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 | |
|---|---|---|---|---|---|---|
|
VMEO
2776
DELISTED
Vimeo
VMEO
| $2.56M | ﹤0.01% |
86,989
-142,534
| -62% | -$5.62M |
|
|
BHR
2777
Braemar Hotels & Resorts
BHR
$124M
| $2.55M | ﹤0.01% |
526,338
+41,317
| +9% | +$216K |
|
2778
Security National Financial
SNFCA
$226M
| $2.55M | ﹤0.01% |
395,129
+4,259
| +1% | +$28.9K |
|
2779
Maui Land & Pineapple Co
MLP
$316M
| $2.54M | ﹤0.01% |
245,365
-21,260
| -8% | -$227K |
|
2780
Zedge
ZDGE
$39.2M
| $2.54M | ﹤0.01% |
190,066
| – | – |
|
2781
Identive
INVE
$62M
| $2.54M | ﹤0.01% |
134,580
| – | – |
|
2782
Lantronix
LTRX
$253M
| $2.53M | ﹤0.01% |
434,722
+61,740
| +17% | +$339K |
|
|
AC
2783
DELISTED
Associated Capital Group
AC
| $2.52M | ﹤0.01% |
67,440
+8,962
| +15% | +$334K |
|
2784
OR Royalties Inc
OR
$6.64B
| $2.52M | ﹤0.01% |
224,684
+83,868
| +60% | +$1.05M |
|
|
IA
2785
Innovative Solutions & Support
IA
$330M
| $2.52M | ﹤0.01% |
352,401
-6,872
| -2% | -$47.8K |
|
|
NTCO
2786
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $2.49M | ﹤0.01% |
149,565
+16,355
| +12% | +$335K |
|
|
TESS
2787
DELISTED
Tessco Technologies Inc
TESS
| $2.49M | ﹤0.01% |
445,620
-45,501
| -9% | -$272K |
|
2788
CSP Inc
CSPI
$77.4M
| $2.48M | ﹤0.01% |
558,882
-6,912
| -1% | -$33.4K |
|
2789
Norwood Financial Corp
NWFL
$380M
| $2.48M | ﹤0.01% |
96,472
-2,738
| -3% | -$69.6K |
|
2790
Appian
APPN
$2.69B
| $2.48M | ﹤0.01% |
26,759
+2,566
| +11% | +$284K |
|
|
CCXI
2791
DELISTED
ChemoCentryx, Inc.
CCXI
| $2.47M | ﹤0.01% |
144,664
+9,672
| +7% | +$151K |
|
|
UBOH
2792
DELISTED
United Bancshares Inc/OH
UBOH
| $2.47M | ﹤0.01% |
80,976
+14
| +0% | +$459 |
|
2793
Suzano
SUZ
$11.2B
| $2.46M | ﹤0.01% |
246,180
-223,756
| -48% | -$2.46M |
|
2794
Alerus Financial
ALRS
$824M
| $2.46M | ﹤0.01% |
82,351
+6,893
| +9% | +$198K |
|
|
SWIR
2795
DELISTED
Sierra Wireless
SWIR
| $2.46M | ﹤0.01% |
158,696
+4,329
| +3% | +$74.7K |
|
2796
Bridgford Foods
BRID
$53.4M
| $2.45M | ﹤0.01% |
204,422
-906
| -0.4% | -$11.7K |
|
|
CGC
2797
Canopy Growth
CGC
$387M
| $2.45M | ﹤0.01% |
17,662
+1,759
| +11% | +$315K |
|
2798
Kingstone Companies
KINS
$281M
| $2.44M | ﹤0.01% |
369,132
-20,469
| -5% | -$149K |
|
|
SA
2799
Seabridge Gold
SA
$3.15B
| $2.44M | ﹤0.01% |
158,219
+98,353
| +164% | +$1.7M |
|
|
CNCE
2800
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $2.43M | ﹤0.01% |
743,373
-137,492
| -16% | -$482K |
|
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.