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 | |
|---|---|---|---|---|---|---|
1826
Equity Bancshares
EQBK
$1.05B
| $21.3M | 0.01% |
729,710
+49,555
| +7% | +$1.55M |
|
1827
Atlanticus Holdings
ATLC
$1.52B
| $21.1M | 0.01% |
600,200
-30,957
| -5% | -$1.24M |
|
|
SAGE
1828
DELISTED
Sage Therapeutics
SAGE
| $21.1M | 0.01% |
652,897
+481,867
| +282% | +$16.2M |
|
|
SPLK
1829
DELISTED
Splunk Inc
SPLK
| $21.1M | 0.01% |
238,350
+27,637
| +13% | +$3.04M |
|
|
AXON
1830
Axon Enterprise
AXON
$46.4B
| $21.1M | 0.01% |
226,166
-10,121
| -4% | -$1.07M |
|
|
AAN
1831
DELISTED
The Aaron's Company Inc
AAN
| $21.1M | 0.01% |
1,447,623
+25,692
| +2% | +$490K |
|
|
AZEK
1832
DELISTED
The AZEK Co
AZEK
| $21.1M | 0.01% |
1,257,682
+533,668
| +74% | +$11M |
|
|
SNBR
1833
DELISTED
Sleep Number
SNBR
| $21M | 0.01% |
679,717
-39,684
| -6% | -$1.68M |
|
|
NXRT
1834
NexPoint Residential Trust
NXRT
$652M
| $21M | 0.01% |
335,700
+230
| +0.1% | +$17.5K |
|
1835
SiriusPoint
SPNT
$2.68B
| $21M | 0.01% |
3,871,162
-278,930
| -7% | -$1.67M |
|
1836
Ultragenyx Pharmaceutical
RARE
$2.55B
| $21M | 0.01% |
351,252
-112,744
| -24% | -$6.94M |
|
1837
Travere Therapeutics
TVTX
$5.78B
| $20.9M | 0.01% |
864,060
-234,998
| -21% | -$5.91M |
|
1838
LSB Industries
LXU
$693M
| $20.9M | 0.01% |
1,507,077
+117,642
| +8% | +$2.35M |
|
|
PING
1839
DELISTED
Ping Identity Holding Corp.
PING
| $20.9M | 0.01% |
1,150,443
+263,073
| +30% | +$5.85M |
|
1840
Equinor
EQNR
$92.4B
| $20.9M | 0.01% |
600,273
-101,737
| -14% | -$3.64M |
|
|
NP
1841
DELISTED
Neenah, Inc. Common Stock
NP
| $20.8M | 0.01% |
610,683
-10,556
| -2% | -$395K |
|
1842
American Airlines Group
AAL
$10.6B
| $20.8M | 0.01% |
1,643,119
+174,707
| +12% | +$2.91M |
|
1843
Twilio
TWLO
$36.6B
| $20.8M | 0.01% |
248,323
-17,106
| -6% | -$1.91M |
|
1844
Zoom
ZM
$30.6B
| $20.8M | 0.01% |
192,623
-12,786
| -6% | -$1.35M |
|
1845
Prudential
PUK
$35.2B
| $20.7M | 0.01% |
825,882
-4,971
| -0.6% | -$128K |
|
1846
Miller Industries
MLR
$619M
| $20.7M | 0.01% |
913,662
+19,632
| +2% | +$499K |
|
|
GOLD
1847
Gold.com Inc
GOLD
$1.26B
| $20.7M | 0.01% |
641,480
-406
| -0.1% | -$14.6K |
|
1848
Dynatrace
DT
$14.2B
| $20.7M | 0.01% |
524,384
+45,331
| +9% | +$1.8M |
|
1849
IMAX
IMAX
$2.66B
| $20.7M | 0.01% |
1,222,701
+182,922
| +18% | +$2.97M |
|
1850
Central Pacific Financial
CPF
$1B
| $20.6M | 0.01% |
960,729
-8,625
| -0.9% | -$209K |
|
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.