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 | |
|---|---|---|---|---|---|---|
1851
MongoDB
MDB
$32.1B
| $20.5M | 0.01% |
78,959
-7,092
| -8% | -$2.22M |
|
1852
PDF Solutions
PDFS
$2.07B
| $20.5M | 0.01% |
952,558
-76,424
| -7% | -$1.77M |
|
1853
Enviri
NVRI
$620M
| $20.4M | 0.01% |
2,872,061
+356,443
| +14% | +$3.21M |
|
1854
Children's Place
PLCE
$59.8M
| $20.4M | 0.01% |
524,081
+120,322
| +30% | +$5.66M |
|
1855
Northrim BanCorp
NRIM
$587M
| $20.4M | 0.01% |
2,024,872
-13,800
| -0.7% | -$142K |
|
1856
UNIFI
UFI
$134M
| $20.3M | 0.01% |
1,444,637
+35,811
| +3% | +$540K |
|
1857
BrightView Holdings
BV
$1.07B
| $20.3M | 0.01% |
1,690,681
+233,762
| +16% | +$2.93M |
|
1858
NLI Holdings
NL
$317M
| $20.2M | 0.01% |
2,047,654
+8,633
| +0.4% | +$69.4K |
|
1859
Vitamin Cottage Natural Grocers
NGVC
$654M
| $20.2M | 0.01% |
1,264,894
+11,708
| +0.9% | +$218K |
|
|
AAMI
1860
Acadian Asset Management
AAMI
$3.19B
| $20.2M | 0.01% |
1,120,120
+19,184
| +2% | +$393K |
|
1861
Tredegar Corp
TG
$310M
| $20.2M | 0.01% |
2,017,161
-32,125
| -2% | -$373K |
|
1862
IES Holdings
IESC
$15.2B
| $20.1M | 0.01% |
667,028
+23,347
| +4% | +$751K |
|
1863
Anika Therapeutics
ANIK
$287M
| $20.1M | 0.01% |
900,887
+30,588
| +4% | +$682K |
|
|
CVGW
1864
DELISTED
Calavo Growers
CVGW
| $20.1M | 0.01% |
481,645
-9,046
| -2% | -$328K |
|
|
TARO
1865
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $20.1M | 0.01% |
555,613
+20,984
| +4% | +$800K |
|
1866
BJ's Restaurants
BJRI
$1.48B
| $20M | 0.01% |
924,336
+73,630
| +9% | +$1.9M |
|
1867
Okta
OKTA
$25.8B
| $20M | 0.01% |
221,191
-12,707
| -5% | -$1.37M |
|
|
PLYA
1868
DELISTED
Playa Hotels & Resorts
PLYA
| $20M | 0.01% |
2,906,869
+625,932
| +27% | +$5.2M |
|
1869
Global Net Lease
GNL
$1.95B
| $19.9M | 0.01% |
1,407,883
-11,335
| -0.8% | -$162K |
|
1870
Wynn Resorts
WYNN
$10.6B
| $19.9M | 0.01% |
349,799
-28,564
| -8% | -$1.89M |
|
1871
Universal Electronics
UEIC
$61.3M
| $19.9M | 0.01% |
778,586
+19,781
| +3% | +$554K |
|
1872
Red Rock Resorts
RRR
$3.62B
| $19.9M | 0.01% |
596,143
-14,376
| -2% | -$575K |
|
1873
Liberty Broadband Class A
LBRDA
$5.16B
| $19.8M | 0.01% |
174,807
+3,866
| +2% | +$454K |
|
|
EXAS
1874
DELISTED
Exact Sciences
EXAS
| $19.6M | 0.01% |
497,255
+48,615
| +11% | +$2.6M |
|
1875
Funko
FNKO
$328M
| $19.5M | 0.01% |
872,463
+213,743
| +32% | +$4.13M |
|
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.