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 | |
|---|---|---|---|---|---|---|
3151
CKX Lands
CKX
$22.2M
| $344K | ﹤0.01% |
30,896
+1,411
| +5% | +$16.2K |
|
3152
J.W. Mays
MAYS
$78.2M
| $344K | ﹤0.01% |
8,193
| – | – |
|
|
ALJJ
3153
DELISTED
ALJ Regional Holdings Inc
ALJJ
| $343K | ﹤0.01% |
177,883
+88,549
| +99% | +$197K |
|
3154
Perma-Fix Environmental Services
PESI
$374M
| $341K | ﹤0.01% |
65,717
-1,601
| -2% | -$8.88K |
|
3155
Usio Inc
USIO
$64.3M
| $340K | ﹤0.01% |
139,784
| – | – |
|
3156
Alpha Pro Tech
APT
$50.1M
| $339K | ﹤0.01% |
75,903
| – | – |
|
3157
CF Bankshares
CFBK
$233M
| $339K | ﹤0.01% |
16,167
+80
| +0.5% | +$1.69K |
|
3158
American Shared Hospital Services
AMS
$9.87M
| $337K | ﹤0.01% |
151,528
+1,767
| +1% | +$4.04K |
|
3159
Valaris
VAL
$5.33B
| $335K | ﹤0.01% |
+7,937
| New | +$427K |
|
3160
Fidelity D&D Bancorp
FDBC
$313M
| $333K | ﹤0.01% |
8,200
-1,945
| -19% | -$76K |
|
3161
Aldeyra Therapeutics
ALDX
$96.5M
| $331K | ﹤0.01% |
82,920
-84,699
| -51% | -$291K |
|
|
VAPO
3162
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $331K | ﹤0.01% |
16,329
-1,142
| -7% | -$41.8K |
|
3163
First US Bancshares
FUSB
$92.1M
| $330K | ﹤0.01% |
29,981
+200
| +0.7% | +$2.23K |
|
3164
Rigel Pharmaceuticals
RIGL
$756M
| $325K | ﹤0.01% |
28,769
-118,739
| -80% | -$2.38M |
|
3165
Upstart Holdings
UPST
$2.94B
| $321K | ﹤0.01% |
10,149
+531
| +6% | +$31.6K |
|
|
PRVB
3166
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $320K | ﹤0.01% |
80,042
+47,911
| +149% | +$227K |
|
|
LSEA
3167
DELISTED
Landsea Homes
LSEA
| $318K | ﹤0.01% |
+47,695
| New | +$372K |
|
3168
Zedge
ZDGE
$38.8M
| $316K | ﹤0.01% |
110,007
-13,943
| -11% | -$68.9K |
|
|
CBD
3169
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $315K | ﹤0.01% |
101,617
| – | – |
|
3170
Willamette Valley Vineyards
WVVI
$12.6M
| $314K | ﹤0.01% |
50,116
+8,151
| +19% | +$62.3K |
|
3171
Pathfinder Bancorp
PBHC
$102M
| $312K | ﹤0.01% |
15,636
+454
| +3% | +$9.01K |
|
|
AGIG
3172
Abundia Global Impact Group
AGIG
$40.7M
| $311K | ﹤0.01% |
6,777
+1,958
| +41% | +$85K |
|
|
EEX
3173
DELISTED
Emerald Holding
EEX
| $308K | ﹤0.01% |
75,573
-86,633
| -53% | -$279K |
|
|
PPLI
3174
People Inc
PPLI
$3.29B
| $304K | ﹤0.01% |
4,865
+446
| +10% | +$31.5K |
|
3175
Avalon Holdings
AWX
$9.94M
| $302K | ﹤0.01% |
116,114
+6
| +0% | +$19 |
|
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.