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 | |
|---|---|---|---|---|---|---|
2401
Saga Communications
SGA
$58M
| $8.51M | ﹤0.01% |
374,028
-7,729
| -2% | -$175K |
|
|
HMTV
2402
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $8.51M | ﹤0.01% |
698,211
+7,190
| +1% | +$87.5K |
|
|
TBCH
2403
Turtle Beach Corp
TBCH
$225M
| $8.48M | ﹤0.01% |
305,001
+41,900
| +16% | +$1.22M |
|
|
BELFB
2404
Bel Fuse Inc Class B
BELFB
$3.44B
| $8.46M | ﹤0.01% |
680,565
-72,613
| -10% | -$973K |
|
|
BVH
2405
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $8.43M | ﹤0.01% |
326,693
-97,759
| -23% | -$2.02M |
|
|
CTO
2406
CTO Realty Growth
CTO
$765M
| $8.41M | ﹤0.01% |
469,071
-173,382
| -27% | -$3.15M |
|
2407
W&T Offshore
WTI
$592M
| $8.34M | ﹤0.01% |
2,241,335
-649,785
| -22% | -$2.32M |
|
|
ALOT
2408
DELISTED
AstroNova
ALOT
| $8.3M | ﹤0.01% |
551,377
-5,562
| -1% | -$85.1K |
|
|
EXTN
2409
DELISTED
Exterran Corporation
EXTN
| $8.28M | ﹤0.01% |
1,865,195
-195,989
| -10% | -$831K |
|
2410
Blue Bird Corp
BLBD
$1.93B
| $8.27M | ﹤0.01% |
396,399
-9,622
| -2% | -$213K |
|
2411
Richardson Electronics
RELL
$248M
| $8.27M | ﹤0.01% |
853,275
-4,433
| -0.5% | -$36.8K |
|
|
VRN
2412
DELISTED
Veren
VRN
| $8.26M | ﹤0.01% |
1,792,041
+83,300
| +5% | +$308K |
|
|
ZGNX
2413
DELISTED
Zogenix, Inc.
ZGNX
| $8.23M | ﹤0.01% |
541,876
-251,070
| -32% | -$3.92M |
|
2414
Chewy
CHWY
$8.4B
| $8.22M | ﹤0.01% |
120,630
+10,887
| +10% | +$901K |
|
|
NESR
2415
National Energy Services Reunited Corp
NESR
$3.28B
| $8.2M | ﹤0.01% |
654,668
+155,846
| +31% | +$1.9M |
|
2416
Gencor Industries
GENC
$250M
| $8.19M | ﹤0.01% |
737,914
-7,009
| -0.9% | -$80.9K |
|
2417
Iovance Biotherapeutics
IOVA
$4.54B
| $8.16M | ﹤0.01% |
330,922
+156,628
| +90% | +$3.69M |
|
|
OSG
2418
DELISTED
Overseas Shipholding Group Inc.
OSG
| $8.15M | ﹤0.01% |
3,917,535
-208,468
| -5% | -$522K |
|
|
NIU
2419
Niu Technologies
NIU
$162M
| $8.15M | ﹤0.01% |
351,614
-2,671
| -0.8% | -$71.2K |
|
2420
Axogen
AXGN
$2.66B
| $8.07M | ﹤0.01% |
510,778
-30,422
| -6% | -$546K |
|
2421
AB InBev
BUD
$155B
| $8.03M | ﹤0.01% |
142,341
| – | – |
|
2422
Tecnoglass Holdings
TGLS
$1.61B
| $8.03M | ﹤0.01% |
369,326
+66,016
| +22% | +$1.39M |
|
|
GBL
2423
DELISTED
GAMCO Investors, Inc.
GBL
| $8.02M | ﹤0.01% |
303,848
+54
| +0% | +$1.44K |
|
|
CLDR
2424
DELISTED
Cloudera, Inc.
CLDR
| $7.98M | ﹤0.01% |
499,841
-983,346
| -66% | -$15.6M |
|
|
SEI
2425
Solaris Energy Infrastructure
SEI
$4.56B
| $7.93M | ﹤0.01% |
950,409
-199,883
| -17% | -$1.62M |
|
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.