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 | |
|---|---|---|---|---|---|---|
1476
Adtran
ADTN
$616M
| $39.4M | 0.01% |
2,246,802
-22,612
| -1% | -$409K |
|
|
KAMN
1477
DELISTED
Kaman Corp
KAMN
| $39.4M | 0.01% |
1,260,126
+137,729
| +12% | +$5.11M |
|
1478
Atlassian
TEAM
$37.8B
| $39.4M | 0.01% |
210,086
+8,534
| +4% | +$1.82M |
|
|
PAMT
1479
PAMT Corp
PAMT
$297M
| $39.3M | 0.01% |
1,435,227
-11,529
| -0.8% | -$326K |
|
1480
Clearwater Paper
CLW
$376M
| $39.3M | 0.01% |
1,168,659
-6,308
| -0.5% | -$197K |
|
1481
Planet Fitness
PLNT
$3.96B
| $39.1M | 0.01% |
575,287
+7,906
| +1% | +$584K |
|
|
AMED
1482
DELISTED
Amedisys
AMED
| $39.1M | 0.01% |
372,087
+20,704
| +6% | +$2.65M |
|
|
NATI
1483
DELISTED
National Instruments Corp
NATI
| $39.1M | 0.01% |
1,252,562
+48,666
| +4% | +$1.72M |
|
1484
Northwest Natural Holdings
NWN
$2.12B
| $39.1M | 0.01% |
736,119
-3,189
| -0.4% | -$165K |
|
1485
Gorman-Rupp
GRC
$2.21B
| $39.1M | 0.01% |
1,381,024
-5,031
| -0.4% | -$156K |
|
|
VRN
1486
DELISTED
Veren
VRN
| $39.1M | 0.01% |
5,485,804
+936,022
| +21% | +$7.34M |
|
|
HPP
1487
Hudson Pacific Properties
HPP
$779M
| $39M | 0.01% |
375,391
-12,339
| -3% | -$1.82M |
|
1488
Cracker Barrel
CBRL
$1.29B
| $39M | 0.01% |
466,527
+693
| +0.1% | +$72K |
|
1489
Veeva Systems
VEEV
$37.4B
| $38.9M | 0.01% |
196,260
+5,971
| +3% | +$1.1M |
|
1490
Ducommun
DCO
$2.98B
| $38.8M | 0.01% |
902,088
+11,954
| +1% | +$573K |
|
1491
RE/MAX Holdings
RMAX
$242M
| $38.8M | 0.01% |
1,582,019
+649,841
| +70% | +$15.8M |
|
|
QVCGA
1492
DELISTED
QVC Group Inc Series A
QVCGA
| $38.8M | 0.01% |
270,240
-10,481
| -4% | -$2.03M |
|
|
AY
1493
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $38.7M | 0.01% |
1,198,368
+43,654
| +4% | +$1.42M |
|
1494
Horizon Bancorp
HBNC
$1.04B
| $38.6M | 0.01% |
2,213,904
+199,480
| +10% | +$3.55M |
|
1495
National Vision
EYE
$1.81B
| $38.6M | 0.01% |
1,402,233
+246,323
| +21% | +$8.12M |
|
1496
America's Car Mart
CRMT
$26.9M
| $38.5M | 0.01% |
382,747
+27,559
| +8% | +$2.51M |
|
1497
Pinnacle West Capital
PNW
$12.2B
| $38.4M | 0.01% |
525,620
+31,105
| +6% | +$2.33M |
|
1498
Cactus
WHD
$5.44B
| $38.4M | 0.01% |
952,353
+1,783
| +0.2% | +$89.7K |
|
1499
Lindsay Corp
LNN
$1.18B
| $38.3M | 0.01% |
288,574
-1,133
| -0.4% | -$150K |
|
1500
Copa Holdings
CPA
$5.8B
| $38.3M | 0.01% |
604,440
+80,953
| +15% | +$5.71M |
|
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.