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 | |
|---|---|---|---|---|---|---|
2226
Orrstown Financial Services
ORRF
$838M
| $9.33M | ﹤0.01% |
385,951
+38,550
| +11% | +$922K |
|
|
GNTY
2227
DELISTED
Guaranty Bancshares
GNTY
| $9.28M | ﹤0.01% |
255,869
+26,232
| +11% | +$930K |
|
2228
Upland Software
UPLD
$15.4M
| $9.27M | ﹤0.01% |
63,804
+22,532
| +55% | +$3.29M |
|
|
MODN
2229
DELISTED
MODEL N, INC.
MODN
| $9.25M | ﹤0.01% |
361,542
+26,100
| +8% | +$650K |
|
2230
Schrodinger
SDGR
$1.36B
| $9.16M | ﹤0.01% |
346,827
+246,650
| +246% | +$6.63M |
|
2231
Limoneira
LMNR
$251M
| $9.14M | ﹤0.01% |
648,361
+41,074
| +7% | +$517K |
|
2232
Aviat Networks
AVNW
$273M
| $9.09M | ﹤0.01% |
363,129
+10,464
| +3% | +$303K |
|
2233
STRATTEC Security
STRT
$361M
| $9.09M | ﹤0.01% |
274,099
+7,504
| +3% | +$256K |
|
|
FRGI
2234
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $9.07M | ﹤0.01% |
1,269,796
+74,559
| +6% | +$527K |
|
|
CFB
2235
DELISTED
CrossFirst Bankshares, Inc. Common Stock
CFB
| $9.04M | ﹤0.01% |
684,484
+184,331
| +37% | +$2.48M |
|
2236
Saga Communications
SGA
$63.9M
| $9.04M | ﹤0.01% |
363,594
+467
| +0.1% | +$10.8K |
|
2237
Nomura Holdings
NMR
$29.1B
| $9.02M | ﹤0.01% |
2,519,394
+759,002
| +43% | +$2.9M |
|
2238
Zillow
ZG
$7.63B
| $9M | ﹤0.01% |
282,889
+34,011
| +14% | +$1.34M |
|
2239
Braskem
BAK
$913M
| $8.96M | ﹤0.01% |
627,285
-10,351
| -2% | -$177K |
|
|
TRUE
2240
DELISTED
TrueCar
TRUE
| $8.96M | ﹤0.01% |
3,459,589
+600,202
| +21% | +$1.99M |
|
2241
Flexsteel Industries
FLXS
$311M
| $8.94M | ﹤0.01% |
496,824
-4,218
| -0.8% | -$84.5K |
|
2242
Liberty Global Class C
LBTYK
$3.49B
| $8.92M | ﹤0.01% |
403,691
+3,688
| +0.9% | +$89.9K |
|
2243
Atara Biotherapeutics
ATRA
$76.1M
| $8.92M | ﹤0.01% |
45,798
-7,812
| -15% | -$1.28M |
|
|
JAMF
2244
DELISTED
Jamf
JAMF
| $8.9M | ﹤0.01% |
359,364
+121,986
| +51% | +$3.42M |
|
2245
Hayward Holdings
HAYW
$3.36B
| $8.88M | ﹤0.01% |
617,298
+599,014
| +3,276% | +$9.24M |
|
2246
First Bank
FRBA
$454M
| $8.87M | ﹤0.01% |
634,786
+59,556
| +10% | +$841K |
|
2247
Astronics
ATRO
$3.84B
| $8.83M | ﹤0.01% |
1,041,593
+168,390
| +19% | +$1.52M |
|
|
EBTC
2248
DELISTED
Enterprise Bancorp
EBTC
| $8.82M | ﹤0.01% |
273,917
+11,104
| +4% | +$379K |
|
2249
Roku
ROKU
$22.7B
| $8.8M | ﹤0.01% |
107,113
+12,889
| +14% | +$1.25M |
|
2250
KVH Industries
KVHI
$157M
| $8.76M | ﹤0.01% |
1,006,921
+37,439
| +4% | +$305K |
|
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.