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 | |
|---|---|---|---|---|---|---|
|
VIA
2801
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $2.43M | ﹤0.01% |
47,691
-3,425
| -7% | -$190K |
|
|
MACK
2802
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
| $2.41M | ﹤0.01% |
499,368
-18,277
| -4% | -$95.3K |
|
|
FGH
2803
DELISTED
FG Group Holdings Inc.
FGH
| $2.41M | ﹤0.01% |
783,827
-50,918
| -6% | -$186K |
|
2804
Silvercrest Asset Management
SAMG
$75.9M
| $2.4M | ﹤0.01% |
154,231
+6,291
| +4% | +$99.1K |
|
2805
Koss Corp
KOSS
$31.8M
| $2.4M | ﹤0.01% |
146,611
+7,568
| +5% | +$140K |
|
2806
Esquire Financial Holdings
ESQ
$1.47B
| $2.39M | ﹤0.01% |
83,461
+11,741
| +16% | +$299K |
|
2807
Dine Brands
DIN
$348M
| $2.39M | ﹤0.01% |
29,428
+23,207
| +373% | +$1.87M |
|
|
SAND
2808
DELISTED
Sandstorm Gold
SAND
| $2.39M | ﹤0.01% |
414,734
+368,488
| +797% | +$2.54M |
|
2809
Aldeyra Therapeutics
ALDX
$82.6M
| $2.38M | ﹤0.01% |
271,384
| – | – |
|
2810
Lexicon Pharmaceuticals
LXRX
$899M
| $2.38M | ﹤0.01% |
495,438
-46,217
| -9% | -$190K |
|
2811
Rhythm Pharmaceuticals
RYTM
$6.75B
| $2.36M | ﹤0.01% |
180,445
-109,825
| -38% | -$1.68M |
|
|
VOLT
2812
DELISTED
Volt Information Sciences, Inc.
VOLT
| $2.35M | ﹤0.01% |
662,155
+8,194
| +1% | +$35.7K |
|
2813
IDEAYA Biosciences
IDYA
$3.64B
| $2.34M | ﹤0.01% |
+91,690
| New | +$2.14M |
|
2814
Xenon Pharmaceuticals
XENE
$5.5B
| $2.31M | ﹤0.01% |
151,197
+136,187
| +907% | +$2.37M |
|
|
SBT
2815
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $2.31M | ﹤0.01% |
447,294
-50,576
| -10% | -$254K |
|
|
MCF
2816
DELISTED
Contango Oil & Gas Co.
MCF
| $2.3M | ﹤0.01% |
503,805
+371,860
| +282% | +$1.42M |
|
2817
Ooma
OOMA
$623M
| $2.29M | ﹤0.01% |
123,102
+64,309
| +109% | +$1.21M |
|
2818
IAMGOLD
IAG
$11.1B
| $2.29M | ﹤0.01% |
1,013,056
+14,044
| +1% | +$35.1K |
|
|
POLY
2819
DELISTED
Plantronics, Inc.
POLY
| $2.29M | ﹤0.01% |
88,880
+42,447
| +91% | +$1.33M |
|
2820
James Hardie Industries
JHX
$15.6B
| $2.27M | ﹤0.01% |
63,541
-1,105
| -2% | -$40.5K |
|
|
MTEM
2821
DELISTED
Molecular Templates, Inc.
MTEM
| $2.25M | ﹤0.01% |
22,362
-1,398
| -6% | -$144K |
|
|
MBCN
2822
DELISTED
Middlefield Banc Corp
MBCN
| $2.24M | ﹤0.01% |
93,053
+1,675
| +2% | +$39.7K |
|
2823
Vir Biotechnology
VIR
$1.78B
| $2.24M | ﹤0.01% |
51,482
+13,793
| +37% | +$597K |
|
2824
Inspire Medical Systems
INSP
$2.1B
| $2.24M | ﹤0.01% |
9,608
+67
| +0.7% | +$14K |
|
|
BRT
2825
BRT Apartments
BRT
$262M
| $2.23M | ﹤0.01% |
115,516
+3,716
| +3% | +$68.8K |
|
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.