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 | |
|---|---|---|---|---|---|---|
2126
International Money Express
IMXI
$367M
| $11.9M | ﹤0.01% |
582,722
+246,857
| +73% | +$4.95M |
|
|
TBNK
2127
DELISTED
Territorial Bancorp Inc.
TBNK
| $11.8M | ﹤0.01% |
568,220
+6,528
| +1% | +$145K |
|
2128
RBB Bancorp
RBB
$455M
| $11.8M | ﹤0.01% |
572,638
+61,683
| +12% | +$1.33M |
|
2129
Magnachip Semiconductor
MX
$145M
| $11.8M | ﹤0.01% |
814,003
+285,428
| +54% | +$4.91M |
|
2130
Pitney Bowes
PBI
$2.39B
| $11.8M | ﹤0.01% |
3,265,689
+367,659
| +13% | +$1.68M |
|
2131
Oil-Dri
ODC
$1.34B
| $11.8M | ﹤0.01% |
769,960
-7,646
| -1% | -$100K |
|
|
CHCT
2132
Community Healthcare Trust
CHCT
$454M
| $11.7M | ﹤0.01% |
324,415
-1,188
| -0.4% | -$44.5K |
|
2133
Southern Missouri Bancorp
SMBC
$850M
| $11.7M | ﹤0.01% |
258,831
+17,111
| +7% | +$775K |
|
2134
Coca-Cola Femsa
KOF
$23.2B
| $11.7M | ﹤0.01% |
211,803
-15,947
| -7% | -$894K |
|
|
SVC
2135
Service Properties Trust
SVC
$1.07B
| $11.7M | ﹤0.01% |
446,460
-12,753
| -3% | -$440K |
|
2136
Home Bancorp
HBCP
$566M
| $11.7M | ﹤0.01% |
341,593
+19,703
| +6% | +$721K |
|
2137
Rayonier Advanced Materials
RYAM
$610M
| $11.6M | ﹤0.01% |
4,424,385
+1,321,854
| +43% | +$5.93M |
|
2138
Artesian Resources
ARTNA
$358M
| $11.6M | ﹤0.01% |
235,433
+482
| +0.2% | +$22.7K |
|
2139
Orion
OEC
$409M
| $11.6M | ﹤0.01% |
744,789
+326,702
| +78% | +$5.47M |
|
2140
Transcat
TRNS
$871M
| $11.5M | ﹤0.01% |
201,626
-8,297
| -4% | -$573K |
|
|
HAPN
2141
Happen Inc
HAPN
$2.24B
| $11.4M | ﹤0.01% |
979,184
-690,708
| -41% | -$9.72M |
|
2142
SmartFinancial
SMBK
$888M
| $11.4M | ﹤0.01% |
471,737
+28,623
| +6% | +$711K |
|
2143
MasterCraft Boat Holdings
MCFT
$590M
| $11.4M | ﹤0.01% |
539,276
-594
| -0.1% | -$13.8K |
|
2144
Greenlight Captial
GLRE
$506M
| $11.2M | ﹤0.01% |
1,452,362
+42,992
| +3% | +$316K |
|
2145
Turning Point Brands
TPB
$1.74B
| $11.2M | ﹤0.01% |
412,500
+8,575
| +2% | +$251K |
|
2146
PetMed Express
PETS
$42.3M
| $11.2M | ﹤0.01% |
562,175
-5,155
| -0.9% | -$115K |
|
2147
Energy Recovery
ERII
$443M
| $11.1M | ﹤0.01% |
573,584
+57,675
| +11% | +$1.12M |
|
2148
Tilly's
TLYS
$128M
| $11.1M | ﹤0.01% |
1,582,791
-123,294
| -7% | -$1.03M |
|
2149
Ribbon Communications
RBBN
$383M
| $11M | ﹤0.01% |
3,627,647
-77,024
| -2% | -$233K |
|
2150
Riverview Bancorp
RVSB
$108M
| $11M | ﹤0.01% |
1,673,108
-465
| -0% | -$3.19K |
|
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.