.