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 | |
|---|---|---|---|---|---|---|
1651
Honda
HMC
$41.3B
| $29.3M | 0.01% |
1,214,745
+217,070
| +22% | +$5.55M |
|
1652
CarGurus
CARG
$3.47B
| $29.3M | 0.01% |
1,363,109
+79,567
| +6% | +$2.35M |
|
1653
Vanda Pharmaceuticals
VNDA
$302M
| $29.2M | 0.01% |
2,680,025
+416,866
| +18% | +$4.32M |
|
1654
Ezcorp Inc
EZPW
$1.71B
| $29.1M | 0.01% |
3,874,931
+24,266
| +0.6% | +$177K |
|
|
BDN
1655
Brandywine Realty Trust
BDN
$554M
| $29.1M | 0.01% |
3,016,220
-24,036
| -0.8% | -$271K |
|
1656
Lloyds Banking Group
LYG
$91.3B
| $28.9M | 0.01% |
14,162,098
+1,716,122
| +14% | +$3.79M |
|
1657
Four Corners Property Trust
FCPT
$2.75B
| $28.9M | 0.01% |
1,087,198
+1,081
| +0.1% | +$29.4K |
|
1658
PJT Partners
PJT
$4.38B
| $28.8M | 0.01% |
410,446
-6,287
| -2% | -$437K |
|
1659
FRP Holdings
FRPH
$421M
| $28.8M | 0.01% |
955,492
+15,630
| +2% | +$456K |
|
|
VTLE
1660
DELISTED
Vital Energy
VTLE
| $28.8M | 0.01% |
418,118
+61,493
| +17% | +$4.93M |
|
1661
Sally Beauty Holdings
SBH
$1.58B
| $28.8M | 0.01% |
2,418,153
-126,808
| -5% | -$1.84M |
|
1662
Regional Management Corp
RM
$303M
| $28.8M | 0.01% |
769,708
-29,141
| -4% | -$1.29M |
|
1663
Tiptree Inc
TIPT
$675M
| $28.7M | 0.01% |
2,704,477
+53,574
| +2% | +$602K |
|
1664
Covenant Logistics
CVLG
$872M
| $28.7M | 0.01% |
2,289,060
+5,790
| +0.3% | +$62.2K |
|
|
ROIC
1665
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $28.7M | 0.01% |
1,816,510
+1,010
| +0.1% | +$18K |
|
|
GCP
1666
DELISTED
GCP Applied Technologies Inc.
GCP
| $28.6M | 0.01% |
913,980
-85,320
| -9% | -$2.66M |
|
|
NPTN
1667
DELISTED
NEOPHOTONICS CORP
NPTN
| $28.6M | 0.01% |
1,817,091
-109,897
| -6% | -$1.68M |
|
|
PDM
1668
Piedmont Realty Trust
PDM
$1.19B
| $28.6M | 0.01% |
2,177,312
-7,536
| -0.3% | -$113K |
|
|
DEA
1669
Easterly Government Properties
DEA
$1.18B
| $28.5M | 0.01% |
598,684
-7,776
| -1% | -$379K |
|
|
HONE
1670
DELISTED
HarborOne Bancorp
HONE
| $28.4M | 0.01% |
2,059,135
+194,903
| +10% | +$2.69M |
|
1671
Ichor Holdings
ICHR
$2.56B
| $28.3M | 0.01% |
1,090,877
+185,829
| +21% | +$5.38M |
|
1672
World Acceptance Corp
WRLD
$873M
| $28.3M | 0.01% |
252,162
-5,322
| -2% | -$837K |
|
1673
Smith & Wesson
SWBI
$637M
| $28.2M | 0.01% |
2,150,002
+202,652
| +10% | +$2.94M |
|
1674
Cheesecake Factory
CAKE
$5.33B
| $28.2M | 0.01% |
1,067,391
+22,700
| +2% | +$754K |
|
1675
Midland States Bancorp
MSBI
$695M
| $28.1M | 0.01% |
1,170,399
+103,362
| +10% | +$2.7M |
|
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.