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 |
Huntington Bancshares
HBAN
|
+$233M |
| 2 |
GRUB
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
|
+$211M |
| 3 |
Amazon
AMZN
|
+$164M |
| 4 |
Bristol-Myers Squibb
BMY
|
+$135M |
| 5 |
Apple
AAPL
|
+$133M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
TCF
TCF Financial Corporation Common Stock
TCF
|
+$302M |
| 2 |
CTB
Cooper Tire & Rubber Co.
CTB
|
+$212M |
| 3 |
Ford
F
|
+$181M |
| 4 |
Booking.com
BKNG
|
+$170M |
| 5 |
JPMorgan Chase
JPM
|
+$139M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.61% |
| 2 | Technology | 16.19% |
| 3 | Industrials | 13.07% |
| 4 | Consumer Discretionary | 11.69% |
| 5 | Healthcare | 11.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Thermo Fisher Scientific
TMO
$227B
| $1.16B | 0.37% |
2,303,067
+95,570
| +4% | +$45.1M |
|
27
Morgan Stanley
MS
$324B
| $1.06B | 0.34% |
11,598,643
-833,788
| -7% | -$71.5M |
|
28
Alibaba
BABA
$272B
| $1.04B | 0.33% |
4,583,347
-35,201
| -0.8% | -$7.82M |
|
29
Procter & Gamble
PG
$339B
| $1.04B | 0.33% |
7,675,530
+165,687
| +2% | +$22.4M |
|
30
CVS Health
CVS
$122B
| $990M | 0.31% |
11,861,647
-221,572
| -2% | -$18.1M |
|
31
NVIDIA
NVDA
$5.09T
| $964M | 0.31% |
48,207,440
+242,600
| +0.5% | +$3.89M |
|
32
Elevance Health
ELV
$92B
| $957M | 0.3% |
2,507,127
-151,013
| -6% | -$57.7M |
|
33
Equinix
EQIX
$98.5B
| $940M | 0.3% |
1,171,452
-22,107
| -2% | -$16.4M |
|
34
Goldman Sachs
GS
$288B
| $933M | 0.3% |
2,458,655
+123,594
| +5% | +$44.2M |
|
35
Chevron
CVX
$416B
| $932M | 0.3% |
8,902,446
+407,006
| +5% | +$43M |
|
36
Home Depot
HD
$310B
| $924M | 0.29% |
2,896,048
-3,910
| -0.1% | -$1.24M |
|
37
Citigroup
C
$228B
| $916M | 0.29% |
12,941,722
+17,719
| +0.1% | +$1.31M |
|
38
Micron Technology
MU
$1.04T
| $865M | 0.27% |
10,175,368
-258,225
| -2% | -$21.8M |
|
39
PepsiCo
PEP
$186B
| $859M | 0.27% |
5,800,602
+7,080
| +0.1% | +$1.03M |
|
40
AbbVie
ABBV
$463B
| $827M | 0.26% |
7,339,579
+17,557
| +0.2% | +$1.98M |
|
41
General Motors
GM
$76.5B
| $817M | 0.26% |
13,801,580
-592,604
| -4% | -$34.8M |
|
42
Coca-Cola
KO
$384B
| $807M | 0.26% |
14,923,547
+93,821
| +0.6% | +$5.1M |
|
43
ConocoPhillips
COP
$164B
| $802M | 0.25% |
13,169,420
-481,786
| -4% | -$26.9M |
|
44
Cisco
CSCO
$434B
| $794M | 0.25% |
14,976,128
-525,887
| -3% | -$27.7M |
|
45
Wells Fargo
WFC
$268B
| $787M | 0.25% |
17,372,619
-243,827
| -1% | -$10.9M |
|
46
Danaher
DHR
$143B
| $776M | 0.25% |
3,263,296
-23,579
| -0.7% | -$5.23M |
|
47
Medtronic
MDT
$120B
| $772M | 0.24% |
6,216,311
-572,807
| -8% | -$71.9M |
|
48
Merck
MRK
$357B
| $771M | 0.24% |
9,913,768
-719,821
| -7% | -$53.5M |
|
49
Cigna
CI
$76.6B
| $770M | 0.24% |
3,250,117
-100,046
| -3% | -$25M |
|
50
Accenture
ACN
$119B
| $748M | 0.24% |
2,536,885
+15,068
| +0.6% | +$4.31M |
|
Similar funds
Dimensional Fund Advisors's Q2 2021 Portfolio in Review
As of Q2 2021, Dimensional Fund Advisors held 3,528 positions worth $316B, up 4.5% from $302B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Dimensional Fund Advisors's Q2 2021 filing shows 120 new, 1,436 increased, 1,802 reduced and 67 closed positions. Its largest new stake was Organon & Co: 988,887 shares worth $29.9M. The largest sale was TCF Financial Corporation Common Stock, an estimated $302M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 18% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q2 2021 buy was Organon & Co: 988,887 shares worth $29.9M.
- Dimensional Fund Advisors added most to Huntington Bancshares in Q2 2021, an estimated $233M increase.
- Dimensional Fund Advisors's biggest Q2 2021 reduction was Ford, cutting an estimated $181M.
- Dimensional Fund Advisors fully exited TCF Financial Corporation Common Stock in Q2 2021, selling an estimated $302M.
- Dimensional Fund Advisors's ten largest holdings make up 10% of its $316B portfolio in Q2 2021.
- Dimensional Fund Advisors opened 120 new positions and closed 67 in Q2 2021.
- Dimensional Fund Advisors's portfolio value rose 4.5% quarter-over-quarter to $316B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2021, filed 12 Aug 2021.