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 | |
|---|---|---|---|---|---|---|
3126
KE Holdings
BEKE
$18.6B
| $379K | ﹤0.01% |
21,092
+816
| +4% | +$11.5K |
|
|
PMD
3127
DELISTED
Psychemedics Corporation
PMD
| $379K | ﹤0.01% |
59,829
-478
| -0.8% | -$3.06K |
|
3128
Airbnb
ABNB
$90.5B
| $378K | ﹤0.01% |
4,240
+1,721
| +68% | +$224K |
|
|
CARV
3129
DELISTED
Carver Bancorp
CARV
| $378K | ﹤0.01% |
65,706
+22,634
| +53% | +$179K |
|
3130
TIM SA
TIMB
$8.73B
| $374K | ﹤0.01% |
30,967
+978
| +3% | +$13.4K |
|
|
PSTX
3131
DELISTED
Poseida Therapeutics, Inc. Common Stock
PSTX
| $374K | ﹤0.01% |
145,032
+465
| +0.3% | +$1.29K |
|
|
SALM
3132
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $372K | ﹤0.01% |
175,303
+11,942
| +7% | +$33.8K |
|
|
FORTY
3133
Formula Systems
FORTY
$1.67B
| $371K | ﹤0.01% |
3,998
| – | – |
|
|
ITOS
3134
DELISTED
iTeos Therapeutics
ITOS
| $368K | ﹤0.01% |
17,874
-110,216
| -86% | -$2.62M |
|
3135
Mammoth Energy Services
TUSK
$137M
| $367K | ﹤0.01% |
166,941
+67,111
| +67% | +$150K |
|
|
AENZ
3136
DELISTED
Aenza S.A.A.
AENZ
| $366K | ﹤0.01% |
101,668
| – | – |
|
3137
Aterian
ATER
$5.5M
| $365K | ﹤0.01% |
+14,090
| New | +$623K |
|
|
PINE
3138
Alpine Income Property Trust
PINE
$352M
| $364K | ﹤0.01% |
20,311
-600
| -3% | -$11.1K |
|
3139
Alight
ALIT
$380M
| $361K | ﹤0.01% |
2,675
-186
| -7% | -$30.5K |
|
|
MRNS
3140
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $360K | ﹤0.01% |
74,511
-13,874
| -16% | -$84.4K |
|
|
SPPI
3141
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $358K | ﹤0.01% |
459,885
-70,060
| -13% | -$61.7K |
|
|
DBD
3142
DELISTED
Diebold Nixdorf Incorporated
DBD
| $357K | ﹤0.01% |
157,209
-121,009
| -43% | -$451K |
|
|
KLRS
3143
Kalaris Therapeutics
KLRS
$99.7M
| $356K | ﹤0.01% |
3,961
+901
| +29% | +$94.5K |
|
3144
Bioceres Crop Solutions
BIOX
$23.2M
| $354K | ﹤0.01% |
25,776
| – | – |
|
3145
Lake Shore Bancorp
LSBK
$134M
| $352K | ﹤0.01% |
25,160
| – | – |
|
3146
NCS Multistage Holdings
NCSM
$124M
| $352K | ﹤0.01% |
11,504
+6,242
| +119% | +$260K |
|
3147
SelectQuote
SLQT
$122M
| $351K | ﹤0.01% |
141,198
-23,930
| -14% | -$61.3K |
|
3148
Woori Financial
WF
$16.9B
| $351K | ﹤0.01% |
12,473
-1,856
| -13% | -$65.3K |
|
|
AATC
3149
DELISTED
Autoscope Technologies Corporation Common Stock
AATC
| $351K | ﹤0.01% |
64,337
+2,386
| +4% | +$14.4K |
|
|
AFBI
3150
DELISTED
Affinity Bancshares
AFBI
| $348K | ﹤0.01% |
23,404
+1,144
| +5% | +$17.1K |
|
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.