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 | |
|---|---|---|---|---|---|---|
2376
New Oriental
EDU
$8.83B
| $9.07M | ﹤0.01% |
444,504
-110,284
| -20% | -$3.5M |
|
2377
VEON
VEON
$4.82B
| $9.06M | ﹤0.01% |
174,087
+164
| +0.1% | +$7.89K |
|
2378
Townsquare Media
TSQ
$96.1M
| $8.99M | ﹤0.01% |
687,593
-14,509
| -2% | -$183K |
|
|
UBA
2379
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $8.96M | ﹤0.01% |
473,011
+274
| +0.1% | +$5.23K |
|
2380
Trupanion
TRUP
$1.14B
| $8.88M | ﹤0.01% |
114,319
+48,817
| +75% | +$4.81M |
|
2381
Unity Bancorp
UNTY
$593M
| $8.86M | ﹤0.01% |
378,422
+7,271
| +2% | +$166K |
|
2382
Escalade
ESCA
$271M
| $8.82M | ﹤0.01% |
466,632
+5,753
| +1% | +$127K |
|
2383
Korea Electric Power
KEP
$14.6B
| $8.82M | ﹤0.01% |
893,367
+10,124
| +1% | +$106K |
|
|
ESSA
2384
DELISTED
ESSA Bancorp
ESSA
| $8.81M | ﹤0.01% |
530,737
-1,998
| -0.4% | -$33.1K |
|
|
SRG
2385
Seritage Growth Properties
SRG
$110M
| $8.78M | ﹤0.01% |
592,225
+10,412
| +2% | +$164K |
|
2386
Quad
QUAD
$503M
| $8.77M | ﹤0.01% |
2,063,786
-199,520
| -9% | -$824K |
|
2387
Allogene Therapeutics
ALLO
$598M
| $8.77M | ﹤0.01% |
341,155
+319,311
| +1,462% | +$7.58M |
|
|
AYX
2388
DELISTED
Alteryx Inc
AYX
| $8.77M | ﹤0.01% |
119,918
+39,036
| +48% | +$2.94M |
|
2389
CarParts.com
PRTS
$66.3M
| $8.74M | ﹤0.01% |
56,016
+27,797
| +99% | +$4.83M |
|
2390
BridgeBio Pharma
BBIO
$13.1B
| $8.74M | ﹤0.01% |
186,438
+36,789
| +25% | +$1.97M |
|
|
STEL
2391
DELISTED
Stellar Bancorp
STEL
| $8.72M | ﹤0.01% |
330,482
+6,756
| +2% | +$179K |
|
2392
Accuray
ARAY
$29.1M
| $8.71M | ﹤0.01% |
2,205,239
-280,410
| -11% | -$1.11M |
|
|
GBT
2393
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $8.63M | ﹤0.01% |
338,507
-62,145
| -16% | -$1.83M |
|
|
CLDT
2394
Chatham Lodging
CLDT
$604M
| $8.62M | ﹤0.01% |
703,931
+2,504
| +0.4% | +$30.1K |
|
|
BFX
2395
DELISTED
BowFlex Inc.
BFX
| $8.6M | ﹤0.01% |
924,048
-259,319
| -22% | -$3.33M |
|
|
LBC
2396
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $8.6M | ﹤0.01% |
641,503
+31,225
| +5% | +$397K |
|
2397
BCE
BCE
$20.9B
| $8.57M | ﹤0.01% |
171,147
-5,437
| -3% | -$275K |
|
2398
Krystal Biotech
KRYS
$9.98B
| $8.56M | ﹤0.01% |
163,864
-49,848
| -23% | -$2.95M |
|
|
AZEK
2399
DELISTED
The AZEK Co
AZEK
| $8.55M | ﹤0.01% |
234,073
+207,469
| +780% | +$8.08M |
|
2400
The RMR Group
RMR
$324M
| $8.52M | ﹤0.01% |
254,663
-79,144
| -24% | -$3.01M |
|
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.