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 | |
|---|---|---|---|---|---|---|
3101
Ryan Specialty Holdings
RYAN
$5.74B
| $417K | ﹤0.01% |
10,647
+853
| +9% | +$32.3K |
|
3102
HF Foods Group
HFFG
$78.1M
| $416K | ﹤0.01% |
79,766
+38,419
| +93% | +$215K |
|
|
VXRT
3103
DELISTED
Vaxart
VXRT
| $416K | ﹤0.01% |
119,079
| – | – |
|
3104
Ring Energy
REI
$322M
| $415K | ﹤0.01% |
156,044
+43,049
| +38% | +$178K |
|
3105
Live Ventures
LIVE
$29.5M
| $414K | ﹤0.01% |
16,549
+8,651
| +110% | +$311K |
|
3106
Q32 Bio
QTTB
$494M
| $408K | ﹤0.01% |
11,518
-6,729
| -37% | -$230K |
|
|
NSTG
3107
DELISTED
NanoString Technologies, Inc.
NSTG
| $408K | ﹤0.01% |
32,141
-6,414
| -17% | -$119K |
|
3108
Cytosorbents Corp
CTSO
$24.5M
| $407K | ﹤0.01% |
185,629
-59,311
| -24% | -$136K |
|
3109
Bank7 Corp
BSVN
$483M
| $405K | ﹤0.01% |
17,720
+4,275
| +32% | +$100K |
|
3110
Global E Online
GLBE
$6.85B
| $402K | ﹤0.01% |
19,907
-448
| -2% | -$10.3K |
|
|
CFRX
3111
DELISTED
ContraFect Corporation
CFRX
| $402K | ﹤0.01% |
1,639
+229
| +16% | +$64.7K |
|
|
TOUR
3112
Tuniu
TOUR
$56.7M
| $399K | ﹤0.01% |
38,153
| – | – |
|
3113
Doximity
DOCS
$3.94B
| $398K | ﹤0.01% |
11,443
+492
| +4% | +$19.4K |
|
|
KNTE
3114
DELISTED
Kinnate Biopharma Inc. Common Stock
KNTE
| $396K | ﹤0.01% |
+31,393
| New | +$292K |
|
|
TRT
3115
Trio-Tech International
TRT
$109M
| $395K | ﹤0.01% |
182,390
+2,554
| +1% | +$6.69K |
|
3116
Exagen
XGN
$160M
| $395K | ﹤0.01% |
68,813
-3,238
| -4% | -$18.9K |
|
3117
Design Therapeutics
DSGN
$866M
| $394K | ﹤0.01% |
+28,144
| New | +$380K |
|
|
ZEPP
3118
Zepp Health
ZEPP
$68.5M
| $392K | ﹤0.01% |
52,920
+5,476
| +12% | +$50.4K |
|
|
ADVM
3119
DELISTED
Adverum Biotechnologies
ADVM
| $387K | ﹤0.01% |
32,315
-27,047
| -46% | -$283K |
|
|
GRTS
3120
DELISTED
Gritstone bio, Inc. Common Stock
GRTS
| $387K | ﹤0.01% |
159,800
-20,002
| -11% | -$52.5K |
|
3121
monday.com
MNDY
$3.69B
| $386K | ﹤0.01% |
3,745
+14
| +0.4% | +$1.7K |
|
|
FFBW
3122
DELISTED
FFBW, Inc. Common Stock
FFBW
| $386K | ﹤0.01% |
31,797
+4,781
| +18% | +$57.4K |
|
|
NEWR
3123
DELISTED
New Relic, Inc.
NEWR
| $385K | ﹤0.01% |
7,702
-236,949
| -97% | -$13.2M |
|
|
TCRR
3124
DELISTED
TCR2 Therapeutics Inc. Common Stock
TCRR
| $381K | ﹤0.01% |
131,393
+7,442
| +6% | +$18.4K |
|
3125
Everspin Technologies
MRAM
$370M
| $380K | ﹤0.01% |
72,556
+24,861
| +52% | +$160K |
|
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.