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 | |
|---|---|---|---|---|---|---|
1976
Cato Corp
CATO
$66.1M
| $16.4M | 0.01% |
1,410,877
+52,362
| +4% | +$688K |
|
1977
Inogen
INGN
$164M
| $16.3M | 0.01% |
674,701
+173,781
| +35% | +$4.62M |
|
|
RUTH
1978
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
| $16.3M | 0.01% |
1,002,643
+8,298
| +0.8% | +$160K |
|
1979
Ferguson
FERG
$49.8B
| $16.3M | 0.01% |
145,729
+142,969
| +5,180% | +$17.3M |
|
1980
BILL Holdings
BILL
$4.78B
| $16.1M | 0.01% |
146,325
+13,154
| +10% | +$1.91M |
|
1981
GoPro
GPRO
$126M
| $16.1M | 0.01% |
2,908,083
+1,261,577
| +77% | +$9.22M |
|
1982
Build-A-Bear
BBW
$462M
| $16M | 0.01% |
976,859
-17,159
| -2% | -$313K |
|
|
DLA
1983
DELISTED
Delta Apparel Inc.
DLA
| $16M | 0.01% |
564,770
+15,642
| +3% | +$460K |
|
|
CWEN.A
1984
DELISTED
Clearway Energy Class A
CWEN.A
| $16M | 0.01% |
500,562
+2,875
| +0.6% | +$89.5K |
|
1985
ANI Pharmaceuticals
ANIP
$1.78B
| $16M | 0.01% |
538,743
+82,596
| +18% | +$2.38M |
|
1986
Open Text
OTEX
$6.04B
| $16M | 0.01% |
421,662
+2,815
| +0.7% | +$112K |
|
|
AGR
1987
DELISTED
Avangrid, Inc.
AGR
| $15.9M | 0.01% |
345,760
+6,852
| +2% | +$318K |
|
1988
Unisys
UIS
$217M
| $15.9M | 0.01% |
1,321,992
-139,102
| -10% | -$1.96M |
|
1989
Snowflake
SNOW
$115B
| $15.9M | 0.01% |
114,269
+15,577
| +16% | +$2.47M |
|
1990
CNB Financial Corp
CCNE
$1.03B
| $15.9M | 0.01% |
656,904
+23,607
| +4% | +$589K |
|
1991
Progyny
PGNY
$2.2B
| $15.9M | 0.01% |
546,903
-124,024
| -18% | -$4.44M |
|
1992
Liquidity Services
LQDT
$1.32B
| $15.8M | 0.01% |
1,173,892
-42,456
| -3% | -$625K |
|
|
CPRX
1993
DELISTED
Catalyst Pharmaceutical
CPRX
| $15.7M | 0.01% |
2,242,648
+97,394
| +5% | +$714K |
|
1994
Northeast Bank
NBN
$1.14B
| $15.7M | 0.01% |
429,577
+15,454
| +4% | +$559K |
|
1995
Datadog
DDOG
$84B
| $15.6M | 0.01% |
163,765
+24,219
| +17% | +$2.66M |
|
1996
Oil States International
OIS
$491M
| $15.6M | 0.01% |
2,873,263
+371,042
| +15% | +$2.59M |
|
|
GTY
1997
Getty Realty Corp
GTY
$2.07B
| $15.6M | 0.01% |
587,137
-314
| -0.1% | -$8.54K |
|
|
LGTY
1998
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $15.5M | 0.01% |
961,700
-5,916
| -0.6% | -$102K |
|
1999
Fossil Group
FOSL
$318M
| $15.5M | 0.01% |
2,998,938
+275,488
| +10% | +$2.23M |
|
|
AMNB
2000
DELISTED
American National Bankshares Inc
AMNB
| $15.5M | 0.01% |
447,358
+14,766
| +3% | +$523K |
|
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.