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 | |
|---|---|---|---|---|---|---|
|
ACH
2676
DELISTED
Alum Corp of China Ltd
ACH
| $3.56M | ﹤0.01% |
190,635
-2,016
| -1% | -$33.8K |
|
2677
Orion
OEC
$325M
| $3.56M | ﹤0.01% |
+195,357
| New | +$3.5M |
|
2678
BGSF Inc
BGSF
$53.4M
| $3.55M | ﹤0.01% |
277,559
-22,521
| -8% | -$287K |
|
2679
Climb Global Solutions
CLMB
$527M
| $3.52M | ﹤0.01% |
521,764
+8,796
| +2% | +$59.7K |
|
|
SUNE
2680
SUNation Energy
SUNE
$19M
| $3.5M | ﹤0.01% |
1
| – | – |
|
|
GSKY
2681
DELISTED
GreenSky, Inc. Class A Common Stock
GSKY
| $3.49M | ﹤0.01% |
311,894
+108,645
| +53% | +$853K |
|
|
RAPT
2682
DELISTED
RAPT Therapeutics
RAPT
| $3.46M | ﹤0.01% |
13,942
+11,329
| +434% | +$3M |
|
|
GFED
2683
DELISTED
Guaranty Federal Bancshares In
GFED
| $3.45M | ﹤0.01% |
142,985
-492
| -0.3% | -$11.9K |
|
|
SENEB
2684
Seneca Foods Class B
SENEB
$1.27B
| $3.42M | ﹤0.01% |
69,097
-700
| -1% | -$35.7K |
|
|
RVNC
2685
DELISTED
Revance Therapeutics, Inc.
RVNC
| $3.42M | ﹤0.01% |
122,860
-26,824
| -18% | -$765K |
|
2686
Team
TISI
$123M
| $3.4M | ﹤0.01% |
113,139
-25,993
| -19% | -$1.25M |
|
2687
Heron Therapeutics
HRTX
$60.3M
| $3.39M | ﹤0.01% |
317,199
-311,146
| -50% | -$3.79M |
|
|
CAJ
2688
DELISTED
Canon, Inc.
CAJ
| $3.39M | ﹤0.01% |
139,122
-2,000
| -1% | -$47.7K |
|
|
DZSI
2689
DELISTED
DZS Inc. Common Stock
DZSI
| $3.39M | ﹤0.01% |
276,565
-2,704
| -1% | -$42.5K |
|
2690
Telefônica Brasil
VIV
$18.9B
| $3.37M | ﹤0.01% |
434,346
| – | – |
|
|
HZN
2691
DELISTED
Horizon Global Corporation
HZN
| $3.36M | ﹤0.01% |
477,999
-75,270
| -14% | -$608K |
|
2692
RCM Technologies
RCMT
$279M
| $3.36M | ﹤0.01% |
552,027
-28,285
| -5% | -$143K |
|
2693
TFI International
TFII
$10.4B
| $3.35M | ﹤0.01% |
32,817
+1,165
| +4% | +$125K |
|
|
HALL
2694
DELISTED
Hallmark Financial Services, Inc.
HALL
| $3.35M | ﹤0.01% |
91,848
-15,955
| -15% | -$677K |
|
|
PPLI
2695
People Inc
PPLI
$2.78B
| $3.35M | ﹤0.01% |
31,354
-141,771
| -82% | -$15.6M |
|
2696
Lightspeed Commerce
LSPD
$1.25B
| $3.34M | ﹤0.01% |
34,656
+6,807
| +24% | +$676K |
|
2697
FuelCell Energy
FCEL
$1.24B
| $3.33M | ﹤0.01% |
16,576
-8,728
| -34% | -$1.73M |
|
2698
Flotek Industries
FTK
$1.02B
| $3.31M | ﹤0.01% |
437,483
-35,351
| -7% | -$319K |
|
2699
Gyre Therapeutics
GYRE
$710M
| $3.29M | ﹤0.01% |
106,859
-16,568
| -13% | -$545K |
|
2700
Daily Journal
DJCO
$930M
| $3.29M | ﹤0.01% |
10,275
+204
| +2% | +$66.8K |
|
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.