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 | |
|---|---|---|---|---|---|---|
1426
Sony
SONY
$138B
| $41.3M | 0.01% |
2,528,000
+27,615
| +1% | +$489K |
|
|
LGF.A
1427
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $41.2M | 0.01% |
4,426,721
+453,270
| +11% | +$5.54M |
|
1428
Ennis
EBF
$564M
| $41.2M | 0.01% |
2,035,377
+29,637
| +1% | +$534K |
|
1429
Idacorp
IDA
$8.2B
| $41.2M | 0.01% |
388,622
+11,910
| +3% | +$1.29M |
|
1430
City Holding Co
CHCO
$2.04B
| $41.1M | 0.01% |
514,162
-1,746
| -0.3% | -$138K |
|
1431
Artisan Partners
APAM
$3.02B
| $41M | 0.01% |
1,153,628
+27,288
| +2% | +$993K |
|
1432
KRONOS Worldwide
KRO
$989M
| $41M | 0.01% |
2,227,470
+63,807
| +3% | +$1.09M |
|
1433
JELD-WEN Holding
JELD
$164M
| $41M | 0.01% |
2,808,097
+289,287
| +11% | +$5.25M |
|
1434
Kratos Defense & Security Solutions
KTOS
$11.4B
| $41M | 0.01% |
2,951,668
+234,045
| +9% | +$3.64M |
|
1435
Dorian LPG
LPG
$1.96B
| $41M | 0.01% |
2,694,819
+188,271
| +8% | +$2.98M |
|
1436
Harmonic Inc
HLIT
$1.28B
| $41M | 0.01% |
4,723,863
-44,731
| -0.9% | -$403K |
|
1437
Usana Health Sciences
USNA
$286M
| $41M | 0.01% |
565,966
-454
| -0.1% | -$33.8K |
|
1438
REX American Resources
REX
$1.41B
| $40.8M | 0.01% |
2,889,150
+18,462
| +0.6% | +$272K |
|
1439
Nabors Industries
NBR
$1.21B
| $40.8M | 0.01% |
304,643
+15,101
| +5% | +$2.36M |
|
1440
US Physical Therapy
USPH
$1.22B
| $40.7M | 0.01% |
372,895
-3,818
| -1% | -$405K |
|
1441
Hawkins
HWKN
$2.71B
| $40.7M | 0.01% |
1,129,795
+11,516
| +1% | +$435K |
|
|
SLCA
1442
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $40.7M | 0.01% |
3,560,061
+297,423
| +9% | +$4.99M |
|
|
NTUS
1443
DELISTED
Natus Medical Inc
NTUS
| $40.7M | 0.01% |
1,240,500
-158,192
| -11% | -$5M |
|
1444
Bread Financial
BFH
$4.38B
| $40.6M | 0.01% |
1,095,645
+209,604
| +24% | +$10.7M |
|
1445
LiveRamp
RAMP
$2.3B
| $40.6M | 0.01% |
1,571,604
+283,709
| +22% | +$8.42M |
|
1446
Carnival Corporation Ltd
CCL
$39.7B
| $40.6M | 0.01% |
4,688,743
-45,487
| -1% | -$668K |
|
|
ECHO
1447
EchoStar
ECHO
$26.2B
| $40.5M | 0.01% |
2,099,816
+411,155
| +24% | +$9.28M |
|
1448
Republic Bancorp
RBCAA
$1.95B
| $40.5M | 0.01% |
838,798
+11,752
| +1% | +$525K |
|
|
MNDT
1449
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $40.5M | 0.01% |
1,854,288
-129,741
| -7% | -$2.85M |
|
|
HTO
1450
H2O America
HTO
$2.62B
| $40.5M | 0.01% |
648,291
+7,400
| +1% | +$458K |
|
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.