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 | |
|---|---|---|---|---|---|---|
1626
Globant
GLOB
$1.61B
| $30.4M | 0.01% |
174,576
-14,113
| -7% | -$2.87M |
|
1627
First Community Bankshares
FCBC
$911M
| $30.3M | 0.01% |
1,030,422
+12,399
| +1% | +$346K |
|
|
IRBT
1628
DELISTED
iRobot
IRBT
| $30.3M | 0.01% |
823,753
+131,460
| +19% | +$6.35M |
|
|
HTBK
1629
DELISTED
Heritage Commerce
HTBK
| $30.3M | 0.01% |
2,831,316
+124,703
| +5% | +$1.39M |
|
1630
Donnelley Financial Solutions
DFIN
$1.16B
| $30.3M | 0.01% |
1,032,956
-92,823
| -8% | -$2.75M |
|
|
AXNX
1631
DELISTED
Axonics, Inc. Common Stock
AXNX
| $30.1M | 0.01% |
531,700
-118,340
| -18% | -$6.49M |
|
|
SWI
1632
DELISTED
SolarWinds Corporation Common Stock
SWI
| $30M | 0.01% |
2,930,313
+1,841,376
| +169% | +$21.8M |
|
1633
Yeti Holdings
YETI
$3.95B
| $30M | 0.01% |
693,076
+63,772
| +10% | +$3.1M |
|
1634
Protolabs
PRLB
$2.13B
| $30M | 0.01% |
626,794
+200,600
| +47% | +$9.3M |
|
1635
ADT
ADT
$5.58B
| $29.9M | 0.01% |
4,868,588
+770,676
| +19% | +$5.37M |
|
|
RYZ
1636
Ryerson Holding Corp
RYZ
$1.46B
| $29.9M | 0.01% |
1,406,304
+84,867
| +6% | +$2.66M |
|
1637
Zillow
Z
$7.56B
| $29.9M | 0.01% |
942,398
+271,261
| +40% | +$10.9M |
|
1638
Sunstone Hotel Investors
SHO
$2.06B
| $29.9M | 0.01% |
3,015,963
-49,625
| -2% | -$567K |
|
1639
HEICO Corp Class A
HEI.A
$37.2B
| $29.9M | 0.01% |
283,296
-20,513
| -7% | -$2.36M |
|
1640
Dave & Buster's
PLAY
$357M
| $29.8M | 0.01% |
909,546
+82,844
| +10% | +$3.32M |
|
1641
Forrester Research
FORR
$224M
| $29.8M | 0.01% |
622,903
-1,498
| -0.2% | -$77.6K |
|
1642
Agios Pharmaceuticals
AGIO
$1.93B
| $29.8M | 0.01% |
1,343,157
+332,541
| +33% | +$7.51M |
|
1643
Televisa
TV
$1.49B
| $29.7M | 0.01% |
3,632,764
-23,362
| -0.6% | -$220K |
|
1644
Donegal Group Class A
DGICA
$714M
| $29.7M | 0.01% |
1,740,890
+54,129
| +3% | +$812K |
|
1645
Nokia
NOK
$52.3B
| $29.6M | 0.01% |
6,426,587
+1,396,944
| +28% | +$6.98M |
|
1646
STAAR Surgical
STAA
$1.21B
| $29.6M | 0.01% |
417,489
+13,079
| +3% | +$843K |
|
1647
Enerpac Tool Group
EPAC
$1.93B
| $29.6M | 0.01% |
1,554,252
-828
| -0.1% | -$16.7K |
|
1648
Huazhu Hotels Group
HTHT
$13B
| $29.5M | 0.01% |
775,896
-107,656
| -12% | -$3.37M |
|
1649
Pan American Silver
PAAS
$21.6B
| $29.4M | 0.01% |
1,494,625
+246,185
| +20% | +$5.9M |
|
1650
Sterling Infrastructure
STRL
$16.7B
| $29.3M | 0.01% |
1,338,928
+15,487
| +1% | +$372K |
|
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.