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 | |
|---|---|---|---|---|---|---|
2926
Applied Optoelectronics
AAOI
$8.21B
| $1.53M | ﹤0.01% |
212,841
-92,280
| -30% | -$681K |
|
|
ZNH
2927
DELISTED
China Southern Airlines Company Limited
ZNH
| $1.53M | ﹤0.01% |
54,861
-1,347
| -2% | -$38K |
|
|
FNHC
2928
DELISTED
FedNat Holding Company Common Stock
FNHC
| $1.53M | ﹤0.01% |
618,418
-122,771
| -17% | -$324K |
|
2929
EVI Industries
EVI
$222M
| $1.52M | ﹤0.01% |
61,325
+885
| +1% | +$23.7K |
|
2930
Sea Limited
SE
$63.4B
| $1.52M | ﹤0.01% |
4,777
+201
| +4% | +$61.7K |
|
2931
Ponce Financial Group
PDLB
$496M
| $1.52M | ﹤0.01% |
145,829
+11
| +0% | +$107 |
|
2932
Network-1 Technologies
NTIP
$35.4M
| $1.5M | ﹤0.01% |
506,389
-12,684
| -2% | -$39.4K |
|
2933
Rapid7
RPD
$840M
| $1.49M | ﹤0.01% |
+13,199
| New | +$1.5M |
|
2934
Virco
VIRC
$97.3M
| $1.49M | ﹤0.01% |
430,811
-29,971
| -7% | -$106K |
|
2935
ARKO Corp
ARKO
$488M
| $1.49M | ﹤0.01% |
+147,042
| New | +$1.32M |
|
2936
Pro-Dex
PDEX
$230M
| $1.48M | ﹤0.01% |
57,054
-1,042
| -2% | -$29.6K |
|
|
GBIO
2937
DELISTED
Generation Bio
GBIO
| $1.48M | ﹤0.01% |
+5,885
| New | +$1.41M |
|
|
PDS
2938
Precision Drilling
PDS
$1.11B
| $1.47M | ﹤0.01% |
36,395
+22,597
| +164% | +$778K |
|
2939
Legacy Housing
LEGH
$657M
| $1.47M | ﹤0.01% |
81,801
+28,256
| +53% | +$506K |
|
2940
Haverty Furniture Companies Class A
HVT.A
$450M
| $1.47M | ﹤0.01% |
40,999
| – | – |
|
|
KZR
2941
DELISTED
Kezar Life Sciences
KZR
| $1.46M | ﹤0.01% |
16,887
+13,508
| +400% | +$894K |
|
|
OTIC
2942
DELISTED
Otonomy, Inc.
OTIC
| $1.46M | ﹤0.01% |
759,675
-423,401
| -36% | -$718K |
|
2943
Stereotaxis
STXS
$132M
| $1.45M | ﹤0.01% |
269,190
+130,494
| +94% | +$984K |
|
|
BEST
2944
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
| $1.45M | ﹤0.01% |
43,369
-512
| -1% | -$13.4K |
|
2945
SiTime
SITM
$16.5B
| $1.45M | ﹤0.01% |
+7,082
| New | +$1.26M |
|
2946
Optical Cable Corp
OCC
$122M
| $1.44M | ﹤0.01% |
385,694
-45,082
| -10% | -$172K |
|
2947
Fulcrum Therapeutics
FULC
$289M
| $1.43M | ﹤0.01% |
50,748
-24,835
| -33% | -$471K |
|
|
FSFG
2948
DELISTED
First Savings Financial Group
FSFG
| $1.42M | ﹤0.01% |
50,509
+14,968
| +42% | +$398K |
|
|
DVD
2949
DELISTED
Dover Motorsports
DVD
| $1.42M | ﹤0.01% |
584,634
-61,332
| -9% | -$150K |
|
2950
Capital Bancorp
CBNK
$592M
| $1.41M | ﹤0.01% |
58,625
+12,186
| +26% | +$273K |
|
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.