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 | |
|---|---|---|---|---|---|---|
2826
Sensus Healthcare
SRTS
$50M
| $1.5M | ﹤0.01% |
195,245
+63,792
| +49% | +$536K |
|
2827
Crown Crafts
CRWS
$32.3M
| $1.5M | ﹤0.01% |
239,361
+99
| +0% | +$618 |
|
2828
Hertz
HTZ
$723M
| $1.49M | ﹤0.01% |
+94,132
| New | +$1.86M |
|
2829
Smith Micro Software
SMSI
$16.2M
| $1.49M | ﹤0.01% |
15,079
+3,635
| +32% | +$423K |
|
|
ONTF
2830
DELISTED
ON24
ONTF
| $1.49M | ﹤0.01% |
+156,534
| New | +$1.9M |
|
2831
Magyar Bancorp
MGYR
$123M
| $1.47M | ﹤0.01% |
124,253
+1,880
| +2% | +$22.2K |
|
2832
James Hardie Industries
JHX
$17.5B
| $1.47M | ﹤0.01% |
67,006
+1,167
| +2% | +$30.8K |
|
2833
Lee Enterprises
LEE
$181M
| $1.47M | ﹤0.01% |
77,209
+29,848
| +63% | +$654K |
|
|
AHT
2834
Ashford Hospitality Trust
AHT
$21M
| $1.46M | ﹤0.01% |
24,464
-201
| -0.8% | -$13.5K |
|
2835
Vertex
VERX
$1.92B
| $1.46M | ﹤0.01% |
128,587
+51,527
| +67% | +$652K |
|
2836
Sundial Growers
SNDL
$315M
| $1.45M | ﹤0.01% |
+444,685
| New | +$1.97M |
|
|
CURO
2837
DELISTED
CURO Group Holdings Corp.
CURO
| $1.45M | ﹤0.01% |
261,955
-88,225
| -25% | -$807K |
|
2838
Altimmune
ALT
$595M
| $1.44M | ﹤0.01% |
123,364
+50,662
| +70% | +$312K |
|
2839
Nutanix
NTNX
$16.9B
| $1.44M | ﹤0.01% |
98,464
-5,309
| -5% | -$111K |
|
2840
Tenable Holdings
TENB
$3.98B
| $1.44M | ﹤0.01% |
31,620
+4,649
| +17% | +$240K |
|
2841
Rapid7
RPD
$755M
| $1.43M | ﹤0.01% |
21,391
+1,133
| +6% | +$93.6K |
|
|
XM
2842
DELISTED
Qualtrics International Inc. Class A Common Stock
XM
| $1.43M | ﹤0.01% |
114,006
+71,759
| +170% | +$1.28M |
|
|
GTM
2843
ZoomInfo Technologies
GTM
$1.2B
| $1.42M | ﹤0.01% |
42,602
+2,614
| +7% | +$115K |
|
|
AGS
2844
DELISTED
PlayAGS
AGS
| $1.41M | ﹤0.01% |
273,414
+5,784
| +2% | +$33.6K |
|
2845
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$5.25B
| $1.41M | ﹤0.01% |
37,217
-405
| -1% | -$16.1K |
|
|
BNFT
2846
DELISTED
Benefitfocus, Inc.
BNFT
| $1.4M | ﹤0.01% |
179,320
-92,604
| -34% | -$914K |
|
2847
Lifeway Foods
LWAY
$475M
| $1.39M | ﹤0.01% |
278,575
+252
| +0.1% | +$1.4K |
|
|
NTCO
2848
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $1.38M | ﹤0.01% |
264,765
-24,163
| -8% | -$184K |
|
|
NOA
2849
North American Construction
NOA
$395M
| $1.38M | ﹤0.01% |
124,558
+1,618
| +1% | +$20.9K |
|
2850
Natera
NTRA
$45.6B
| $1.36M | ﹤0.01% |
38,468
-95,874
| -71% | -$3.55M |
|
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.