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 | |
|---|---|---|---|---|---|---|
876
Ciena
CIEN
$48.3B
| $97.3M | 0.03% |
1,710,865
-18,128
| -1% | -$999K |
|
877
Mercury Insurance
MCY
$5.65B
| $97.3M | 0.03% |
1,497,855
-24,356
| -2% | -$1.54M |
|
878
Cooper Companies
COO
$10.4B
| $97.2M | 0.03% |
981,616
+24,672
| +3% | +$2.42M |
|
|
BBL
879
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $97.2M | 0.03% |
1,628,108
-34,676
| -2% | -$2.12M |
|
880
Globe Life
GL
$13.3B
| $97M | 0.03% |
1,018,817
+46,677
| +5% | +$4.78M |
|
881
Vodafone
VOD
$40.4B
| $97M | 0.03% |
5,663,434
-55,760
| -1% | -$1.04M |
|
882
Avient
AVNT
$3.75B
| $96.9M | 0.03% |
1,971,762
-74,611
| -4% | -$3.77M |
|
|
XEC
883
DELISTED
CIMAREX ENERGY CO
XEC
| $96.9M | 0.03% |
1,337,226
-13,418
| -1% | -$907K |
|
884
Cabot Corp
CBT
$4.05B
| $96.9M | 0.03% |
1,701,303
-70,518
| -4% | -$4.14M |
|
|
COHR
885
DELISTED
Coherent Inc
COHR
| $96.7M | 0.03% |
365,795
-2,324
| -0.6% | -$611K |
|
|
UCB
886
United Community Banks
UCB
$4.2B
| $96.7M | 0.03% |
3,020,150
-88,810
| -3% | -$2.99M |
|
887
Xylem
XYL
$25B
| $96.6M | 0.03% |
805,590
-10,648
| -1% | -$1.22M |
|
888
Avis
CAR
$4.13B
| $96.5M | 0.03% |
1,239,371
-18,802
| -1% | -$1.56M |
|
|
SNBR
889
DELISTED
Sleep Number
SNBR
| $96.2M | 0.03% |
875,344
-56,123
| -6% | -$6.39M |
|
890
Stride
LRN
$3.41B
| $96M | 0.03% |
2,988,537
-96,302
| -3% | -$2.87M |
|
891
Novanta
NOVT
$5.02B
| $95.9M | 0.03% |
711,556
-12,200
| -2% | -$1.64M |
|
892
C.H. Robinson
CHRW
$17.9B
| $95.8M | 0.03% |
1,022,489
+66,813
| +7% | +$6.51M |
|
893
Exelon
EXC
$43.7B
| $95.6M | 0.03% |
3,023,541
+138,354
| +5% | +$4.45M |
|
894
Applied Industrial Technologies
AIT
$11.6B
| $95.2M | 0.03% |
1,045,128
-43,634
| -4% | -$4.17M |
|
895
Exponent
EXPO
$3.23B
| $95.1M | 0.03% |
1,066,114
-9,686
| -0.9% | -$907K |
|
896
Employers Holdings
EIG
$898M
| $95M | 0.03% |
2,220,206
-1,114
| -0.1% | -$46.3K |
|
897
GSK
GSK
$101B
| $94.9M | 0.03% |
1,907,212
-61,157
| -3% | -$2.94M |
|
898
Blackstone
BX
$92.7B
| $94.9M | 0.03% |
976,444
-409
| -0% | -$36.3K |
|
899
ACI Worldwide
ACIW
$5.21B
| $94.8M | 0.03% |
2,553,402
-46,284
| -2% | -$1.81M |
|
900
Pricesmart
PSMT
$5.15B
| $94.7M | 0.03% |
1,040,196
-56,817
| -5% | -$5.07M |
|
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.