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 | |
|---|---|---|---|---|---|---|
2876
LGL Group
LGL
$47.5M
| $1.25M | ﹤0.01% |
255,526
+796
| +0.3% | +$3.37K |
|
2877
PAR Technology
PAR
$702M
| $1.24M | ﹤0.01% |
33,150
| – | – |
|
2878
Lexicon Pharmaceuticals
LXRX
$1.05B
| $1.24M | ﹤0.01% |
664,788
-204,823
| -24% | -$391K |
|
2879
Optical Cable Corp
OCC
$140M
| $1.24M | ﹤0.01% |
343,211
-168
| -0% | -$646 |
|
|
CUK
2880
DELISTED
Carnival PLC
CUK
| $1.24M | ﹤0.01% |
156,320
+5,682
| +4% | +$76.8K |
|
2881
Arrowhead Research
ARWR
$12.3B
| $1.23M | ﹤0.01% |
34,943
-23,276
| -40% | -$876K |
|
|
IVC
2882
DELISTED
Invacare Corporation
IVC
| $1.21M | ﹤0.01% |
947,607
-420,120
| -31% | -$553K |
|
2883
ORIX
IX
$43.4B
| $1.2M | ﹤0.01% |
71,415
| – | – |
|
2884
BlackLine
BL
$1.72B
| $1.19M | ﹤0.01% |
17,841
-128,172
| -88% | -$8.78M |
|
2885
MainStreet Bancshares
MNSB
$170M
| $1.18M | ﹤0.01% |
51,621
+1,360
| +3% | +$32.9K |
|
|
HTT
2886
High Templar Tech Ltd
HTT
$394M
| $1.17M | ﹤0.01% |
1,067,992
-32,652
| -3% | -$31.8K |
|
2887
LifeVantage
LFVN
$85.7M
| $1.16M | ﹤0.01% |
267,616
-3,998
| -1% | -$17.5K |
|
2888
Pulmonx
LUNG
$89.3M
| $1.16M | ﹤0.01% |
+79,105
| New | +$1.63M |
|
|
YELL
2889
DELISTED
Yellow Corporation Common Stock
YELL
| $1.16M | ﹤0.01% |
395,510
+23,020
| +6% | +$93.4K |
|
|
RNDB
2890
DELISTED
Randolph Bancorp, Inc. Common Stock
RNDB
| $1.14M | ﹤0.01% |
43,252
-269
| -0.6% | -$7.05K |
|
|
TTSH
2891
DELISTED
Tile Shop Holdings
TTSH
| $1.14M | ﹤0.01% |
369,486
+167,098
| +83% | +$834K |
|
2892
Oportun Financial
OPRT
$370M
| $1.13M | ﹤0.01% |
136,656
-18,748
| -12% | -$216K |
|
2893
Phreesia
PHR
$776M
| $1.13M | ﹤0.01% |
45,213
+15,525
| +52% | +$342K |
|
|
SMED
2894
DELISTED
Sharps Compliance Corp
SMED
| $1.13M | ﹤0.01% |
387,453
+94,733
| +32% | +$395K |
|
2895
Canterbury Park Holding Corp
CPHC
$80M
| $1.12M | ﹤0.01% |
43,225
| – | – |
|
|
NGD
2896
DELISTED
New Gold Inc
NGD
| $1.11M | ﹤0.01% |
1,041,327
+235,317
| +29% | +$337K |
|
2897
ZipRecruiter
ZIP
$418M
| $1.11M | ﹤0.01% |
74,951
-56,081
| -43% | -$1.11M |
|
2898
Network-1 Technologies
NTIP
$36.6M
| $1.11M | ﹤0.01% |
461,337
-11,977
| -3% | -$29.4K |
|
2899
Vista Energy
VIST
$7.34B
| $1.1M | ﹤0.01% |
147,548
+92,362
| +167% | +$788K |
|
|
CLPR
2900
Clipper Realty
CLPR
$44.9M
| $1.08M | ﹤0.01% |
139,549
-638
| -0.5% | -$5.48K |
|
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.