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 | |
|---|---|---|---|---|---|---|
|
NIU
2576
Niu Technologies
NIU
$193M
| $3.4M | ﹤0.01% |
395,747
+49,149
| +14% | +$415K |
|
2577
PubMatic
PUBM
$826M
| $3.39M | ﹤0.01% |
213,594
+199,825
| +1,451% | +$4.28M |
|
|
EIGR
2578
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
| $3.39M | ﹤0.01% |
17,921
+4,995
| +39% | +$1.01M |
|
|
STR
2579
DELISTED
Sitio Royalties
STR
| $3.38M | ﹤0.01% |
145,655
+45,795
| +46% | +$1.27M |
|
2580
Centrus Energy
LEU
$3.76B
| $3.38M | ﹤0.01% |
136,386
+18,896
| +16% | +$522K |
|
2581
Adaptive Biotechnologies
ADPT
$3.97B
| $3.36M | ﹤0.01% |
415,484
-47,440
| -10% | -$417K |
|
2582
OptimizeRx
OPRX
$133M
| $3.34M | ﹤0.01% |
121,797
-63,292
| -34% | -$1.88M |
|
|
YMAB
2583
DELISTED
Y-mAbs Therapeutics
YMAB
| $3.33M | ﹤0.01% |
219,967
+36,599
| +20% | +$427K |
|
|
ONT
2584
Onterris Inc
ONT
$580M
| $3.33M | ﹤0.01% |
98,480
+77,801
| +376% | +$3.25M |
|
|
ENZ
2585
DELISTED
Enzo Biochem, Inc.
ENZ
| $3.32M | ﹤0.01% |
1,602,375
+7,834
| +0.5% | +$19.4K |
|
2586
Heritage Insurance Holdings
HRTG
$991M
| $3.31M | ﹤0.01% |
1,251,538
-75,445
| -6% | -$322K |
|
|
FREE
2587
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
| $3.3M | ﹤0.01% |
532,012
+221,002
| +71% | +$1.5M |
|
2588
Blue Bird Corp
BLBD
$2.18B
| $3.29M | ﹤0.01% |
357,367
-32,190
| -8% | -$451K |
|
|
TUP
2589
DELISTED
Tupperware Brands Corporation
TUP
| $3.28M | ﹤0.01% |
516,658
-71,524
| -12% | -$799K |
|
2590
InfuSystem Holdings
INFU
$249M
| $3.27M | ﹤0.01% |
340,002
+26,854
| +9% | +$235K |
|
2591
Aspen Aerogels
ASPN
$518M
| $3.27M | ﹤0.01% |
330,657
-110,590
| -25% | -$2.23M |
|
2592
Identive
INVE
$61.9M
| $3.26M | ﹤0.01% |
281,381
+91,663
| +48% | +$1.15M |
|
2593
Lincoln Educational Services
LINC
$1.3B
| $3.25M | ﹤0.01% |
514,665
+145,166
| +39% | +$912K |
|
2594
Five Point Holdings
FPH
$375M
| $3.22M | ﹤0.01% |
823,741
+233,904
| +40% | +$1.21M |
|
2595
McCormick & Company Voting
MKC.V
$14.2B
| $3.2M | ﹤0.01% |
38,508
-668
| -2% | -$63.2K |
|
|
VLRS
2596
Controladora Vuela Compania de Aviacion
VLRS
$939M
| $3.18M | ﹤0.01% |
309,640
+8,350
| +3% | +$124K |
|
|
PARAA
2597
DELISTED
Paramount Global Class A
PARAA
| $3.18M | ﹤0.01% |
116,674
+404
| +0.3% | +$13.3K |
|
|
CBAY
2598
DELISTED
Cymabay Therapeutics
CBAY
| $3.18M | ﹤0.01% |
1,077,686
+136,880
| +15% | +$327K |
|
|
KZR
2599
DELISTED
Kezar Life Sciences
KZR
| $3.18M | ﹤0.01% |
38,404
+10,611
| +38% | +$936K |
|
2600
National Bankshares
NKSH
$268M
| $3.17M | ﹤0.01% |
100,872
+5,792
| +6% | +$195K |
|
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.