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 | |
|---|---|---|---|---|---|---|
|
ESSA
2251
DELISTED
ESSA Bancorp
ESSA
| $8.69M | ﹤0.01% |
517,146
| – | – |
|
2252
Foster
FSTR
$432M
| $8.68M | ﹤0.01% |
674,041
+10,654
| +2% | +$144K |
|
2253
Rackspace Technology
RXT
$1.24B
| $8.67M | ﹤0.01% |
1,208,698
+657,768
| +119% | +$5.93M |
|
2254
DMC Global
BOOM
$157M
| $8.66M | ﹤0.01% |
480,242
-85,275
| -15% | -$2.09M |
|
2255
TETRA Technologies
TTI
$1.26B
| $8.66M | ﹤0.01% |
2,132,785
+211,178
| +11% | +$930K |
|
|
TPIC
2256
DELISTED
TPI Composites
TPIC
| $8.63M | ﹤0.01% |
690,233
+32,190
| +5% | +$422K |
|
2257
C&F Financial
CFFI
$286M
| $8.61M | ﹤0.01% |
187,210
+1,536
| +0.8% | +$76.7K |
|
|
PTR
2258
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $8.53M | ﹤0.01% |
182,750
-3,362
| -2% | -$170K |
|
|
XRN
2259
Chiron Real Estate Inc
XRN
$477M
| $8.52M | ﹤0.01% |
151,785
+694
| +0.5% | +$46.7K |
|
2260
BCE
BCE
$21.2B
| $8.52M | ﹤0.01% |
173,175
+2,267
| +1% | +$122K |
|
|
CTG
2261
DELISTED
Computer Task Group, Inc.
CTG
| $8.51M | ﹤0.01% |
994,395
+29,523
| +3% | +$270K |
|
|
ONL
2262
Orion Office REIT
ONL
$160M
| $8.48M | ﹤0.01% |
773,722
-4,427
| -0.6% | -$57.1K |
|
2263
Eastern Company
EML
$150M
| $8.48M | ﹤0.01% |
416,699
+4,332
| +1% | +$93.6K |
|
2264
Celestica
CLS
$36.5B
| $8.47M | ﹤0.01% |
871,176
+74,062
| +9% | +$794K |
|
|
CWBC
2265
Community West Bancshares
CWBC
$684M
| $8.43M | ﹤0.01% |
581,506
+39,946
| +7% | +$732K |
|
2266
Sumitomo Mitsui Financial
SMFG
$164B
| $8.39M | ﹤0.01% |
1,422,220
+368,873
| +35% | +$2.23M |
|
2267
Lakeland Industries
LAKE
$119M
| $8.32M | ﹤0.01% |
541,771
-835
| -0.2% | -$14.2K |
|
2268
AB InBev
BUD
$165B
| $8.3M | ﹤0.01% |
153,949
+9,676
| +7% | +$543K |
|
|
NGM
2269
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
| $8.29M | ﹤0.01% |
646,718
+87,379
| +16% | +$1.21M |
|
|
ALX
2270
Alexander's
ALX
$1.41B
| $8.28M | ﹤0.01% |
37,289
-791
| -2% | -$191K |
|
2271
Amtech Systems
ASYS
$272M
| $8.28M | ﹤0.01% |
1,133,957
+12,340
| +1% | +$107K |
|
2272
Replimune Group
REPL
$1.01B
| $8.27M | ﹤0.01% |
473,056
+128,659
| +37% | +$2.11M |
|
2273
Banco Santander Chile
BSAC
$16.6B
| $8.23M | ﹤0.01% |
505,001
-15,795
| -3% | -$307K |
|
2274
Editas Medicine
EDIT
$442M
| $8.22M | ﹤0.01% |
695,058
-171,857
| -20% | -$2.3M |
|
2275
OraSure Technologies
OSUR
$279M
| $8.22M | ﹤0.01% |
3,032,769
-124,161
| -4% | -$618K |
|
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.