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 | |
|---|---|---|---|---|---|---|
2876
Federal Agricultural Mortgage Class A
AGM.A
$1.66B
| $1.87M | ﹤0.01% |
18,016
| – | – |
|
|
PRTY
2877
DELISTED
Party City Holdco Inc.
PRTY
| $1.87M | ﹤0.01% |
262,841
+155,750
| +145% | +$1.19M |
|
|
XONE
2878
DELISTED
The ExOne Company
XONE
| $1.86M | ﹤0.01% |
79,779
| – | – |
|
2879
Fresenius Medical Care
FMS
$12.2B
| $1.86M | ﹤0.01% |
53,308
| – | – |
|
2880
Princeton Bancorp
BPRN
$293M
| $1.85M | ﹤0.01% |
61,667
+10,484
| +20% | +$313K |
|
|
AHT
2881
Ashford Hospitality Trust
AHT
$19M
| $1.81M | ﹤0.01% |
+12,301
| New | +$2.08M |
|
2882
Cytosorbents Corp
CTSO
$18.1M
| $1.81M | ﹤0.01% |
11,143
+8,069
| +262% | +$1.31M |
|
|
FLNT
2883
Fluent
FLNT
$106M
| $1.81M | ﹤0.01% |
132,648
-59,005
| -31% | -$886K |
|
|
SMED
2884
DELISTED
Sharps Compliance Corp
SMED
| $1.8M | ﹤0.01% |
217,708
-53,441
| -20% | -$497K |
|
2885
SIFCO Industries
SIF
$131M
| $1.79M | ﹤0.01% |
207,714
-6,952
| -3% | -$66.8K |
|
|
ASAI
2886
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
| $1.78M | ﹤0.01% |
102,177
+560
| +0.6% | +$9.52K |
|
2887
Veracyte
VCYT
$3.1B
| $1.78M | ﹤0.01% |
38,274
-27,257
| -42% | -$1.19M |
|
|
MRSN
2888
DELISTED
Mersana Therapeutics
MRSN
| $1.77M | ﹤0.01% |
7,501
+461
| +7% | +$135K |
|
2889
Crown Crafts
CRWS
$27.4M
| $1.76M | ﹤0.01% |
237,494
+2,903
| +1% | +$21.5K |
|
2890
Alector
ALEC
$215M
| $1.74M | ﹤0.01% |
76,070
| – | – |
|
2891
Ceragon Networks
CRNT
$187M
| $1.74M | ﹤0.01% |
497,196
| – | – |
|
|
MLVF
2892
DELISTED
Malvern Bancorp, Inc.
MLVF
| $1.73M | ﹤0.01% |
101,590
-1,374
| -1% | -$24.9K |
|
2893
Educational Development Corp
EDUC
$11.1M
| $1.73M | ﹤0.01% |
176,940
-17,948
| -9% | -$191K |
|
2894
Lifeway Foods
LWAY
$369M
| $1.72M | ﹤0.01% |
308,122
-798
| -0.3% | -$4.64K |
|
|
DALN
2895
DELISTED
DallasNews
DALN
| $1.72M | ﹤0.01% |
236,749
-33,801
| -12% | -$233K |
|
|
LTRPA
2896
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $1.72M | ﹤0.01% |
554,911
-709,217
| -56% | -$2.64M |
|
|
OGI
2897
Organigram Holdings
OGI
$153M
| $1.71M | ﹤0.01% |
185,421
+175,199
| +1,714% | +$1.79M |
|
|
XIN
2898
DELISTED
Xinyuan Real Estate
XIN
| $1.7M | ﹤0.01% |
97,445
-1,261
| -1% | -$26.3K |
|
|
NOA
2899
North American Construction
NOA
$346M
| $1.7M | ﹤0.01% |
115,572
+18,200
| +19% | +$261K |
|
2900
Algonquin Power & Utilities
AQN
$4.1B
| $1.7M | ﹤0.01% |
115,692
-5,996
| -5% | -$92.5K |
|
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.