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 | |
|---|---|---|---|---|---|---|
301
CACI
CACI
$11.4B
| $202M | 0.07% |
716,235
-58,741
| -8% | -$16.3M |
|
302
Huntsman Corp
HUN
$1.78B
| $201M | 0.07% |
7,088,007
-80,269
| -1% | -$2.71M |
|
303
White Mountains Insurance
WTM
$5.23B
| $200M | 0.07% |
160,404
+5,851
| +4% | +$6.8M |
|
304
American Financial Group
AFG
$12.2B
| $198M | 0.07% |
1,426,209
-83,469
| -6% | -$11.7M |
|
305
Iron Mountain
IRM
$37.8B
| $198M | 0.07% |
4,058,583
-6,850
| -0.2% | -$360K |
|
306
Jones Lang LaSalle
JLL
$17.2B
| $197M | 0.07% |
1,124,684
+26,794
| +2% | +$5.34M |
|
307
AXIS Capital
AXS
$7.61B
| $196M | 0.07% |
3,439,577
+292,870
| +9% | +$16.7M |
|
308
Darling Ingredients
DAR
$9.19B
| $196M | 0.07% |
3,281,641
-447,256
| -12% | -$34M |
|
309
Intuit
INTU
$89.7B
| $196M | 0.07% |
508,854
-59,644
| -10% | -$24.7M |
|
|
FISV
310
Fiserv Inc
FISV
$28.9B
| $195M | 0.07% |
2,190,176
+10,122
| +0.5% | +$982K |
|
311
Hancock Whitney
HWC
$6.3B
| $195M | 0.07% |
4,390,799
+67,090
| +2% | +$3.19M |
|
312
Wintrust Financial
WTFC
$10.9B
| $194M | 0.07% |
2,423,490
-168,463
| -6% | -$14.5M |
|
313
CF Industries
CF
$17.9B
| $194M | 0.07% |
2,263,264
-266,264
| -11% | -$25.9M |
|
314
Synchrony
SYF
$25.8B
| $194M | 0.07% |
7,018,668
+47,543
| +0.7% | +$1.65M |
|
315
Voya Financial
VOYA
$9.08B
| $193M | 0.07% |
3,243,115
+46,674
| +1% | +$3M |
|
316
Healthpeak Properties
DOC
$15B
| $193M | 0.07% |
7,449,412
-128,494
| -2% | -$3.89M |
|
317
First Bancorp
FBP
$4.44B
| $193M | 0.07% |
14,912,553
-464,079
| -3% | -$6.35M |
|
318
International Flavors & Fragrances
IFF
$22.5B
| $192M | 0.07% |
1,610,468
+2,132
| +0.1% | +$266K |
|
319
Stanley Black & Decker
SWK
$15.6B
| $192M | 0.07% |
1,826,464
+17,181
| +0.9% | +$2.11M |
|
|
TMHC
320
DELISTED
Taylor Morrison
TMHC
| $191M | 0.07% |
8,189,312
+369,843
| +5% | +$9.8M |
|
321
Sanmina
SANM
$10.7B
| $191M | 0.07% |
4,685,100
+90,915
| +2% | +$3.76M |
|
|
CTRA
322
DELISTED
Coterra Energy
CTRA
| $191M | 0.07% |
7,391,668
-283,426
| -4% | -$8.6M |
|
323
Estee Lauder
EL
$31.5B
| $190M | 0.07% |
747,718
-4,190
| -0.6% | -$1.06M |
|
324
Associated Banc-Corp
ASB
$5.95B
| $189M | 0.07% |
10,358,838
+558,893
| +6% | +$11.3M |
|
325
Otis Worldwide
OTIS
$27.8B
| $189M | 0.07% |
2,673,179
+3,870
| +0.1% | +$285K |
|
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.