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 | |
|---|---|---|---|---|---|---|
1326
Gerdau
GGB
$9.72B
| $47.5M | 0.02% |
13,940,081
+26,328
| +0.2% | +$117K |
|
|
SRCL
1327
DELISTED
Stericycle Inc
SRCL
| $47.5M | 0.02% |
1,083,001
+220,857
| +26% | +$10.9M |
|
|
SGI
1328
Somnigroup International
SGI
$13.7B
| $47.4M | 0.02% |
2,219,274
+7,636
| +0.3% | +$197K |
|
1329
Triumph Financial Inc
TFIN
$1.83B
| $47.4M | 0.02% |
756,984
-94,327
| -11% | -$6.68M |
|
|
SCS
1330
DELISTED
Steelcase
SCS
| $47.2M | 0.02% |
4,399,829
+240,788
| +6% | +$2.79M |
|
1331
Pacira BioSciences
PCRX
$1.01B
| $47.2M | 0.02% |
809,336
+50,941
| +7% | +$3.34M |
|
1332
Brookdale Senior Living
BKD
$3.4B
| $47M | 0.02% |
10,356,951
+83,518
| +0.8% | +$493K |
|
1333
Talos Energy
TALO
$2.39B
| $47M | 0.02% |
3,038,268
+454,346
| +18% | +$8.84M |
|
1334
SPS Commerce
SPSC
$2.63B
| $47M | 0.02% |
415,704
+7,326
| +2% | +$829K |
|
1335
Park National Corp
PRK
$3.69B
| $47M | 0.02% |
387,505
-403
| -0.1% | -$48.5K |
|
|
TRQ
1336
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $46.9M | 0.02% |
1,751,128
+36,654
| +2% | +$1.04M |
|
1337
Vail Resorts
MTN
$5.31B
| $46.8M | 0.02% |
214,803
+4,854
| +2% | +$1.19M |
|
1338
Blackbaud
BLKB
$2.08B
| $46.8M | 0.02% |
805,357
+28,442
| +4% | +$1.65M |
|
1339
Shinhan Financial Group
SHG
$35.7B
| $46.7M | 0.02% |
1,634,599
+32,892
| +2% | +$1.07M |
|
1340
AdvanSix
ASIX
$449M
| $46.7M | 0.02% |
1,395,559
+20,719
| +2% | +$925K |
|
1341
GoDaddy
GDDY
$11.5B
| $46.6M | 0.02% |
669,569
+10,196
| +2% | +$775K |
|
1342
Incyte
INCY
$24.4B
| $46.5M | 0.02% |
612,679
+16,657
| +3% | +$1.26M |
|
1343
News Corp Class B
NWS
$17.6B
| $46.5M | 0.02% |
2,925,252
+227,030
| +8% | +$4.23M |
|
1344
BioMarin Pharmaceuticals
BMRN
$12.4B
| $46.5M | 0.02% |
560,564
+6,434
| +1% | +$512K |
|
1345
Perdoceo Education
PRDO
$2.14B
| $46.2M | 0.02% |
3,923,366
+414,845
| +12% | +$4.55M |
|
1346
Myriad Genetics
MYGN
$311M
| $46.2M | 0.02% |
2,541,207
-19,737
| -0.8% | -$410K |
|
1347
Etsy
ETSY
$7.93B
| $46M | 0.02% |
628,515
-1,152
| -0.2% | -$105K |
|
1348
ICU Medical
ICUI
$4.53B
| $46M | 0.02% |
279,829
-62,624
| -18% | -$12.1M |
|
|
NWLI
1349
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $46M | 0.02% |
226,741
+4,780
| +2% | +$978K |
|
1350
APA Corp
APA
$13.2B
| $45.9M | 0.02% |
1,313,408
-49,428
| -4% | -$2.1M |
|
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.