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 | |
|---|---|---|---|---|---|---|
|
BAND
3001
Bandwidth Inc
BAND
$1.43B
| $670K | ﹤0.01% |
35,530
-10,585
| -23% | -$245K |
|
|
ZVO
3002
DELISTED
Zovio Inc. Common Stock
ZVO
| $668K | ﹤0.01% |
689,104
-591,219
| -46% | -$483K |
|
3003
Fresenius Medical Care
FMS
$12.8B
| $664K | ﹤0.01% |
26,614
-3,486
| -12% | -$104K |
|
3004
Cogent Biosciences
COGT
$7.1B
| $662K | ﹤0.01% |
73,469
+2,046
| +3% | +$14K |
|
3005
NextDecade
NEXT
$1.79B
| $660K | ﹤0.01% |
148,719
+7,744
| +5% | +$48K |
|
3006
SentinelOne
S
$7.02B
| $660K | ﹤0.01% |
28,283
+1,154
| +4% | +$32.4K |
|
|
SYBX
3007
DELISTED
Synlogic
SYBX
| $660K | ﹤0.01% |
38,247
-1,386
| -3% | -$30K |
|
|
ALEX
3008
DELISTED
Alexander & Baldwin
ALEX
| $656K | ﹤0.01% |
36,592
+536
| +1% | +$11K |
|
3009
Sea Limited
SE
$68B
| $656K | ﹤0.01% |
9,815
+1,946
| +25% | +$166K |
|
3010
Voyager Therapeutics
VYGR
$189M
| $652K | ﹤0.01% |
110,426
+79,166
| +253% | +$535K |
|
3011
Ranger Energy Services
RNGR
$375M
| $650K | ﹤0.01% |
64,157
+20,922
| +48% | +$211K |
|
3012
Hennessy Advisors
HNNA
$77.9M
| $648K | ﹤0.01% |
62,029
-3,474
| -5% | -$35.4K |
|
|
PLL
3013
DELISTED
Piedmont Lithium
PLL
| $648K | ﹤0.01% |
+17,789
| New | +$1.05M |
|
|
SNCR
3014
DELISTED
Synchronoss Technologies
SNCR
| $648K | ﹤0.01% |
62,637
-26,341
| -30% | -$334K |
|
3015
Outset Medical
OM
$95.5M
| $645K | ﹤0.01% |
+2,892
| New | +$1.24M |
|
|
RDIB
3016
Reading International Class B
RDIB
$204M
| $637K | ﹤0.01% |
30,335
| – | – |
|
|
FMTX
3017
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
| $633K | ﹤0.01% |
91,928
-29,767
| -24% | -$209K |
|
3018
Grupo Aval
AVAL
$6.13B
| $630K | ﹤0.01% |
177,696
-2,279
| -1% | -$9.48K |
|
3019
EVI Industries
EVI
$180M
| $621K | ﹤0.01% |
62,148
-1,349
| -2% | -$18K |
|
|
CIZN
3020
DELISTED
Citizens Holding Co.
CIZN
| $620K | ﹤0.01% |
33,834
+120
| +0.4% | +$2.2K |
|
|
SCU
3021
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
| $616K | ﹤0.01% |
73,794
+35,518
| +93% | +$391K |
|
3022
IRIDEX
IRIX
$14.5M
| $613K | ﹤0.01% |
238,529
-2,200
| -0.9% | -$7.49K |
|
3023
Phillips Edison & Co
PECO
$5.28B
| $613K | ﹤0.01% |
18,362
-581
| -3% | -$19.7K |
|
3024
First Guaranty Bancshares
FGBI
$157M
| $609K | ﹤0.01% |
25,035
+1,466
| +6% | +$37.8K |
|
3025
SIFCO Industries
SIF
$172M
| $609K | ﹤0.01% |
196,534
-800
| -0.4% | -$3.19K |
|
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.