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 | 17.76% |
| 2 | Technology | 16.26% |
| 3 | Industrials | 12.8% |
| 4 | Consumer Discretionary | 11.38% |
| 5 | Healthcare | 10.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
Alexandria Real Estate Equities
ARE
$9.41B
| $445M | 0.14% |
2,331,113
-43,392
| -2% | -$8.64M |
|
102
Nucor
NUE
$60.5B
| $436M | 0.14% |
4,423,439
+98,398
| +2% | +$10.5M |
|
103
Deere & Co
DE
$173B
| $435M | 0.14% |
1,299,151
+51,877
| +4% | +$18.7M |
|
104
Eaton
ETN
$150B
| $433M | 0.14% |
2,901,159
-302,989
| -9% | -$48.4M |
|
105
Allstate
ALL
$70.1B
| $428M | 0.14% |
3,363,289
+230,335
| +7% | +$30.4M |
|
106
Analog Devices
ADI
$178B
| $427M | 0.14% |
2,551,729
+710,764
| +39% | +$119M |
|
107
AutoNation
AN
$7.37B
| $423M | 0.14% |
3,472,912
-13,061
| -0.4% | -$1.47M |
|
108
Truist Financial
TFC
$64.7B
| $419M | 0.13% |
7,139,295
-85,584
| -1% | -$4.78M |
|
109
Lam Research
LRCX
$337B
| $414M | 0.13% |
7,273,390
-539,850
| -7% | -$32.8M |
|
110
Marathon Petroleum
MPC
$89.3B
| $409M | 0.13% |
6,616,250
-97,801
| -1% | -$5.62M |
|
111
Salesforce
CRM
$149B
| $406M | 0.13% |
1,495,209
+39,106
| +3% | +$9.93M |
|
112
United Rentals
URI
$67.9B
| $399M | 0.13% |
1,136,932
-10,307
| -0.9% | -$3.46M |
|
113
Amkor Technology
AMKR
$11.3B
| $397M | 0.13% |
15,929,018
-284,155
| -2% | -$7.25M |
|
114
McDonald's
MCD
$194B
| $397M | 0.13% |
1,646,574
-8,692
| -0.5% | -$2.07M |
|
115
ASML
ASML
$608B
| $397M | 0.13% |
532,787
+14,324
| +3% | +$11.3M |
|
116
Hartford Financial Services
HIG
$39.3B
| $388M | 0.13% |
5,522,262
-75,580
| -1% | -$5M |
|
117
BP
BP
$107B
| $387M | 0.12% |
14,168,858
+85,730
| +0.6% | +$2.15M |
|
118
Freeport-McMoran
FCX
$88.6B
| $383M | 0.12% |
11,775,495
-438,170
| -4% | -$15.4M |
|
119
Penske Automotive Group
PAG
$14.5B
| $382M | 0.12% |
3,797,891
-14,393
| -0.4% | -$1.26M |
|
120
Dow Inc
DOW
$20.8B
| $380M | 0.12% |
6,607,376
+248,697
| +4% | +$15.2M |
|
|
FITB
121
Fifth Third Bancorp
FITB
$52.4B
| $380M | 0.12% |
8,960,590
-200,411
| -2% | -$7.68M |
|
122
Realty Income
O
$61.3B
| $378M | 0.12% |
6,014,906
+93,222
| +2% | +$6.29M |
|
123
Steel Dynamics
STLD
$37.5B
| $376M | 0.12% |
6,425,620
+67,683
| +1% | +$4.33M |
|
124
Zurn Elkay Water Solutions
ZWS
$8.23B
| $370M | 0.12% |
11,941,937
+5,640,679
| +90% | +$158M |
|
125
Carrier Global
CARR
$52.5B
| $369M | 0.12% |
7,135,121
-283,780
| -4% | -$15.3M |
|
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 17% 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.