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 | |
|---|---|---|---|---|---|---|
2726
Sumitomo Mitsui Financial
SMFG
$166B
| $3.06M | ﹤0.01% |
436,489
+9,000
| +2% | +$62.6K |
|
2727
Asure Software
ASUR
$244M
| $3.06M | ﹤0.01% |
339,379
-40,767
| -11% | -$358K |
|
2728
Hudbay
HBM
$11.2B
| $3.04M | ﹤0.01% |
488,791
+57,260
| +13% | +$363K |
|
|
HNP
2729
DELISTED
Huaneng Power Intl, Inc.
HNP
| $3M | ﹤0.01% |
142,672
-3,622
| -2% | -$62.1K |
|
2730
McCormick & Company Voting
MKC.V
$14.1B
| $3M | ﹤0.01% |
36,348
+1,938
| +6% | +$166K |
|
|
RRD
2731
DELISTED
RR Donnelley & Sons Co.
RRD
| $2.99M | ﹤0.01% |
581,782
+5,091
| +0.9% | +$27.2K |
|
|
RBNC
2732
DELISTED
Reliant Bancorp, Inc. Common Stock
RBNC
| $2.99M | ﹤0.01% |
94,620
+25,448
| +37% | +$725K |
|
|
KALV
2733
DELISTED
KalVista Pharmaceuticals
KALV
| $2.97M | ﹤0.01% |
170,208
| – | – |
|
2734
Limbach Holdings
LMB
$627M
| $2.96M | ﹤0.01% |
447,037
-76,167
| -15% | -$622K |
|
2735
iRadimed
IRMD
$1.06B
| $2.95M | ﹤0.01% |
87,684
+22,190
| +34% | +$755K |
|
|
DGICB
2736
Donegal Group Class B
DGICB
$837M
| $2.92M | ﹤0.01% |
215,994
| – | – |
|
|
DOYU
2737
DouYu International Holdings
DOYU
$139M
| $2.92M | ﹤0.01% |
88,709
+27,507
| +45% | +$1.11M |
|
|
CDR
2738
DELISTED
Cedar Realty Trust, Inc
CDR
| $2.91M | ﹤0.01% |
134,313
+4,502
| +3% | +$81.4K |
|
2739
BlueLinx
BXC
$593M
| $2.91M | ﹤0.01% |
59,481
+8,888
| +18% | +$447K |
|
|
NOTV
2740
DELISTED
Inotiv
NOTV
| $2.9M | ﹤0.01% |
99,176
+33,818
| +52% | +$984K |
|
|
GIFI
2741
DELISTED
Gulf Island Fabrication
GIFI
| $2.88M | ﹤0.01% |
724,519
-61,192
| -8% | -$269K |
|
2742
Electromed
ELMD
$219M
| $2.87M | ﹤0.01% |
265,111
+4,583
| +2% | +$55.1K |
|
2743
Mustang Bio
MBIO
$3.79M
| $2.85M | ﹤0.01% |
1,411
-556
| -28% | -$1.19M |
|
2744
Pure Cycle
PCYO
$268M
| $2.85M | ﹤0.01% |
213,804
+40,847
| +24% | +$592K |
|
|
CBAY
2745
DELISTED
Cymabay Therapeutics
CBAY
| $2.84M | ﹤0.01% |
778,115
-382,994
| -33% | -$1.51M |
|
|
ORAN
2746
DELISTED
Orange
ORAN
| $2.83M | ﹤0.01% |
261,320
-2,800
| -1% | -$31.5K |
|
2747
Workiva
WK
$3.96B
| $2.83M | ﹤0.01% |
+20,073
| New | +$2.72M |
|
|
ALYA
2748
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $2.83M | ﹤0.01% |
1,086,355
+1,659
| +0.2% | +$4.66K |
|
2749
Gaia
GAIA
$31.5M
| $2.82M | ﹤0.01% |
297,313
-42,533
| -13% | -$448K |
|
|
HIL
2750
DELISTED
Hill International, Inc. Common Stock
HIL
| $2.76M | ﹤0.01% |
1,333,932
-155,183
| -10% | -$361K |
|
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.