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 | |
|---|---|---|---|---|---|---|
|
CLPR
3026
Clipper Realty
CLPR
$55.3M
| $1.12M | ﹤0.01% |
138,315
| – | – |
|
3027
Inspired Entertainment
INSE
$129M
| $1.12M | ﹤0.01% |
95,611
+79,473
| +492% | +$927K |
|
3028
Grupo Aval
AVAL
$6.27B
| $1.12M | ﹤0.01% |
193,092
-9,226
| -5% | -$51.6K |
|
3029
First Western Financial
MYFW
$296M
| $1.11M | ﹤0.01% |
38,478
+6,040
| +19% | +$162K |
|
3030
Epsilon Energy
EPSN
$179M
| $1.11M | ﹤0.01% |
172,897
+870
| +0.5% | +$4.44K |
|
|
WOW
3031
DELISTED
WideOpenWest
WOW
| $1.1M | ﹤0.01% |
+56,122
| New | +$1.18M |
|
3032
OneWater Marine
ONEW
$159M
| $1.1M | ﹤0.01% |
+27,418
| New | +$1.15M |
|
3033
Ultrapar
UGP
$8.06B
| $1.1M | ﹤0.01% |
405,909
| – | – |
|
|
STSA
3034
DELISTED
Satsuma Pharmaceuticals, Inc. Common Stock
STSA
| $1.08M | ﹤0.01% |
232,763
+54,765
| +31% | +$290K |
|
3035
Sotera Health
SHC
$5.52B
| $1.08M | ﹤0.01% |
41,298
+30,882
| +296% | +$747K |
|
|
ARD
3036
DELISTED
Ardagh Group S.A. Class A Common Shares
ARD
| $1.08M | ﹤0.01% |
42,284
+32,626
| +338% | +$819K |
|
3037
FVCBankcorp
FVCB
$326M
| $1.07M | ﹤0.01% |
66,984
+5,346
| +9% | +$82.2K |
|
|
STRR
3038
Star Equity Holdings
STRR
$37.1M
| $1.06M | ﹤0.01% |
66,522
-10,162
| -13% | -$177K |
|
3039
Carter Bankshares
CARE
$708M
| $1.05M | ﹤0.01% |
74,055
+24,513
| +49% | +$303K |
|
|
UBP
3040
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.04M | ﹤0.01% |
60,799
+1,600
| +3% | +$26.5K |
|
3041
Upstart Holdings
UPST
$2.42B
| $1.04M | ﹤0.01% |
+3,283
| New | +$648K |
|
3042
Affirm
AFRM
$24.2B
| $1.03M | ﹤0.01% |
+8,676
| New | +$693K |
|
|
TRHC
3043
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
| $1.03M | ﹤0.01% |
39,297
-149,211
| -79% | -$5.5M |
|
|
ACCS
3044
ACCESS Newswire
ACCS
$18.5M
| $1.03M | ﹤0.01% |
39,413
+6,507
| +20% | +$176K |
|
|
CEA
3045
DELISTED
China Eastern Airlines
CEA
| $1.03M | ﹤0.01% |
54,000
| – | – |
|
|
RPTX
3046
DELISTED
Repare Therapeutics
RPTX
| $1.03M | ﹤0.01% |
+39,241
| New | +$1.27M |
|
3047
Sprout Social
SPT
$683M
| $1.03M | ﹤0.01% |
+8,440
| New | +$917K |
|
|
SHI
3048
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
| $1.03M | ﹤0.01% |
42,513
| – | – |
|
|
CSLT
3049
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
| $1.02M | ﹤0.01% |
651,932
-296,322
| -31% | -$580K |
|
3050
PagSeguro Digital
PAGS
$2.61B
| $1M | ﹤0.01% |
19,438
-8,346
| -30% | -$468K |
|
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.