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 | |
|---|---|---|---|---|---|---|
1201
National Bank Holdings
NBHC
$1.91B
| $55.9M | 0.02% |
1,461,092
+1,049
| +0.1% | +$40.8K |
|
1202
Apogee Enterprises
APOG
$908M
| $55.9M | 0.02% |
1,425,080
-17,433
| -1% | -$746K |
|
|
HR
1203
DELISTED
Healthcare Realty Trust Incorporated
HR
| $55.8M | 0.02% |
2,049,788
-13,066
| -0.6% | -$365K |
|
1204
National Healthcare
NHC
$3.41B
| $55.6M | 0.02% |
795,650
+35,493
| +5% | +$2.49M |
|
1205
DT Midstream
DTM
$13.5B
| $55.6M | 0.02% |
1,134,414
+247,395
| +28% | +$13.5M |
|
1206
Columbia Sportswear
COLM
$2.91B
| $55.6M | 0.02% |
776,335
+69,565
| +10% | +$5.56M |
|
1207
Quanex
NX
$999M
| $55.5M | 0.02% |
2,440,516
+53,179
| +2% | +$1.11M |
|
1208
Gen Digital
GEN
$17.2B
| $55.5M | 0.02% |
2,527,908
-28,968
| -1% | -$712K |
|
1209
Stratasys
SSYS
$770M
| $55.4M | 0.02% |
2,958,538
+461,177
| +18% | +$9.08M |
|
1210
LXP Industrial Trust
LXP
$3.57B
| $55.4M | 0.02% |
1,031,342
-1,842
| -0.2% | -$111K |
|
|
TWTR
1211
DELISTED
Twitter, Inc.
TWTR
| $55.3M | 0.02% |
1,480,112
-139,535
| -9% | -$5.99M |
|
1212
Carter's
CRI
$1.48B
| $55.2M | 0.02% |
783,895
+44,335
| +6% | +$3.57M |
|
1213
Warrior Met Coal
HCC
$4.73B
| $55.2M | 0.02% |
1,801,858
+63,304
| +4% | +$2.19M |
|
1214
Viavi Solutions
VIAV
$9.63B
| $55.1M | 0.02% |
4,167,706
+215,746
| +5% | +$3.11M |
|
1215
AeroVironment
AVAV
$8.8B
| $55.1M | 0.02% |
670,758
-28,644
| -4% | -$2.54M |
|
1216
Domino's
DPZ
$11.7B
| $55M | 0.02% |
141,249
-7,274
| -5% | -$2.69M |
|
1217
Ovintiv
OVV
$16.6B
| $55M | 0.02% |
1,244,960
+781,357
| +169% | +$40.3M |
|
1218
Piper Sandler
PIPR
$5.3B
| $55M | 0.02% |
1,940,044
-1,228
| -0.1% | -$37.1K |
|
1219
Marcus & Millichap
MMI
$1.23B
| $55M | 0.02% |
1,486,047
+45,447
| +3% | +$1.98M |
|
1220
J&J Snack Foods
JJSF
$1.67B
| $55M | 0.02% |
393,554
+8,089
| +2% | +$1.11M |
|
1221
Metallus
MTUS
$904M
| $55M | 0.02% |
2,937,621
+48,715
| +2% | +$1.03M |
|
1222
Masco
MAS
$15.2B
| $54.9M | 0.02% |
1,085,755
-4,381
| -0.4% | -$232K |
|
1223
Kelly Services Class A
KELYA
$537M
| $54.9M | 0.02% |
2,769,344
+73,287
| +3% | +$1.44M |
|
1224
Ryman Hospitality Properties
RHP
$7.75B
| $54.9M | 0.02% |
722,206
-1,156
| -0.2% | -$102K |
|
1225
EPAM Systems
EPAM
$5.04B
| $54.9M | 0.02% |
186,107
-73
| -0% | -$22.3K |
|
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.