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 | |
|---|---|---|---|---|---|---|
3076
Telus
TU
$15.6B
| $478K | ﹤0.01% |
21,480
| – | – |
|
|
BKSC
3077
DELISTED
Bank of South Carolina
BKSC
| $477K | ﹤0.01% |
27,412
| – | – |
|
|
OBE
3078
Obsidian Energy
OBE
$620M
| $476K | ﹤0.01% |
+61,519
| New | +$544K |
|
|
TCDA
3079
DELISTED
Tricida, Inc. Common Stock
TCDA
| $471K | ﹤0.01% |
48,579
| – | – |
|
|
TSRI
3080
DELISTED
TSR Inc. New
TSRI
| $466K | ﹤0.01% |
62,584
+836
| +1% | +$6.96K |
|
3081
Workhorse Group
WKHS
$37.4M
| $464K | ﹤0.01% |
+59
| New | +$557K |
|
3082
DigitalBridge
DBRG
$2.95B
| $461K | ﹤0.01% |
23,595
-3,151
| -12% | -$76.9K |
|
3083
Microbot Medical
MBOT
$124M
| $456K | ﹤0.01% |
88,842
-3,937
| -4% | -$21.9K |
|
3084
UiPath
PATH
$6.97B
| $456K | ﹤0.01% |
25,057
+306
| +1% | +$5.72K |
|
|
AKTS
3085
DELISTED
Akoustis Technologies Inc
AKTS
| $455K | ﹤0.01% |
123,109
+21,990
| +22% | +$97.4K |
|
|
SRAX
3086
DELISTED
SRAX, Inc. Class A Common Stock
SRAX
| $454K | ﹤0.01% |
136,858
| – | – |
|
|
SREV
3087
DELISTED
ServiceSource International, Inc.
SREV
| $453K | ﹤0.01% |
308,300
| – | – |
|
3088
Alector
ALEC
$173M
| $451K | ﹤0.01% |
44,337
-341,750
| -89% | -$3.41M |
|
3089
Melco Resorts & Entertainment
MLCO
$2.16B
| $450K | ﹤0.01% |
78,239
-37,022
| -32% | -$217K |
|
3090
Milestone Pharmaceuticals
MIST
$146M
| $448K | ﹤0.01% |
75,346
+13,603
| +22% | +$83.6K |
|
3091
United Bancorp
UBCP
$94.9M
| $446K | ﹤0.01% |
27,180
+12
| +0% | +$205 |
|
3092
LivePerson
LPSN
$26.8M
| $445K | ﹤0.01% |
2,101
-2,623
| -56% | -$738K |
|
|
MFGP
3093
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $445K | ﹤0.01% |
131,979
-15,484
| -11% | -$71.7K |
|
|
ALPN
3094
DELISTED
Alpine Immune Sciences Inc
ALPN
| $437K | ﹤0.01% |
51,370
-1,694
| -3% | -$14.6K |
|
3095
Ocular Therapeutix
OCUL
$1.88B
| $434K | ﹤0.01% |
107,812
+91,089
| +545% | +$344K |
|
3096
Itaú Unibanco
ITUB
$91.8B
| $433K | ﹤0.01% |
114,504
+13,753
| +14% | +$61.1K |
|
3097
Broadwind
BWEN
$107M
| $427K | ﹤0.01% |
260,507
-22,801
| -8% | -$40.8K |
|
3098
Grupo SIMEC
SIM
$4.61B
| $426K | ﹤0.01% |
14,058
| – | – |
|
|
DM
3099
DELISTED
Desktop Metal, Inc.
DM
| $426K | ﹤0.01% |
19,382
+17,249
| +809% | +$505K |
|
|
ATYR
3100
aTyr Pharma
ATYR
$50.8M
| $418K | ﹤0.01% |
147,596
-54,688
| -27% | -$198K |
|
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.