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 | |
|---|---|---|---|---|---|---|
1026
Dentsply Sirona
XRAY
$2.64B
| $67.9M | 0.02% |
1,901,099
+67,727
| +4% | +$2.74M |
|
1027
FirstEnergy
FE
$27.4B
| $67.9M | 0.02% |
1,769,562
+120,730
| +7% | +$5.15M |
|
1028
Royal Caribbean
RCL
$85.7B
| $67.9M | 0.02% |
1,945,666
-37,434
| -2% | -$2.33M |
|
1029
Comstock Resources
CRK
$3.88B
| $67.8M | 0.02% |
5,614,375
+397,997
| +8% | +$6.58M |
|
1030
Alpha and Omega Semiconductor
AOSL
$998M
| $67.8M | 0.02% |
2,033,279
+162,430
| +9% | +$6.65M |
|
1031
Toro Company
TTC
$9.35B
| $67.8M | 0.02% |
894,306
+10,527
| +1% | +$854K |
|
|
ETRN
1032
DELISTED
Equitrans Midstream Corporation Common Stock
ETRN
| $67.5M | 0.02% |
10,617,767
-265,711
| -2% | -$2.05M |
|
1033
Sonic Automotive
SAH
$2.68B
| $67.4M | 0.02% |
1,839,687
+5,600
| +0.3% | +$240K |
|
1034
Acushnet Holdings
GOLF
$5.5B
| $67.2M | 0.02% |
1,612,977
+82,306
| +5% | +$3.39M |
|
|
BRKL
1035
DELISTED
Brookline Bancorp
BRKL
| $67.1M | 0.02% |
5,042,507
+110,275
| +2% | +$1.58M |
|
|
GES
1036
DELISTED
Guess Inc
GES
| $66.9M | 0.02% |
3,923,687
-46,858
| -1% | -$974K |
|
1037
Eagle Bancorp
EGBN
$849M
| $66.9M | 0.02% |
1,411,039
+79,233
| +6% | +$3.98M |
|
1038
XPO
XPO
$23B
| $66.9M | 0.02% |
2,337,438
-127,134
| -5% | -$4.04M |
|
1039
Gentherm
THRM
$1.24B
| $66.7M | 0.02% |
1,068,348
-28,109
| -3% | -$1.89M |
|
1040
Bank of Hawaii
BOH
$3.12B
| $66.7M | 0.02% |
896,108
+9,023
| +1% | +$695K |
|
1041
FirstCash
FCFS
$8.92B
| $66.6M | 0.02% |
957,879
+15,949
| +2% | +$1.15M |
|
1042
Boot Barn
BOOT
$4.97B
| $66.6M | 0.02% |
966,055
-56,910
| -6% | -$4.87M |
|
1043
Benchmark Electronics
BHE
$2.96B
| $66.6M | 0.02% |
2,950,815
+44,953
| +2% | +$1.08M |
|
1044
Lumentum
LITE
$65.2B
| $66.4M | 0.02% |
836,645
+30,983
| +4% | +$2.65M |
|
1045
Fox Class B
FOX
$23.2B
| $66.3M | 0.02% |
2,230,966
-27,738
| -1% | -$901K |
|
1046
ATI
ATI
$30.5B
| $66.3M | 0.02% |
2,917,486
-58,003
| -2% | -$1.53M |
|
1047
Polaris
PII
$3.99B
| $66.2M | 0.02% |
666,941
+34,187
| +5% | +$3.54M |
|
1048
StoneX
SNEX
$8.05B
| $66.1M | 0.02% |
4,288,059
+54,164
| +1% | +$782K |
|
1049
LGI Homes
LGIH
$1.38B
| $66.1M | 0.02% |
760,252
+155,588
| +26% | +$14.4M |
|
1050
Kearny Financial
KRNY
$604M
| $66M | 0.02% |
5,943,041
-101,236
| -2% | -$1.21M |
|
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.