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 | |
|---|---|---|---|---|---|---|
3176
Applied Optoelectronics
AAOI
$10.3B
| $301K | ﹤0.01% |
194,459
-42,353
| -18% | -$104K |
|
3177
Allegro MicroSystems
ALGM
$7.79B
| $299K | ﹤0.01% |
14,452
-985
| -6% | -$23.5K |
|
3178
Beasley Broadcasting Group
BBGI
$44.7M
| $299K | ﹤0.01% |
11,661
| – | – |
|
3179
Driven Brands
DRVN
$2.41B
| $298K | ﹤0.01% |
10,825
-696
| -6% | -$19K |
|
3180
Stereotaxis
STXS
$138M
| $298K | ﹤0.01% |
161,958
-71,014
| -30% | -$170K |
|
|
CFLT
3181
DELISTED
Confluent
CFLT
| $294K | ﹤0.01% |
12,635
+264
| +2% | +$7.11K |
|
3182
Battalion Oil
BATL
$28.6M
| $292K | ﹤0.01% |
34,082
+15,570
| +84% | +$250K |
|
|
PRPH
3183
DELISTED
ProPhase Labs
PRPH
| $292K | ﹤0.01% |
+2,302
| New | +$202K |
|
|
ENDP
3184
DELISTED
Endo International plc
ENDP
| $292K | ﹤0.01% |
624,677
-3,081,609
| -83% | -$3.91M |
|
|
IROQ
3185
DELISTED
IF Bancorp
IROQ
| $289K | ﹤0.01% |
15,194
| – | – |
|
|
PFIN
3186
DELISTED
P&F Industries
PFIN
| $289K | ﹤0.01% |
50,884
| – | – |
|
|
VMEO
3187
DELISTED
Vimeo
VMEO
| $287K | ﹤0.01% |
47,734
+15,706
| +49% | +$142K |
|
3188
Air T
AIRT
$86.1M
| $283K | ﹤0.01% |
17,206
| – | – |
|
3189
Precision BioSciences
DTIL
$193M
| $282K | ﹤0.01% |
5,876
-3,413
| -37% | -$200K |
|
|
KWY
3190
Kingsway Corp
KWY
$266M
| $282K | ﹤0.01% |
49,538
| – | – |
|
|
CTHR
3191
DELISTED
Charles & Colvard Ltd
CTHR
| $282K | ﹤0.01% |
22,724
-1,858
| -8% | -$26.1K |
|
3192
Grupo Aeroportuario Centro Norte
OMAB
$5.29B
| $281K | ﹤0.01% |
+5,479
| New | +$312K |
|
|
SELF
3193
Global Self Storage
SELF
$58.7M
| $280K | ﹤0.01% |
49,823
+1,786
| +4% | +$10.6K |
|
3194
Liquidia Corp
LQDA
$7.93B
| $278K | ﹤0.01% |
63,754
-10,553
| -14% | -$54.5K |
|
3195
Akebia Therapeutics
AKBA
$346M
| $276K | ﹤0.01% |
782,675
-1,884,186
| -71% | -$791K |
|
|
KC
3196
Kingsoft Cloud Holdings
KC
$3.75B
| $275K | ﹤0.01% |
61,902
+16,098
| +35% | +$68.9K |
|
3197
Bank First Corp
BFC
$1.73B
| $274K | ﹤0.01% |
+3,615
| New | +$261K |
|
|
ICAD
3198
DELISTED
iCAD Inc
ICAD
| $272K | ﹤0.01% |
67,768
+2,125
| +3% | +$8.1K |
|
3199
ARS Pharmaceuticals
SPRY
$532M
| $272K | ﹤0.01% |
+64,121
| New | +$224K |
|
3200
Bioventus
BVS
$1.03B
| $269K | ﹤0.01% |
+39,409
| New | +$402K |
|
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.