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 |
ExxonMobil
XOM
|
+$406M |
| 2 |
Warner Bros
WBD
|
+$318M |
| 3 |
Chevron
CVX
|
+$238M |
| 4 |
Tesla
TSLA
|
+$165M |
| 5 |
M&T Bank
MTB
|
+$162M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dimensional National Municipal Bond ETF
DFNM
|
+$654M |
| 2 |
Amazon
AMZN
|
+$413M |
| 3 |
AT&T
T
|
+$354M |
| 4 |
Dimensional US High Profitability ETF
DUHP
|
+$263M |
| 5 |
CERN
Cerner Corp
CERN
|
+$212M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.93% |
| 2 | Technology | 15.13% |
| 3 | Industrials | 12.18% |
| 4 | Healthcare | 11.63% |
| 5 | Consumer Discretionary | 9.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Lithia Motors
LAD
$8.1B
| $212M | 0.08% |
771,189
-1,329
| -0.2% | -$387K |
|
277
Webster Financial
WBS
$12.8B
| $211M | 0.08% |
5,013,254
-1,137,198
| -18% | -$54.8M |
|
278
Valley National Bancorp
VLY
$8.17B
| $211M | 0.08% |
20,222,184
-2,201,005
| -10% | -$26.1M |
|
279
Trane Technologies
TT
$106B
| $210M | 0.08% |
1,613,957
+20,465
| +1% | +$2.83M |
|
|
SCHW
280
Charles Schwab
SCHW
$188B
| $210M | 0.08% |
3,316,778
-176,815
| -5% | -$12.2M |
|
281
Zions Bancorporation
ZION
$10.5B
| $209M | 0.08% |
4,113,047
-162,563
| -4% | -$9.24M |
|
282
Perrigo
PRGO
$1.84B
| $209M | 0.07% |
5,147,787
+824,848
| +19% | +$30.6M |
|
283
Colgate-Palmolive
CL
$74.4B
| $209M | 0.07% |
2,603,983
+159,475
| +7% | +$12.5M |
|
284
Camden Property Trust
CPT
$11.1B
| $208M | 0.07% |
1,546,144
+18,357
| +1% | +$2.72M |
|
285
Helmerich & Payne
HP
$3.33B
| $208M | 0.07% |
4,826,596
+198,322
| +4% | +$9.22M |
|
286
Carlisle Companies
CSL
$15.3B
| $207M | 0.07% |
866,278
-61,721
| -7% | -$15.4M |
|
287
LKQ Corp
LKQ
$6.1B
| $207M | 0.07% |
4,210,967
-79,885
| -2% | -$3.93M |
|
288
The Mosaic Company
MOS
$7.44B
| $207M | 0.07% |
4,375,947
-58,241
| -1% | -$3.57M |
|
289
Emerson Electric
EMR
$91B
| $206M | 0.07% |
2,592,673
-28,674
| -1% | -$2.53M |
|
290
Snap-on
SNA
$21.7B
| $206M | 0.07% |
1,046,617
-36,570
| -3% | -$7.79M |
|
291
Sysco
SYY
$40.3B
| $206M | 0.07% |
2,432,959
-81,297
| -3% | -$6.81M |
|
292
AGCO
AGCO
$7.27B
| $206M | 0.07% |
2,087,997
+14,953
| +0.7% | +$1.86M |
|
293
Concentrix
CNXC
$1.59B
| $206M | 0.07% |
1,518,430
-113,640
| -7% | -$17.1M |
|
294
SouthState Bank Corp
SSB
$10.6B
| $205M | 0.07% |
2,655,635
-55,057
| -2% | -$4.29M |
|
295
Prestige Consumer Healthcare
PBH
$2.51B
| $205M | 0.07% |
3,479,069
+30,823
| +0.9% | +$1.7M |
|
296
Kinder Morgan
KMI
$69.3B
| $204M | 0.07% |
12,185,828
-398,178
| -3% | -$7.46M |
|
297
Ingredion
INGR
$6.51B
| $203M | 0.07% |
2,304,971
+74,159
| +3% | +$6.64M |
|
298
J.M. Smucker
SJM
$12.7B
| $203M | 0.07% |
1,586,763
-22,454
| -1% | -$2.99M |
|
299
FNB Corp
FNB
$6.84B
| $203M | 0.07% |
18,695,524
+1,083,484
| +6% | +$12.7M |
|
300
Paychex
PAYX
$42.1B
| $202M | 0.07% |
1,774,982
-202,028
| -10% | -$25.4M |
|
Similar funds
Dimensional Fund Advisors's Q2 2022 Portfolio in Review
As of Q2 2022, Dimensional Fund Advisors held 3,609 positions worth $279B, down 14% from $325B the previous quarter. Its ten largest holdings account for 10% of the portfolio.
Dimensional Fund Advisors's Q2 2022 filing shows 98 new, 1,934 increased, 1,303 reduced and 146 closed positions. Its largest new stake was ESAB: 2,060,747 shares worth $90.2M. The largest sale was Dimensional National Municipal Bond ETF, an estimated $654M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 17% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q2 2022 buy was ESAB: 2,060,747 shares worth $90.2M.
- Dimensional Fund Advisors added most to ExxonMobil in Q2 2022, an estimated $406M increase.
- Dimensional Fund Advisors's biggest Q2 2022 reduction was Amazon, cutting an estimated $413M.
- Dimensional Fund Advisors fully exited Dimensional National Municipal Bond ETF in Q2 2022, selling an estimated $654M.
- Dimensional Fund Advisors's ten largest holdings make up 10% of its $279B portfolio in Q2 2022.
- Dimensional Fund Advisors opened 98 new positions and closed 146 in Q2 2022.
- Dimensional Fund Advisors's portfolio value fell 14% quarter-over-quarter to $279B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2022, filed 12 Aug 2022.