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 | |
|---|---|---|---|---|---|---|
1726
Compass Minerals
CMP
$1.15B
| $25.6M | 0.01% |
724,686
-19,317
| -3% | -$956K |
|
|
TPC
1727
Tutor Perini Cor
TPC
$5.21B
| $25.5M | 0.01% |
2,908,290
+249,326
| +9% | +$2.41M |
|
|
WCN
1728
Waste Connections
WCN
$42B
| $25.5M | 0.01% |
205,634
-27,952
| -12% | -$3.62M |
|
1729
Boyd Gaming
BYD
$6.06B
| $25.5M | 0.01% |
512,237
+20,398
| +4% | +$1.18M |
|
1730
Macerich
MAC
$6.92B
| $25.4M | 0.01% |
2,917,458
-24,502
| -0.8% | -$296K |
|
1731
TripAdvisor
TRIP
$1.26B
| $25.4M | 0.01% |
1,426,596
+194,022
| +16% | +$4.6M |
|
|
ELME
1732
Elme Communities
ELME
$144M
| $25.4M | 0.01% |
1,190,759
-3,324
| -0.3% | -$79K |
|
1733
Alnylam Pharmaceuticals
ALNY
$29.3B
| $25.3M | 0.01% |
173,425
-7,846
| -4% | -$1.11M |
|
1734
Kura Oncology
KURA
$850M
| $25.3M | 0.01% |
1,379,615
+308,930
| +29% | +$4.44M |
|
1735
Century Aluminum
CENX
$5.07B
| $25.1M | 0.01% |
3,411,981
+36,549
| +1% | +$568K |
|
1736
Winmark
WINA
$1.32B
| $25M | 0.01% |
128,039
-770
| -0.6% | -$158K |
|
1737
United States Lime & Minerals
USLM
$3.44B
| $25M | 0.01% |
1,185,000
-5
| -0% | -$113 |
|
1738
Unitil
UTL
$980M
| $24.9M | 0.01% |
424,603
+5,294
| +1% | +$286K |
|
1739
Designer Brands
DBI
$333M
| $24.8M | 0.01% |
1,899,831
+156,492
| +9% | +$2.26M |
|
1740
CareTrust REIT
CTRE
$9.74B
| $24.8M | 0.01% |
1,343,264
-3,303
| -0.2% | -$58.6K |
|
1741
Enanta Pharmaceuticals
ENTA
$400M
| $24.8M | 0.01% |
523,709
-69,811
| -12% | -$3.79M |
|
1742
Universal Display
OLED
$4.19B
| $24.7M | 0.01% |
244,519
+42,034
| +21% | +$5.41M |
|
1743
Shake Shack
SHAK
$2.87B
| $24.7M | 0.01% |
626,056
+148,001
| +31% | +$7.55M |
|
1744
Harmony Gold Mining
HMY
$12.3B
| $24.7M | 0.01% |
7,891,368
+10,457
| +0.1% | +$40.2K |
|
1745
Pinduoduo
PDD
$131B
| $24.7M | 0.01% |
399,522
-210,529
| -35% | -$9.87M |
|
|
SP
1746
DELISTED
SP Plus Corporation
SP
| $24.7M | 0.01% |
802,700
+4,796
| +0.6% | +$145K |
|
1747
Tidewater
TDW
$4.12B
| $24.6M | 0.01% |
1,167,164
+91,365
| +8% | +$2.1M |
|
1748
JD.com
JD
$44.5B
| $24.5M | 0.01% |
381,931
-474,707
| -55% | -$27.4M |
|
1749
Diamondrock Hospitality Co
DRH
$2.56B
| $24.3M | 0.01% |
2,963,378
-8,955
| -0.3% | -$87.3K |
|
1750
Universal Insurance Holdings
UVE
$1.23B
| $24.3M | 0.01% |
1,865,841
+138,997
| +8% | +$1.75M |
|
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.