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 | |
|---|---|---|---|---|---|---|
|
MCBC
2076
DELISTED
Macatawa Bank Corp
MCBC
| $13.4M | ﹤0.01% |
1,514,315
+32,873
| +2% | +$294K |
|
2077
Lennar Class B
LEN.B
$20.8B
| $13.4M | ﹤0.01% |
239,870
+26,862
| +13% | +$1.63M |
|
|
KBAL
2078
DELISTED
Kimball International
KBAL
| $13.4M | ﹤0.01% |
1,742,083
-7,290
| -0.4% | -$59.7K |
|
2079
Ceco Environmental
CECO
$4.14B
| $13.3M | ﹤0.01% |
2,227,549
-9,879
| -0.4% | -$54.7K |
|
|
BHVN
2080
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $13.3M | ﹤0.01% |
91,363
+8,764
| +11% | +$1.12M |
|
2081
FerroAtlántica
GSM
$839M
| $13.2M | ﹤0.01% |
2,226,535
+22,846
| +1% | +$160K |
|
2082
Hurco Companies Inc
HURC
$143M
| $13.2M | ﹤0.01% |
534,193
-2,741
| -0.5% | -$75.8K |
|
2083
SIGA Technologies
SIGA
$219M
| $13.2M | ﹤0.01% |
1,138,032
+185,398
| +19% | +$1.67M |
|
2084
Grupo Aeroportuario del Pacifico
PAC
$13.3B
| $13.2M | ﹤0.01% |
94,288
+11,424
| +14% | +$1.68M |
|
2085
Utah Medical Products
UTMD
$225M
| $13.1M | ﹤0.01% |
152,952
+3,259
| +2% | +$278K |
|
2086
Extreme Networks
EXTR
$3.15B
| $13.1M | ﹤0.01% |
1,465,297
+397,345
| +37% | +$4.04M |
|
2087
Weatherford International
WFRD
$6.22B
| $13.1M | ﹤0.01% |
616,974
+140,175
| +29% | +$4.46M |
|
|
VOXX
2088
DELISTED
VOXX International Corporation Class A
VOXX
| $13.1M | ﹤0.01% |
1,402,911
+29,649
| +2% | +$244K |
|
2089
OneSpan
OSPN
$618M
| $13M | ﹤0.01% |
1,095,688
-64,715
| -6% | -$853K |
|
2090
Under Armour Class C
UA
$2.53B
| $13M | ﹤0.01% |
1,718,051
+247,857
| +17% | +$2.79M |
|
2091
OrthoPediatrics
KIDS
$595M
| $12.9M | ﹤0.01% |
298,997
+23,811
| +9% | +$1.09M |
|
2092
FuelCell Energy
FCEL
$1.63B
| $12.9M | ﹤0.01% |
114,458
+60,919
| +114% | +$7.68M |
|
2093
Southern First Bancshares
SFST
$600M
| $12.8M | ﹤0.01% |
294,290
+5,767
| +2% | +$262K |
|
|
SGMO
2094
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $12.8M | ﹤0.01% |
3,083,627
+242,734
| +9% | +$1.05M |
|
|
SEI
2095
Solaris Energy Infrastructure
SEI
$3.82B
| $12.7M | ﹤0.01% |
1,164,274
+193,031
| +20% | +$2.32M |
|
2096
Lands' End
LE
$403M
| $12.6M | ﹤0.01% |
1,185,620
+165,024
| +16% | +$2.17M |
|
2097
Fortis
FTS
$28.7B
| $12.6M | ﹤0.01% |
266,298
+53,363
| +25% | +$2.62M |
|
2098
WPP
WPP
$5.94B
| $12.6M | ﹤0.01% |
248,769
-4,569
| -2% | -$268K |
|
|
EVOP
2099
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $12.6M | ﹤0.01% |
534,846
+123,356
| +30% | +$2.81M |
|
2100
Weyco Group
WEYS
$440M
| $12.6M | ﹤0.01% |
514,007
+3,905
| +0.8% | +$105K |
|
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.