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 | |
|---|---|---|---|---|---|---|
|
TTM
1751
DELISTED
Tata Motors Limited
TTM
| $24.3M | 0.01% |
939,474
+74,363
| +9% | +$2.03M |
|
1752
Eastern Bankshares
EBC
$5.23B
| $24.3M | 0.01% |
1,313,813
+993,680
| +310% | +$19.3M |
|
1753
Distribution Solutions Group
DSGR
$1.61B
| $24.2M | 0.01% |
940,676
+11,596
| +1% | +$242K |
|
1754
Franklin Covey
FC
$246M
| $24.1M | 0.01% |
522,260
-7,542
| -1% | -$300K |
|
1755
Verra Mobility
VRRM
$744M
| $24.1M | 0.01% |
1,533,294
+294,412
| +24% | +$4.47M |
|
1756
NRC Health Common Stock
NRC
$450M
| $24M | 0.01% |
627,987
+1,153
| +0.2% | +$41.7K |
|
|
CCF
1757
DELISTED
Chase Corporation
CCF
| $24M | 0.01% |
308,054
+3,368
| +1% | +$276K |
|
1758
Telkom Indonesia
TLK
$14.9B
| $24M | 0.01% |
885,901
-30,803
| -3% | -$920K |
|
1759
Stoneridge
SRI
$213M
| $24M | 0.01% |
1,396,822
+58,549
| +4% | +$1.11M |
|
|
XYZ
1760
Block Inc
XYZ
$47.5B
| $23.9M | 0.01% |
388,705
+110,388
| +40% | +$10.1M |
|
1761
Li Auto
LI
$12.7B
| $23.8M | 0.01% |
620,282
-71,204
| -10% | -$1.9M |
|
1762
Woodside Energy
WDS
$42.6B
| $23.8M | 0.01% |
+1,101,933
| New | +$25M |
|
1763
Qfin Holdings
QFIN
$1.61B
| $23.8M | 0.01% |
1,373,524
+416,352
| +43% | +$6.18M |
|
1764
CrowdStrike
CRWD
$218B
| $23.7M | 0.01% |
563,340
+45,072
| +9% | +$2.04M |
|
|
SHYF
1765
DELISTED
The Shyft Group
SHYF
| $23.7M | 0.01% |
1,277,054
-22,003
| -2% | -$539K |
|
1766
Bank of Marin Bancorp
BMRC
$459M
| $23.7M | 0.01% |
745,024
+22,351
| +3% | +$723K |
|
1767
First Internet Bancorp
INBK
$255M
| $23.7M | 0.01% |
642,977
+21,549
| +3% | +$829K |
|
1768
UFP Technologies
UFPT
$2.43B
| $23.7M | 0.01% |
297,239
+7,552
| +3% | +$555K |
|
1769
Sierra Bancorp
BSRR
$525M
| $23.6M | 0.01% |
1,084,484
+24,371
| +2% | +$544K |
|
1770
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $23.5M | 0.01% |
5,197,032
-365,413
| -7% | -$1.85M |
|
1771
Capital City Bank Group
CCBG
$890M
| $23.4M | 0.01% |
839,889
+11,769
| +1% | +$309K |
|
1772
Workday
WDAY
$44.4B
| $23.3M | 0.01% |
167,192
+10,459
| +7% | +$1.9M |
|
|
ZEUS
1773
DELISTED
Olympic Steel
ZEUS
| $23.2M | 0.01% |
901,917
+21,466
| +2% | +$723K |
|
1774
Hackett Group
HCKT
$287M
| $23.1M | 0.01% |
1,218,743
-30,890
| -2% | -$665K |
|
1775
HEICO Corp
HEI
$51.4B
| $23M | 0.01% |
175,705
-20,902
| -11% | -$2.95M |
|
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.