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 | |
|---|---|---|---|---|---|---|
|
MZTI
1001
The Marzetti Company
MZTI
$2.81B
| $81.3M | 0.03% |
481,471
+1,102
| +0.2% | +$204K |
|
1002
DexCom
DXCM
$33B
| $81.2M | 0.03% |
594,220
-52,780
| -8% | -$6.66M |
|
1003
FMC
FMC
$1.35B
| $81.2M | 0.03% |
887,129
+77,240
| +10% | +$7.62M |
|
1004
Rambus
RMBS
$8.83B
| $81.2M | 0.03% |
3,656,079
-129,062
| -3% | -$3.04M |
|
1005
Hasbro
HAS
$12.6B
| $81.1M | 0.03% |
908,801
-8,770
| -1% | -$852K |
|
1006
PC Connection
CNXN
$2.2B
| $80.9M | 0.03% |
1,837,442
-9,883
| -0.5% | -$453K |
|
1007
Dime Commercial Bancshares
DCOM
$1.79B
| $80.9M | 0.03% |
2,476,824
-93,918
| -4% | -$3.05M |
|
|
BIG
1008
DELISTED
Big Lots, Inc.
BIG
| $80.8M | 0.03% |
1,863,114
+3,887
| +0.2% | +$212K |
|
1009
Mueller Water Products
MWA
$3.55B
| $80.6M | 0.03% |
5,295,980
-37,801
| -0.7% | -$582K |
|
1010
1st Source
SRCE
$2.07B
| $80.6M | 0.03% |
1,706,074
-16,547
| -1% | -$753K |
|
1011
ATI
ATI
$25.8B
| $80.6M | 0.03% |
4,845,539
-1,608,589
| -25% | -$30.4M |
|
1012
Pricesmart
PSMT
$5.15B
| $80.6M | 0.03% |
1,038,806
-1,390
| -0.1% | -$118K |
|
1013
Forward Air
FWRD
$523M
| $80.5M | 0.03% |
970,019
-19,224
| -2% | -$1.68M |
|
|
UCTT
1014
Ultra Clean Holdings
UCTT
$3.01B
| $80.4M | 0.03% |
1,888,251
-38,603
| -2% | -$1.82M |
|
1015
Mueller Industries
MLI
$13.4B
| $80.3M | 0.03% |
7,813,224
+123,072
| +2% | +$1.32M |
|
1016
PROG Holdings
PRG
$1.42B
| $80M | 0.03% |
1,904,487
-288,960
| -13% | -$13M |
|
1017
America Movil
AMX
$68.7B
| $79.9M | 0.03% |
4,522,086
+89,440
| +2% | +$1.54M |
|
1018
Teleflex
TFX
$5.42B
| $79.9M | 0.03% |
212,168
-1,883
| -0.9% | -$733K |
|
|
NUVA
1019
DELISTED
NuVasive, Inc.
NUVA
| $79.8M | 0.03% |
1,332,761
+142,272
| +12% | +$8.77M |
|
1020
F5
FFIV
$24B
| $79.7M | 0.03% |
400,998
+9,345
| +2% | +$1.87M |
|
|
WBS
1021
DELISTED
Webster Financial
WBS
| $79.5M | 0.03% |
1,460,441
-54,422
| -4% | -$2.71M |
|
1022
ACI Worldwide
ACIW
$5.21B
| $79.5M | 0.03% |
2,586,730
+33,328
| +1% | +$1.11M |
|
1023
Genpact
G
$5.93B
| $79.4M | 0.03% |
1,672,121
+11,227
| +0.7% | +$558K |
|
1024
Belden
BDC
$4.4B
| $79.3M | 0.03% |
1,361,083
+39,796
| +3% | +$2.13M |
|
1025
Sempra
SRE
$53.4B
| $79.1M | 0.03% |
1,250,816
+29,198
| +2% | +$1.93M |
|
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.