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 | |
|---|---|---|---|---|---|---|
|
ISEE
2101
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $12.6M | ﹤0.01% |
1,306,289
+260,041
| +25% | +$3.26M |
|
|
VISN
2102
Vistance Networks Inc
VISN
$2.52B
| $12.6M | ﹤0.01% |
2,050,614
+140,753
| +7% | +$983K |
|
|
ZEN
2103
DELISTED
ZENDESK INC
ZEN
| $12.5M | ﹤0.01% |
169,229
+17,991
| +12% | +$1.77M |
|
2104
Park-Ohio Holdings
PKOH
$761M
| $12.5M | ﹤0.01% |
789,025
-26,064
| -3% | -$366K |
|
2105
Beazer Homes USA
BZH
$907M
| $12.5M | ﹤0.01% |
1,033,662
+20,461
| +2% | +$299K |
|
|
FFNW
2106
DELISTED
First Financial Northwest, Inc
FFNW
| $12.4M | ﹤0.01% |
797,553
-1,916
| -0.2% | -$31.7K |
|
|
VSXY
2107
Victoria's Secret
VSXY
$7.83B
| $12.4M | ﹤0.01% |
442,658
+179,909
| +68% | +$7.79M |
|
2108
Royalty Pharma
RPRX
$25.3B
| $12.3M | ﹤0.01% |
292,960
+8,019
| +3% | +$329K |
|
2109
Revolution Medicines
RVMD
$44B
| $12.3M | ﹤0.01% |
630,697
+151,921
| +32% | +$2.96M |
|
2110
Origin Bancorp
OBK
$1.66B
| $12.3M | ﹤0.01% |
315,861
+21,406
| +7% | +$843K |
|
|
CIR
2111
DELISTED
CIRCOR International, Inc
CIR
| $12.2M | ﹤0.01% |
744,214
-48,450
| -6% | -$969K |
|
|
CSTR
2112
DELISTED
CapStar Financial Holdings, Inc
CSTR
| $12.2M | ﹤0.01% |
620,819
+49,221
| +9% | +$999K |
|
|
RPT
2113
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $12.2M | ﹤0.01% |
1,239,068
-3,528
| -0.3% | -$42.8K |
|
2114
Boston Omaha
BOC
$436M
| $12.2M | ﹤0.01% |
589,608
+119,274
| +25% | +$2.61M |
|
2115
Madrigal Pharmaceuticals
MDGL
$11.8B
| $12.1M | ﹤0.01% |
169,294
-46,903
| -22% | -$3.45M |
|
2116
Sarepta Therapeutics
SRPT
$1.77B
| $12.1M | ﹤0.01% |
161,590
-17,704
| -10% | -$1.3M |
|
2117
Sotera Health
SHC
$5.38B
| $12.1M | ﹤0.01% |
616,948
+249,398
| +68% | +$5.22M |
|
2118
Core Laboratories
CLB
$521M
| $12.1M | ﹤0.01% |
610,025
+99,748
| +20% | +$2.65M |
|
2119
Old Second Bancorp
OSBC
$1.29B
| $12.1M | ﹤0.01% |
902,804
-50,143
| -5% | -$716K |
|
|
UMH
2120
UMH Properties
UMH
$1.36B
| $12.1M | ﹤0.01% |
683,773
+5,806
| +0.9% | +$121K |
|
2121
1-800-Flowers.com
FLWS
$258M
| $12.1M | ﹤0.01% |
1,268,936
+910
| +0.1% | +$10.1K |
|
2122
Amerant Bancorp
AMTB
$1.13B
| $12M | ﹤0.01% |
428,137
+107,142
| +33% | +$3.04M |
|
|
EVRI
2123
DELISTED
Everi Holdings
EVRI
| $12M | ﹤0.01% |
735,708
-9,826
| -1% | -$173K |
|
|
MRTX
2124
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $12M | ﹤0.01% |
178,142
-11,387
| -6% | -$724K |
|
2125
Arlo Technologies
ARLO
$1.65B
| $11.9M | ﹤0.01% |
1,905,324
-18,047
| -0.9% | -$132K |
|
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.