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 | |
|---|---|---|---|---|---|---|
2651
Reading International Class A
RDI
$34.3M
| $2.68M | ﹤0.01% |
742,915
-11,424
| -2% | -$43K |
|
2652
GSI Technology
GSIT
$258M
| $2.66M | ﹤0.01% |
772,130
+8,967
| +1% | +$32.3K |
|
2653
Graham Corp
GHM
$1.31B
| $2.66M | ﹤0.01% |
384,357
-259
| -0.1% | -$1.96K |
|
|
ITI
2654
DELISTED
Iteris, Inc.
ITI
| $2.66M | ﹤0.01% |
920,521
+196,160
| +27% | +$545K |
|
|
GTHX
2655
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $2.66M | ﹤0.01% |
537,987
-28,024
| -5% | -$155K |
|
|
SBT
2656
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $2.66M | ﹤0.01% |
465,800
+40,207
| +9% | +$263K |
|
|
VNTR
2657
DELISTED
Venator Materials PLC
VNTR
| $2.65M | ﹤0.01% |
1,276,155
-29,433
| -2% | -$60.1K |
|
2658
Descartes Systems
DSGX
$6.82B
| $2.65M | ﹤0.01% |
42,701
-6
| -0% | -$374 |
|
2659
Electromed
ELMD
$349M
| $2.64M | ﹤0.01% |
273,567
+4,856
| +2% | +$57.4K |
|
|
KALV
2660
DELISTED
KalVista Pharmaceuticals
KALV
| $2.6M | ﹤0.01% |
264,478
+188,926
| +250% | +$2.08M |
|
|
MNTV
2661
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $2.6M | ﹤0.01% |
295,387
-185,825
| -39% | -$2.49M |
|
2662
Nurix Therapeutics
NRIX
$2.65B
| $2.59M | ﹤0.01% |
204,302
-33,223
| -14% | -$377K |
|
|
IMOS
2663
ChipMOS TECHNOLOGIES
IMOS
$1.83B
| $2.58M | ﹤0.01% |
103,316
-1,525
| -1% | -$49.5K |
|
2664
Hovnanian Enterprises
HOV
$807M
| $2.58M | ﹤0.01% |
60,315
-1,150
| -2% | -$55.8K |
|
2665
SB Financial Group
SBFG
$169M
| $2.57M | ﹤0.01% |
148,743
+1,513
| +1% | +$27.7K |
|
2666
Ampco-Pittsburgh
AP
$193M
| $2.56M | ﹤0.01% |
661,673
+1,225
| +0.2% | +$5.85K |
|
|
CTLP
2667
DELISTED
Cantaloupe
CTLP
| $2.56M | ﹤0.01% |
457,361
+121,188
| +36% | +$644K |
|
|
AIFU
2668
AIFU Inc
AIFU
$221M
| $2.55M | ﹤0.01% |
1,233
+114
| +10% | +$263K |
|
2669
Kura Sushi USA
KRUS
$593M
| $2.54M | ﹤0.01% |
51,402
+30,410
| +145% | +$1.36M |
|
|
BRT
2670
BRT Apartments
BRT
$271M
| $2.54M | ﹤0.01% |
118,295
-38
| -0% | -$837 |
|
2671
Asure Software
ASUR
$250M
| $2.54M | ﹤0.01% |
444,919
+62,460
| +16% | +$372K |
|
2672
Bridgford Foods
BRID
$56.5M
| $2.54M | ﹤0.01% |
192,334
-1,699
| -0.9% | -$20.9K |
|
|
ALYA
2673
DELISTED
Alithya Group Inc Class A Subordinate Voting Shares
ALYA
| $2.53M | ﹤0.01% |
1,050,644
-1,160
| -0.1% | -$2.73K |
|
2674
Brookfield Infrastructure
BIPC
$4.85B
| $2.53M | ﹤0.01% |
59,427
+39,606
| +200% | +$1.87M |
|
2675
ASE Group
ASX
$82.2B
| $2.51M | ﹤0.01% |
486,271
-12,609
| -3% | -$84K |
|
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.