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 | |
|---|---|---|---|---|---|---|
2426
Ardmore Shipping
ASC
$789M
| $7.92M | ﹤0.01% |
1,909,444
-78,336
| -4% | -$277K |
|
|
GTHX
2427
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $7.91M | ﹤0.01% |
589,331
-480,793
| -45% | -$7.83M |
|
2428
Acacia Research
ACTG
$445M
| $7.89M | ﹤0.01% |
1,161,825
-13,060
| -1% | -$80K |
|
|
CVLY
2429
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $7.86M | ﹤0.01% |
348,893
+2,794
| +0.8% | +$61.4K |
|
2430
Nature's Sunshine
NATR
$231M
| $7.86M | ﹤0.01% |
536,717
-6,944
| -1% | -$117K |
|
2431
Ultralife
ULBI
$95.8M
| $7.82M | ﹤0.01% |
1,106,017
-5,710
| -0.5% | -$46K |
|
|
PCSB
2432
DELISTED
PCSB Financial Corporation
PCSB
| $7.8M | ﹤0.01% |
423,267
+14,090
| +3% | +$257K |
|
2433
B2Gold
BTG
$7.11B
| $7.79M | ﹤0.01% |
2,279,312
+1,898,082
| +498% | +$7.33M |
|
|
CTG
2434
DELISTED
Computer Task Group, Inc.
CTG
| $7.79M | ﹤0.01% |
975,849
-20,192
| -2% | -$177K |
|
|
JNCE
2435
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $7.78M | ﹤0.01% |
1,047,545
-179,735
| -15% | -$1.11M |
|
|
GNTY
2436
DELISTED
Guaranty Bancshares
GNTY
| $7.78M | ﹤0.01% |
216,968
+6,304
| +3% | +$214K |
|
2437
Quanterix
QTRX
$148M
| $7.75M | ﹤0.01% |
155,721
-136,793
| -47% | -$7.05M |
|
2438
Grupo Aeroportuario del Pacifico
PAC
$11.8B
| $7.7M | ﹤0.01% |
66,154
-6,870
| -9% | -$772K |
|
|
HMNF
2439
DELISTED
HMN Financial Inc
HMNF
| $7.68M | ﹤0.01% |
328,487
-2,730
| -0.8% | -$62.2K |
|
|
PCTI
2440
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $7.67M | ﹤0.01% |
1,233,090
-28,834
| -2% | -$188K |
|
2441
Restaurant Brands International
QSR
$25.9B
| $7.67M | ﹤0.01% |
125,283
+1,287
| +1% | +$82.5K |
|
|
TAST
2442
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $7.61M | ﹤0.01% |
2,080,133
-299,624
| -13% | -$1.34M |
|
|
MPX
2443
DELISTED
Marine Products Corp
MPX
| $7.57M | ﹤0.01% |
605,165
-23,574
| -4% | -$344K |
|
2444
First Bank
FRBA
$441M
| $7.56M | ﹤0.01% |
536,407
+20,525
| +4% | +$274K |
|
2445
Orrstown Financial Services
ORRF
$829M
| $7.48M | ﹤0.01% |
319,802
+16,910
| +6% | +$392K |
|
|
EVOP
2446
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $7.48M | ﹤0.01% |
315,769
+4,954
| +2% | +$132K |
|
2447
MVB Financial
MVBF
$403M
| $7.47M | ﹤0.01% |
174,349
-1,141
| -0.7% | -$46.5K |
|
|
OLP
2448
One Liberty Properties
OLP
$505M
| $7.43M | ﹤0.01% |
243,732
+2,220
| +0.9% | +$67.7K |
|
|
DCPH
2449
DELISTED
Deciphera Pharmaceuticals, Inc. Common Stock
DCPH
| $7.42M | ﹤0.01% |
218,353
+121,800
| +126% | +$3.89M |
|
2450
Noodles & Co
NDLS
$81.9M
| $7.42M | ﹤0.01% |
78,551
+3,306
| +4% | +$323K |
|
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.