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 | |
|---|---|---|---|---|---|---|
|
SII
3101
Sprott
SII
$3.19B
| $742K | ﹤0.01% |
20,226
+13,045
| +182% | +$478K |
|
3102
Luxfer Holdings
LXFR
$460M
| $739K | ﹤0.01% |
+37,654
| New | +$777K |
|
3103
Turkcell
TKC
$4.29B
| $738K | ﹤0.01% |
169,587
-7,400
| -4% | -$34.2K |
|
|
PHLT
3104
DELISTED
Performant Healthcare Inc
PHLT
| $736K | ﹤0.01% |
185,799
+62,350
| +51% | +$275K |
|
3105
Check Point Software Technologies
CHKP
$14.1B
| $735K | ﹤0.01% |
6,500
+314
| +5% | +$38.2K |
|
3106
FreightCar America
RAIL
$236M
| $735K | ﹤0.01% |
162,320
-112,822
| -41% | -$595K |
|
3107
Playtika
PLTK
$889M
| $733K | ﹤0.01% |
+26,537
| New | +$661K |
|
3108
Brookfield Infrastructure
BIPC
$4.39B
| $729K | ﹤0.01% |
+18,263
| New | +$800K |
|
3109
SK Telecom
SKM
$13.6B
| $728K | ﹤0.01% |
14,690
-16,689
| -53% | -$807K |
|
3110
Wipro
WIT
$16.6B
| $727K | ﹤0.01% |
164,724
+10,418
| +7% | +$45.6K |
|
|
OBCI
3111
DELISTED
Ocean Bio-Chem Inc
OBCI
| $721K | ﹤0.01% |
77,484
-246
| -0.3% | -$2.59K |
|
|
FTSI
3112
DELISTED
FTS International, Inc. Common Stock
FTSI
| $721K | ﹤0.01% |
29,304
+8,100
| +38% | +$185K |
|
|
FSR
3113
DELISTED
Fisker Inc.
FSR
| $719K | ﹤0.01% |
+49,055
| New | +$738K |
|
3114
Canterbury Park Holding Corp
CPHC
$80.9M
| $717K | ﹤0.01% |
43,225
| – | – |
|
3115
Li Auto
LI
$11.8B
| $714K | ﹤0.01% |
27,164
+2,008
| +8% | +$60.4K |
|
3116
XPeng
XPEV
$9.89B
| $708K | ﹤0.01% |
19,922
+4,368
| +28% | +$173K |
|
|
NURO
3117
DELISTED
NeuroMetrix, Inc. Common Stock
NURO
| $704K | ﹤0.01% |
8,676
+2,963
| +52% | +$265K |
|
3118
Sabre
SABR
$936M
| $702K | ﹤0.01% |
59,272
+39,847
| +205% | +$452K |
|
3119
Impinj
PI
$5.43B
| $700K | ﹤0.01% |
12,253
-30,491
| -71% | -$1.56M |
|
|
IMGN
3120
DELISTED
Immunogen Inc
IMGN
| $699K | ﹤0.01% |
123,226
-406,595
| -77% | -$2.35M |
|
3121
Q32 Bio
QTTB
$327M
| $698K | ﹤0.01% |
4,924
+3,183
| +183% | +$405K |
|
|
SRAX
3122
DELISTED
SRAX, Inc. Class A Common Stock
SRAX
| $691K | ﹤0.01% |
129,366
+36,083
| +39% | +$173K |
|
3123
OP Bancorp
OPBK
$230M
| $687K | ﹤0.01% |
66,917
+12,982
| +24% | +$132K |
|
|
VTNR
3124
DELISTED
Vertex Energy, Inc
VTNR
| $678K | ﹤0.01% |
129,469
+107,619
| +493% | +$855K |
|
3125
Tucows
TCX
$114M
| $673K | ﹤0.01% |
8,526
+127
| +2% | +$9.8K |
|
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.