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 | |
|---|---|---|---|---|---|---|
3051
Trinity Capital Inc.
TRIN
$1.59B
| $535K | ﹤0.01% |
+36,929
| New | +$605K |
|
3052
Smart Sand
SND
$187M
| $528K | ﹤0.01% |
263,964
+36,083
| +16% | +$125K |
|
3053
Bloom Energy
BE
$71.2B
| $526K | ﹤0.01% |
31,867
-516
| -2% | -$9.45K |
|
|
AIOT
3054
PowerFleet Inc
AIOT
$553M
| $526K | ﹤0.01% |
242,956
-4,592
| -2% | -$11.7K |
|
3055
Enel Chile
ENIC
$6.35B
| $523K | ﹤0.01% |
468,806
-750,303
| -62% | -$1.03M |
|
3056
First Capital
FCAP
$214M
| $521K | ﹤0.01% |
19,250
+54
| +0.3% | +$1.84K |
|
|
SFIX
3057
Stitch Fix
SFIX
$535M
| $519K | ﹤0.01% |
105,033
-26,204
| -20% | -$219K |
|
|
OPOF
3058
DELISTED
Old Point Financial
OPOF
| $518K | ﹤0.01% |
20,480
| – | – |
|
|
VIOT
3059
Viomi Technology
VIOT
$49.9M
| $517K | ﹤0.01% |
301,040
-22,097
| -7% | -$35.7K |
|
|
CPAC
3060
Cementos Pacasmayo
CPAC
$1.03B
| $512K | ﹤0.01% |
108,721
+10,047
| +10% | +$56.3K |
|
3061
PagerDuty
PD
$861M
| $507K | ﹤0.01% |
20,456
-88,679
| -81% | -$2.44M |
|
|
PRTY
3062
DELISTED
Party City Holdco Inc.
PRTY
| $503K | ﹤0.01% |
380,895
-325,150
| -46% | -$719K |
|
3063
MiMedx Group
MDXG
$603M
| $502K | ﹤0.01% |
+144,642
| New | +$566K |
|
3064
Intercorp Financial Services
IFS
$6.53B
| $501K | ﹤0.01% |
21,425
+3,804
| +22% | +$105K |
|
3065
Bally's
BALY
$676M
| $500K | ﹤0.01% |
25,275
-22,033
| -47% | -$570K |
|
|
WTT
3066
DELISTED
Wireless Telecom Group, Inc.
WTT
| $495K | ﹤0.01% |
375,235
| – | – |
|
|
SGMA
3067
DELISTED
Sigmatron International
SGMA
| $489K | ﹤0.01% |
69,269
-5,250
| -7% | -$34.5K |
|
|
ALR
3068
DELISTED
AlerisLife Inc
ALR
| $488K | ﹤0.01% |
407,496
-23,091
| -5% | -$37.5K |
|
3069
Caledonia Mining Corp
CMCL
$391M
| $486K | ﹤0.01% |
44,459
+9,128
| +26% | +$124K |
|
|
CNF
3070
CNFinance Holdings
CNF
$36.6M
| $486K | ﹤0.01% |
19,010
+12,884
| +210% | +$365K |
|
|
SFBC
3071
Sound Financial Bancorp
SFBC
$112M
| $484K | ﹤0.01% |
12,750
| – | – |
|
3072
Quest Resource Holding
QRHC
$26.6M
| $483K | ﹤0.01% |
118,133
+7,590
| +7% | +$38K |
|
|
CELL
3073
DELISTED
PhenomeX Inc. Common Stock
CELL
| $481K | ﹤0.01% |
+96,893
| New | +$508K |
|
|
ELP
3074
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $480K | ﹤0.01% |
93,256
+283
| +0.3% | +$1.62K |
|
|
FSR
3075
DELISTED
Fisker Inc.
FSR
| $479K | ﹤0.01% |
55,950
-842
| -1% | -$8.72K |
|
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.