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 | |
|---|---|---|---|---|---|---|
3076
CPI Aerostructures
CVU
$66.2M
| $854K | ﹤0.01% |
310,379
-94,407
| -23% | -$301K |
|
3077
Richmond Mutual Bancorp
RMBI
$253M
| $852K | ﹤0.01% |
53,634
+12,842
| +31% | +$197K |
|
3078
CareCloud
CCLD
$88.8M
| $851K | ﹤0.01% |
111,713
+81,902
| +275% | +$664K |
|
|
SIOX
3079
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $850K | ﹤0.01% |
391,632
+293,348
| +298% | +$638K |
|
3080
QuantumScape Corp
QS
$3.08B
| $845K | ﹤0.01% |
+34,204
| New | +$781K |
|
|
MAG
3081
DELISTED
MAG Silver
MAG
| $842K | ﹤0.01% |
+52,002
| New | +$973K |
|
|
ATNX
3082
DELISTED
Athenex, Inc. Common Stock
ATNX
| $838K | ﹤0.01% |
13,919
+4,389
| +46% | +$319K |
|
3083
Ramaco Resources Class A
METC
$628M
| $834K | ﹤0.01% |
70,037
+7,173
| +11% | +$59.7K |
|
|
APLT
3084
DELISTED
Applied Therapeutics
APLT
| $832K | ﹤0.01% |
50,184
+34,521
| +220% | +$596K |
|
|
DNB
3085
DELISTED
Dun & Bradstreet
DNB
| $831K | ﹤0.01% |
49,455
+2,992
| +6% | +$57K |
|
|
WTT
3086
DELISTED
Wireless Telecom Group, Inc.
WTT
| $819K | ﹤0.01% |
395,887
-4,053
| -1% | -$10.3K |
|
|
RNDB
3087
DELISTED
Randolph Bancorp, Inc. Common Stock
RNDB
| $811K | ﹤0.01% |
37,593
+977
| +3% | +$20.1K |
|
3088
Oak Valley Bancorp
OVLY
$289M
| $808K | ﹤0.01% |
45,452
+41
| +0.1% | +$724 |
|
|
DCT
3089
DELISTED
Duck Creek Technologies, Inc. Common Stock
DCT
| $796K | ﹤0.01% |
17,982
+8,616
| +92% | +$390K |
|
3090
Mizuho Financial
MFG
$132B
| $793K | ﹤0.01% |
279,061
| – | – |
|
3091
Ardelyx
ARDX
$875M
| $792K | ﹤0.01% |
599,895
-1,699,826
| -74% | -$4.54M |
|
|
RDIB
3092
Reading International Class B
RDIB
$374M
| $791K | ﹤0.01% |
34,844
-489
| -1% | -$11.7K |
|
3093
The ONE Group
STKS
$48.5M
| $790K | ﹤0.01% |
73,888
+58,293
| +374% | +$601K |
|
3094
Kentucky First Federal Bancorp
KFFB
$46.3M
| $787K | ﹤0.01% |
110,248
| – | – |
|
|
SVT
3095
DELISTED
Servotronics
SVT
| $763K | ﹤0.01% |
65,713
-3,356
| -5% | -$34.4K |
|
|
SIX
3096
DELISTED
Six Flags Entertainment Corp.
SIX
| $761K | ﹤0.01% |
17,895
+2,219
| +14% | +$92.2K |
|
3097
Revolution Medicines
RVMD
$42B
| $754K | ﹤0.01% |
+27,400
| New | +$797K |
|
3098
First Capital
FCAP
$205M
| $753K | ﹤0.01% |
18,472
+23
| +0.1% | +$983 |
|
|
VAPO
3099
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $750K | ﹤0.01% |
4,212
+372
| +10% | +$75.6K |
|
|
AIM
3100
AIM ImmunoTech
AIM
$8.31M
| $749K | ﹤0.01% |
3,710
+2,317
| +166% | +$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.