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 | |
|---|---|---|---|---|---|---|
2176
Braskem
BAK
$713M
| $14M | ﹤0.01% |
638,545
-20,529
| -3% | -$475K |
|
2177
Madrigal Pharmaceuticals
MDGL
$12.3B
| $13.9M | ﹤0.01% |
174,412
+5,240
| +3% | +$453K |
|
2178
Metropolitan Bank Holding Corp
MCB
$1.1B
| $13.9M | ﹤0.01% |
165,071
+9,649
| +6% | +$703K |
|
|
ECOM
2179
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $13.9M | ﹤0.01% |
550,718
+40,119
| +8% | +$989K |
|
2180
Harvard Bioscience
HBIO
$36.6M
| $13.7M | ﹤0.01% |
196,582
+1,029
| +0.5% | +$81.9K |
|
2181
CareDx
CDNA
$2.81B
| $13.7M | ﹤0.01% |
216,360
+135,621
| +168% | +$10.3M |
|
2182
Oil-Dri
ODC
$1.27B
| $13.7M | ﹤0.01% |
781,368
-1,386
| -0.2% | -$24.3K |
|
2183
Universal Logistics Holdings
ULH
$476M
| $13.7M | ﹤0.01% |
680,956
-6,297
| -0.9% | -$136K |
|
2184
Mesa Laboratories
MLAB
$711M
| $13.6M | ﹤0.01% |
45,094
+20,782
| +85% | +$5.91M |
|
2185
Spok Holdings
SPOK
$218M
| $13.6M | ﹤0.01% |
1,328,598
-105,528
| -7% | -$948K |
|
2186
Sanofi
SNY
$103B
| $13.6M | ﹤0.01% |
281,301
| – | – |
|
|
MRTX
2187
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $13.5M | ﹤0.01% |
76,175
+22,556
| +42% | +$3.63M |
|
2188
Independent Bank Corp
IBCP
$804M
| $13.5M | ﹤0.01% |
626,964
+15,003
| +2% | +$312K |
|
2189
GDS Holdings
GDS
$6.27B
| $13.4M | ﹤0.01% |
237,549
-9,856
| -4% | -$607K |
|
2190
First Business Financial Services
FBIZ
$598M
| $13.4M | ﹤0.01% |
468,016
+13,990
| +3% | +$387K |
|
2191
Ovintiv
OVV
$17.4B
| $13.4M | ﹤0.01% |
408,020
+53,164
| +15% | +$1.47M |
|
|
MORF
2192
DELISTED
Morphic Holding, Inc. Common Stock
MORF
| $13.4M | ﹤0.01% |
236,502
+116,020
| +96% | +$7.02M |
|
|
FFNW
2193
DELISTED
First Financial Northwest, Inc
FFNW
| $13.4M | ﹤0.01% |
817,817
-621
| -0.1% | -$9.95K |
|
2194
SAP
SAP
$247B
| $13.4M | ﹤0.01% |
99,088
-3,283
| -3% | -$477K |
|
|
PING
2195
DELISTED
Ping Identity Holding Corp.
PING
| $13.3M | ﹤0.01% |
541,918
+259,889
| +92% | +$6.3M |
|
2196
MasterCraft Boat Holdings
MCFT
$490M
| $13.3M | ﹤0.01% |
530,555
+20,274
| +4% | +$520K |
|
2197
Daktronics
DAKT
$839M
| $13.2M | ﹤0.01% |
2,430,787
-132,972
| -5% | -$789K |
|
2198
Civista Bancshares
CIVB
$566M
| $13.2M | ﹤0.01% |
566,547
+22,521
| +4% | +$517K |
|
|
FRGI
2199
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $13.2M | ﹤0.01% |
1,200,559
-67,850
| -5% | -$852K |
|
2200
First Bancorp
FNLC
$396M
| $13.1M | ﹤0.01% |
451,033
-255
| -0.1% | -$7.39K |
|
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.