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 | |
|---|---|---|---|---|---|---|
3001
Coca-Cola Europacific Partners
CCEP
$45.3B
| $1.21M | ﹤0.01% |
21,917
-397
| -2% | -$23.6K |
|
3002
GFL Environmental
GFL
$17.9B
| $1.21M | ﹤0.01% |
32,577
+4,700
| +17% | +$162K |
|
3003
Red Violet
RDVT
$1.24B
| $1.21M | ﹤0.01% |
46,770
-1
| -0% | -$26 |
|
|
SVBI
3004
DELISTED
Severn Bancorp Inc/MD
SVBI
| $1.21M | ﹤0.01% |
96,291
+42
| +0% | +$513 |
|
|
QIWI
3005
DELISTED
QIWI PLC
QIWI
| $1.2M | ﹤0.01% |
142,965
+13,693
| +11% | +$130K |
|
|
BWIN
3006
Baldwin Insurance Group
BWIN
$3.1B
| $1.19M | ﹤0.01% |
+35,829
| New | +$1.12M |
|
3007
Mayville Engineering Co
MEC
$442M
| $1.19M | ﹤0.01% |
63,407
+16,689
| +36% | +$286K |
|
3008
Shift4
FOUR
$3.32B
| $1.18M | ﹤0.01% |
15,226
+5,665
| +59% | +$489K |
|
|
SBBP
3009
DELISTED
Strongbridge Biopharma plc.
SBBP
| $1.18M | ﹤0.01% |
576,979
+23,438
| +4% | +$54.6K |
|
|
TCRR
3010
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
| $1.17M | ﹤0.01% |
137,183
-308,632
| -69% | -$4.36M |
|
3011
MainStreet Bancshares
MNSB
$178M
| $1.16M | ﹤0.01% |
48,535
+4,795
| +11% | +$113K |
|
3012
nCino
NCNO
$2.29B
| $1.16M | ﹤0.01% |
16,356
-180
| -1% | -$12K |
|
3013
Melco Resorts & Entertainment
MLCO
$1.73B
| $1.16M | ﹤0.01% |
113,393
| – | – |
|
3014
Teekay
TK
$1.26B
| $1.16M | ﹤0.01% |
315,775
-7,063
| -2% | -$22.2K |
|
3015
Duluth Holdings
DLTH
$157M
| $1.15M | ﹤0.01% |
84,287
-52,084
| -38% | -$831K |
|
3016
Meridian
MRBK
$231M
| $1.15M | ﹤0.01% |
79,940
+9,436
| +13% | +$128K |
|
3017
John Wiley & Sons Class B
WLYB
$2.47B
| $1.14M | ﹤0.01% |
21,378
+600
| +3% | +$34.4K |
|
3018
Stoke Therapeutics
STOK
$1.8B
| $1.14M | ﹤0.01% |
44,719
-60,664
| -58% | -$1.69M |
|
3019
Auburn National Bancorp
AUBN
$91.5M
| $1.14M | ﹤0.01% |
33,390
+28
| +0.1% | +$961 |
|
|
OPNT
3020
DELISTED
Opiant Pharmaceuticals, Inc. Common Stock
OPNT
| $1.14M | ﹤0.01% |
44,108
+22,346
| +103% | +$399K |
|
3021
NetSol Technologies
NTWK
$50.6M
| $1.13M | ﹤0.01% |
247,660
-34,997
| -12% | -$150K |
|
3022
Amalgamated Financial
AMAL
$1.39B
| $1.13M | ﹤0.01% |
71,083
+48,608
| +216% | +$744K |
|
3023
Summit State Bank
SSBI
$83.8M
| $1.13M | ﹤0.01% |
62,495
-1,048
| -2% | -$15.6K |
|
|
VIOT
3024
Viomi Technology
VIOT
$83.1M
| $1.13M | ﹤0.01% |
246,755
+75,174
| +44% | +$423K |
|
3025
Rocky Mountain Chocolate Factory
RMCF
$8.02M
| $1.12M | ﹤0.01% |
151,641
-24,352
| -14% | -$192K |
|
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.