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 | 17.76% |
| 2 | Technology | 16.26% |
| 3 | Industrials | 12.8% |
| 4 | Consumer Discretionary | 11.38% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
KWY
3301
Kingsway Corp
KWY
$257M
| $265K | ﹤0.01% |
49,538
| – | – |
|
3302
Evolus
EOLS
$401M
| $263K | ﹤0.01% |
+34,511
| New | +$357K |
|
|
MCFE
3303
DELISTED
McAfee Corp. Class A Common Stock
MCFE
| $263K | ﹤0.01% |
+11,887
| New | +$307K |
|
3304
Mercado Libre
MELI
$95.2B
| $262K | ﹤0.01% |
156
| – | – |
|
3305
Genmab
GMAB
$17.6B
| $260K | ﹤0.01% |
5,942
+660
| +12% | +$29.6K |
|
3306
Milestone Pharmaceuticals
MIST
$131M
| $260K | ﹤0.01% |
45,517
-1,683
| -4% | -$9.49K |
|
3307
Wave Life Sciences
WVE
$1.12B
| $260K | ﹤0.01% |
53,048
-75,235
| -59% | -$456K |
|
|
TTSH
3308
DELISTED
Tile Shop Holdings
TTSH
| $257K | ﹤0.01% |
+33,497
| New | +$256K |
|
3309
Kamada
KMDA
$409M
| $253K | ﹤0.01% |
47,653
| – | – |
|
3310
Marker Therapeutics
MRKR
$19M
| $251K | ﹤0.01% |
14,841
+8,006
| +117% | +$164K |
|
|
TUEM
3311
DELISTED
Tuesday Morning Corp
TUEM
| $250K | ﹤0.01% |
2,974
+2,119
| +248% | +$230K |
|
3312
Pathfinder Bancorp
PBHC
$100M
| $247K | ﹤0.01% |
15,182
| – | – |
|
|
SAFE
3313
DELISTED
Safehold Inc.
SAFE
| $247K | ﹤0.01% |
+3,436
| New | +$291K |
|
3314
InterGroup Corp
INTG
$59.9M
| $246K | ﹤0.01% |
5,370
-561
| -9% | -$25.7K |
|
3315
Peraso
PRSO
$9.34M
| $245K | ﹤0.01% |
1,234
+696
| +129% | +$149K |
|
3316
EverQuote
EVER
$960M
| $243K | ﹤0.01% |
13,029
-9,579
| -42% | -$229K |
|
|
FLNA
3317
Filana Therapeutics
FLNA
$42.3M
| $239K | ﹤0.01% |
3,856
-22,504
| -85% | -$1.88M |
|
3318
Comstock
LODE
$215M
| $238K | ﹤0.01% |
8,916
-1,148
| -11% | -$34.4K |
|
|
SELF
3319
Global Self Storage
SELF
$58.4M
| $238K | ﹤0.01% |
46,170
| – | – |
|
3320
Geron
GERN
$911M
| $237K | ﹤0.01% |
173,182
| – | – |
|
|
ITCL
3321
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
| $237K | ﹤0.01% |
60,108
-3,500
| -6% | -$13.6K |
|
|
XELA
3322
DELISTED
Exela Technologies, Inc. Common Stock
XELA
| $234K | ﹤0.01% |
+30
| New | +$307K |
|
|
PSTL
3323
Postal Realty Trust
PSTL
$697M
| $232K | ﹤0.01% |
+12,468
| New | +$239K |
|
3324
JFrog
FROG
$9.05B
| $230K | ﹤0.01% |
+6,868
| New | +$276K |
|
3325
Gevo
GEVO
$355M
| $230K | ﹤0.01% |
34,646
-133,348
| -79% | -$825K |
|
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 17% 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.