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 | |
|---|---|---|---|---|---|---|
2101
Matrix Service
MTRX
$282M
| $16.3M | 0.01% |
1,559,841
-154,951
| -9% | -$1.66M |
|
2102
Atara Biotherapeutics
ATRA
$97.5M
| $16.3M | 0.01% |
36,437
-17,193
| -32% | -$6.16M |
|
|
CNBKA
2103
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $16.3M | 0.01% |
141,400
-6,339
| -4% | -$725K |
|
|
ROCC
2104
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
| $16.2M | 0.01% |
609,007
-3,924
| -0.6% | -$77.2K |
|
|
HTB
2105
HomeTrust Bancshares
HTB
$780M
| $16.2M | 0.01% |
579,803
-6,179
| -1% | -$170K |
|
2106
TotalEnergies
TTE
$202B
| $16.2M | 0.01% |
338,430
-284,124
| -46% | -$12.6M |
|
2107
Chord Energy
CHRD
$8B
| $16.2M | 0.01% |
162,991
+98,964
| +155% | +$9.11M |
|
|
VOXX
2108
DELISTED
VOXX International Corporation Class A
VOXX
| $16.1M | 0.01% |
1,406,619
-24,518
| -2% | -$280K |
|
|
AZUL
2109
DELISTED
Azul
AZUL
| $16.1M | 0.01% |
801,821
| – | – |
|
|
DENN
2110
DELISTED
Denny's
DENN
| $16M | 0.01% |
978,335
-489,731
| -33% | -$7.69M |
|
2111
Verra Mobility
VRRM
$518M
| $16M | 0.01% |
1,059,396
+154,733
| +17% | +$2.36M |
|
2112
Mitek Systems
MITK
$781M
| $15.7M | 0.01% |
851,171
+73,288
| +9% | +$1.49M |
|
2113
Aegon
AEG
$13.5B
| $15.7M | 0.01% |
3,230,848
+254,511
| +9% | +$1.1M |
|
2114
WisdomTree
WT
$3.37B
| $15.7M | 0.01% |
2,767,722
-565,819
| -17% | -$3.47M |
|
|
EGRX
2115
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $15.7M | 0.01% |
280,620
-20,557
| -7% | -$1.01M |
|
2116
Bally's
BALY
$524M
| $15.6M | 0.01% |
311,222
+95,655
| +44% | +$4.67M |
|
2117
Lennar Class B
LEN.B
$18.9B
| $15.6M | 0.01% |
211,485
-6,090
| -3% | -$485K |
|
2118
Tower Semiconductor
TSEM
$24.8B
| $15.6M | 0.01% |
520,315
+1,621
| +0.3% | +$46.6K |
|
|
VSXY
2119
Victoria's Secret
VSXY
$6.18B
| $15.5M | 0.01% |
+281,302
| New | +$17.1M |
|
|
PLYA
2120
DELISTED
Playa Hotels & Resorts
PLYA
| $15.5M | 0.01% |
1,875,006
-62,639
| -3% | -$445K |
|
2121
Protagonist Therapeutics
PTGX
$9.3B
| $15.5M | 0.01% |
875,732
+84,716
| +11% | +$3.61M |
|
2122
Sarepta Therapeutics
SRPT
$2.18B
| $15.5M | 0.01% |
167,457
+5,440
| +3% | +$419K |
|
2123
Southern First Bancshares
SFST
$585M
| $15.4M | 0.01% |
288,720
-1,606
| -0.6% | -$81.1K |
|
2124
Vale
VALE
$61.6B
| $15.4M | 0.01% |
1,103,186
+396,733
| +56% | +$7.78M |
|
2125
Upland Software
UPLD
$11.3M
| $15.4M | 0.01% |
46,001
+78
| +0.2% | +$29.2K |
|
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.