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 | |
|---|---|---|---|---|---|---|
1301
National Beverage
FIZZ
$3B
| $49.1M | 0.02% |
1,004,205
+18,689
| +2% | +$872K |
|
1302
MSC Industrial Direct
MSM
$6.91B
| $49.1M | 0.02% |
654,285
+26,049
| +4% | +$2.14M |
|
1303
Hawaiian Electric Industries
HE
$2.16B
| $49M | 0.02% |
1,197,852
+19,335
| +2% | +$813K |
|
1304
Resources Connection
RGP
$148M
| $48.9M | 0.02% |
2,401,503
+34,459
| +1% | +$615K |
|
1305
Erie Indemnity
ERIE
$13.5B
| $48.9M | 0.02% |
254,266
-586
| -0.2% | -$102K |
|
1306
Acco Brands
ACCO
$408M
| $48.8M | 0.02% |
7,476,654
+188,663
| +3% | +$1.37M |
|
1307
ONE Gas
OGS
$5.03B
| $48.8M | 0.02% |
600,973
+8,494
| +1% | +$727K |
|
1308
Hexcel
HXL
$7.77B
| $48.8M | 0.02% |
932,682
+98,078
| +12% | +$5.38M |
|
1309
Standex International
SXI
$4.14B
| $48.6M | 0.02% |
573,486
-4,873
| -0.8% | -$456K |
|
1310
Bio-Techne
TECH
$11.3B
| $48.5M | 0.02% |
560,008
-48,036
| -8% | -$4.5M |
|
1311
Alliant Energy
LNT
$18.1B
| $48.5M | 0.02% |
827,169
+11,256
| +1% | +$679K |
|
|
NFBK
1312
DELISTED
Northfield Bancorp
NFBK
| $48.4M | 0.02% |
3,712,199
+129,824
| +4% | +$1.7M |
|
1313
Portland General Electric
POR
$5.8B
| $48.3M | 0.02% |
999,256
+19,076
| +2% | +$949K |
|
1314
HealthEquity
HQY
$8.77B
| $48.1M | 0.02% |
784,162
+84,643
| +12% | +$5.42M |
|
|
CDK
1315
DELISTED
CDK Global, Inc.
CDK
| $48.1M | 0.02% |
877,652
-165,241
| -16% | -$8.93M |
|
1316
Euronet Worldwide
EEFT
$2.67B
| $47.9M | 0.02% |
476,630
+54,502
| +13% | +$6.45M |
|
1317
Addus HomeCare
ADUS
$2.24B
| $47.9M | 0.02% |
575,640
+9,185
| +2% | +$770K |
|
1318
Heritage Financial
HFWA
$1.22B
| $47.9M | 0.02% |
1,902,909
+103,715
| +6% | +$2.59M |
|
1319
CVR Energy
CVI
$3.13B
| $47.8M | 0.02% |
1,427,614
+155,308
| +12% | +$4.96M |
|
|
HBI
1320
DELISTED
Hanesbrands
HBI
| $47.8M | 0.02% |
4,641,039
+98,230
| +2% | +$1.22M |
|
1321
Magnolia Oil & Gas
MGY
$6B
| $47.7M | 0.02% |
2,269,752
+323,175
| +17% | +$8.08M |
|
1322
Southside Bancshares
SBSI
$972M
| $47.6M | 0.02% |
1,273,091
+10,320
| +0.8% | +$402K |
|
1323
Intellia Therapeutics
NTLA
$1.66B
| $47.6M | 0.02% |
918,898
-26,849
| -3% | -$1.36M |
|
|
JBGS
1324
JBG SMITH
JBGS
$710M
| $47.5M | 0.02% |
2,011,159
-29,617
| -1% | -$766K |
|
1325
United Parks & Resorts
PRKS
$2.11B
| $47.5M | 0.02% |
1,075,641
+16,600
| +2% | +$965K |
|
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.