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 | |
|---|---|---|---|---|---|---|
1001
Grand Canyon Education
LOPE
$3.88B
| $70.3M | 0.03% |
746,594
+7,314
| +1% | +$681K |
|
1002
Commerce Bancshares
CBSH
$8.51B
| $70.2M | 0.03% |
1,300,520
-49,664
| -4% | -$2.79M |
|
1003
G-III Apparel Group
GIII
$1.51B
| $70.2M | 0.03% |
3,469,789
+169,854
| +5% | +$4.29M |
|
1004
Zurn Elkay Water Solutions
ZWS
$8.6B
| $69.9M | 0.03% |
2,567,345
-93,700
| -4% | -$2.84M |
|
1005
Fair Isaac
FICO
$22.3B
| $69.9M | 0.03% |
174,409
+997
| +0.6% | +$393K |
|
|
AJRD
1006
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $69.8M | 0.03% |
1,719,316
+28,912
| +2% | +$1.17M |
|
|
SRC
1007
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $69.8M | 0.03% |
1,847,619
+2,262
| +0.1% | +$95.2K |
|
1008
Generac Holdings
GNRC
$12.5B
| $69.6M | 0.03% |
330,551
-44,441
| -12% | -$10.9M |
|
1009
NXP Semiconductors
NXPI
$58.4B
| $69.5M | 0.02% |
469,490
+78,599
| +20% | +$13.7M |
|
1010
Nordson
NDSN
$17.2B
| $69.3M | 0.02% |
342,556
+1,703
| +0.5% | +$363K |
|
1011
Otter Tail
OTTR
$3.91B
| $69.3M | 0.02% |
1,032,989
+22
| +0% | +$1.4K |
|
|
TXNM
1012
TXNM Energy Inc
TXNM
$5.92B
| $69.3M | 0.02% |
1,451,308
+18,856
| +1% | +$884K |
|
1013
Douglas Emmett
DEI
$1.93B
| $69.3M | 0.02% |
3,095,493
-21,832
| -0.7% | -$609K |
|
|
CHX
1014
DELISTED
ChampionX
CHX
| $69.2M | 0.02% |
3,488,409
-5,090
| -0.1% | -$115K |
|
1015
Helios Technologies
HLIO
$2.72B
| $69.2M | 0.02% |
1,044,309
-4,606
| -0.4% | -$319K |
|
1016
CMS Energy
CMS
$22.3B
| $69M | 0.02% |
1,023,013
+40,407
| +4% | +$2.79M |
|
1017
Mercury Systems
MRCY
$6.53B
| $69M | 0.02% |
1,072,063
+83,452
| +8% | +$4.98M |
|
1018
Safety Insurance
SAFT
$1.52B
| $68.9M | 0.02% |
710,072
+3,688
| +0.5% | +$332K |
|
|
RDUS
1019
DELISTED
Radius Recycling
RDUS
| $68.8M | 0.02% |
2,095,567
+4,041
| +0.2% | +$172K |
|
1020
Abercrombie & Fitch
ANF
$4.91B
| $68.7M | 0.02% |
4,059,677
-54,214
| -1% | -$1.5M |
|
1021
California Water Service
CWT
$3.06B
| $68.7M | 0.02% |
1,236,608
-3,554
| -0.3% | -$191K |
|
|
JKS
1022
JinkoSolar
JKS
$847M
| $68.5M | 0.02% |
992,722
-64,539
| -6% | -$3.62M |
|
1023
OSI Systems
OSIS
$3.91B
| $68.3M | 0.02% |
799,306
-9,763
| -1% | -$801K |
|
1024
Badger Meter
BMI
$3.98B
| $68.2M | 0.02% |
842,835
-10,155
| -1% | -$839K |
|
1025
Stewart Information Services
STC
$2.09B
| $68M | 0.02% |
1,367,217
+50,235
| +4% | +$2.7M |
|
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.