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 | |
|---|---|---|---|---|---|---|
|
AGTC
2901
DELISTED
Applied Genetic Technologies Corporation
AGTC
| $1.69M | ﹤0.01% |
559,958
-102,434
| -15% | -$365K |
|
2902
LifeVantage
LFVN
$77.4M
| $1.67M | ﹤0.01% |
246,930
-62,966
| -20% | -$463K |
|
2903
Pacific Biosciences
PACB
$417M
| $1.67M | ﹤0.01% |
65,347
+13,166
| +25% | +$390K |
|
|
ABB
2904
DELISTED
ABB Ltd
ABB
| $1.66M | ﹤0.01% |
49,831
+457
| +0.9% | +$16.6K |
|
2905
Smith Micro Software
SMSI
$16M
| $1.65M | ﹤0.01% |
8,523
+1,634
| +24% | +$330K |
|
2906
CytomX Therapeutics
CTMX
$604M
| $1.64M | ﹤0.01% |
323,029
-311,364
| -49% | -$1.67M |
|
2907
Reynolds Consumer Products
REYN
$4.73B
| $1.63M | ﹤0.01% |
59,563
+43,862
| +279% | +$1.25M |
|
2908
Gulfport Energy Corp
GPOR
$2.87B
| $1.63M | ﹤0.01% |
+19,773
| New | +$1.38M |
|
|
ADVM
2909
DELISTED
Adverum Biotechnologies
ADVM
| $1.62M | ﹤0.01% |
74,733
-53,248
| -42% | -$1.36M |
|
2910
Simulations Plus
SLP
$373M
| $1.61M | ﹤0.01% |
40,844
-1,095
| -3% | -$50K |
|
|
HTT
2911
High Templar Tech Ltd
HTT
$384M
| $1.61M | ﹤0.01% |
1,104,449
-24,384
| -2% | -$42.8K |
|
2912
CEMIG Preferred Shares
CIG
$6.18B
| $1.61M | ﹤0.01% |
1,080,022
| – | – |
|
|
EEX
2913
DELISTED
Emerald Holding
EEX
| $1.61M | ﹤0.01% |
370,502
-137,412
| -27% | -$616K |
|
2914
Sabesp
SBS
$18.6B
| $1.6M | ﹤0.01% |
1,166,462
-9,029
| -0.8% | -$12K |
|
2915
Pangaea Logistics
PANL
$542M
| $1.59M | ﹤0.01% |
314,636
+133,904
| +74% | +$657K |
|
2916
Farmers & Merchants Bancorp
FMAO
$493M
| $1.58M | ﹤0.01% |
70,653
+3,458
| +5% | +$77.4K |
|
2917
argenx
ARGX
$61.6B
| $1.58M | ﹤0.01% |
5,226
-282
| -5% | -$89.4K |
|
2918
Harrow
HROW
$1.28B
| $1.57M | ﹤0.01% |
172,738
-1,336
| -0.8% | -$12.1K |
|
|
XNET
2919
Xunlei
XNET
$313M
| $1.56M | ﹤0.01% |
546,002
+10,785
| +2% | +$38.4K |
|
|
GORV
2920
DELISTED
Lazydays
GORV
| $1.55M | ﹤0.01% |
2,426
+495
| +26% | +$332K |
|
2921
IRIDEX
IRIX
$10.7M
| $1.55M | ﹤0.01% |
202,533
+19,180
| +10% | +$135K |
|
2922
United-Guardian
UG
$32.8M
| $1.55M | ﹤0.01% |
109,266
-1,456
| -1% | -$22.2K |
|
|
TTCF
2923
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
| $1.53M | ﹤0.01% |
+83,167
| New | +$1.65M |
|
2924
Flanigan's Enterprises
BDL
$82.9M
| $1.53M | ﹤0.01% |
57,423
-913
| -2% | -$25.8K |
|
2925
Kiniksa Pharmaceuticals
KNSA
$6.06B
| $1.53M | ﹤0.01% |
134,287
-193,927
| -59% | -$2.53M |
|
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.