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 | |
|---|---|---|---|---|---|---|
|
COUP
2426
DELISTED
Coupa Software Incorporated
COUP
| $5.43M | ﹤0.01% |
95,019
-17,843
| -16% | -$1.38M |
|
2427
Xenon Pharmaceuticals
XENE
$6.12B
| $5.32M | ﹤0.01% |
174,962
-118,767
| -40% | -$3.59M |
|
2428
Health Catalyst
HCAT
$128M
| $5.31M | ﹤0.01% |
366,304
-104,169
| -22% | -$1.78M |
|
2429
BlackBerry
BB
$5.26B
| $5.28M | ﹤0.01% |
978,967
+149,532
| +18% | +$887K |
|
|
TWOU
2430
DELISTED
2U Inc
TWOU
| $5.27M | ﹤0.01% |
16,765
-1,142
| -6% | -$352K |
|
2431
AmeriServ Financial
ASRV
$83.5M
| $5.25M | ﹤0.01% |
1,333,635
+25,254
| +2% | +$101K |
|
2432
Banco Bradesco
BBD
$36.7B
| $5.25M | ﹤0.01% |
1,609,046
-386,892
| -19% | -$1.49M |
|
2433
Amalgamated Financial
AMAL
$1.49B
| $5.21M | ﹤0.01% |
263,517
+106,894
| +68% | +$2.06M |
|
2434
Warner Music
WMG
$13.8B
| $5.2M | ﹤0.01% |
213,221
+49,116
| +30% | +$1.47M |
|
|
RAPT
2435
DELISTED
RAPT Therapeutics
RAPT
| $5.19M | ﹤0.01% |
35,537
-129
| -0.4% | -$17.2K |
|
2436
Coastal Financial
CCB
$693M
| $5.19M | ﹤0.01% |
136,098
+37,596
| +38% | +$1.51M |
|
|
HDSN
2437
Hudson Technologies
HDSN
$235M
| $5.17M | ﹤0.01% |
688,309
+185,821
| +37% | +$1.53M |
|
2438
Consolidated Water Co
CWCO
$488M
| $5.13M | ﹤0.01% |
354,034
| – | – |
|
2439
Investar Holding Corp
ISTR
$414M
| $5.13M | ﹤0.01% |
234,209
+16,921
| +8% | +$347K |
|
2440
Hamilton Beach Brands
HBB
$422M
| $5.13M | ﹤0.01% |
413,159
+6,964
| +2% | +$73.6K |
|
|
DSKE
2441
DELISTED
Daseke, Inc. Common Stock
DSKE
| $5.12M | ﹤0.01% |
800,754
+183,633
| +30% | +$1.4M |
|
|
VRAY
2442
DELISTED
ViewRay, Inc.
VRAY
| $5.1M | ﹤0.01% |
1,923,783
+373,001
| +24% | +$1.12M |
|
|
HT
2443
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $5.09M | ﹤0.01% |
518,683
-13,259
| -2% | -$133K |
|
|
MN
2444
DELISTED
MANNING & NAPIER, INC.
MN
| $5.08M | ﹤0.01% |
407,456
-20,527
| -5% | -$258K |
|
2445
NN Inc
NNBR
$311M
| $5.08M | ﹤0.01% |
2,006,946
+52,034
| +3% | +$144K |
|
|
HMTV
2446
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $5.06M | ﹤0.01% |
663,648
-5,729
| -0.9% | -$33.3K |
|
|
MIC
2447
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $5.04M | ﹤0.01% |
1,290,314
-1,117,399
| -46% | -$4.22M |
|
2448
Algonquin Power & Utilities
AQN
$4.42B
| $4.99M | ﹤0.01% |
371,189
+4,989
| +1% | +$72.2K |
|
|
SA
2449
Seabridge Gold
SA
$3.35B
| $4.98M | ﹤0.01% |
400,559
+28,577
| +8% | +$458K |
|
2450
Nexa Resources
NEXA
$1.87B
| $4.97M | ﹤0.01% |
826,945
-4,060
| -0.5% | -$34.5K |
|
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.