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 |
Meta Platforms (Facebook)
META
|
+$332M |
| 2 |
ExxonMobil
XOM
|
+$283M |
| 3 |
Verizon
VZ
|
+$165M |
| 4 |
Yum China
YUMC
|
+$137M |
| 5 |
Chevron
CVX
|
+$129M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Dimensional Emerging Markets Core Equity 2 ETF
DFEM
|
+$941M |
| 2 |
Dimensional International Core Equity 2 ETF
DFIC
|
+$862M |
| 3 |
Dimensional International High Profitability ETF
DIHP
|
+$427M |
| 4 |
Dimensional International Small Cap Value ETF
DISV
|
+$421M |
| 5 |
Apple
AAPL
|
+$219M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.74% |
| 2 | Technology | 15.25% |
| 3 | Industrials | 12.58% |
| 4 | Healthcare | 11.81% |
| 5 | Consumer Discretionary | 9.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2651
Sensus Healthcare
SRTS
$46.9M
| $2.45M | ﹤0.01% |
195,245
| – | – |
|
2652
Tarsus Pharmaceuticals
TARS
$2.55B
| $2.43M | ﹤0.01% |
142,207
+29,232
| +26% | +$464K |
|
2653
Ampco-Pittsburgh
AP
$163M
| $2.42M | ﹤0.01% |
659,263
-2,410
| -0.4% | -$9.85K |
|
2654
Geospace Technologies
GEOS
$84M
| $2.42M | ﹤0.01% |
549,104
-49,271
| -8% | -$231K |
|
|
MNTX
2655
DELISTED
Manitex International, Inc.
MNTX
| $2.42M | ﹤0.01% |
422,573
-10,608
| -2% | -$60.7K |
|
2656
ASE Group
ASX
$68.3B
| $2.39M | ﹤0.01% |
479,490
-6,781
| -1% | -$38.2K |
|
2657
Westwood Holdings Group
WHG
$185M
| $2.39M | ﹤0.01% |
247,770
-2,953
| -1% | -$36.4K |
|
2658
Lantronix
LTRX
$223M
| $2.38M | ﹤0.01% |
495,853
-12,279
| -2% | -$74.6K |
|
2659
Organogenesis Holdings
ORGO
$324M
| $2.38M | ﹤0.01% |
735,447
-72,739
| -9% | -$329K |
|
2660
Insmed
INSM
$22.4B
| $2.38M | ﹤0.01% |
110,412
-74,639
| -40% | -$1.79M |
|
2661
Guardant Health
GH
$19.1B
| $2.38M | ﹤0.01% |
44,139
-29,874
| -40% | -$1.53M |
|
2662
Q2 Holdings
QTWO
$3.78B
| $2.37M | ﹤0.01% |
73,494
-120,680
| -62% | -$4.92M |
|
2663
NI Holdings
NODK
$320M
| $2.36M | ﹤0.01% |
176,924
-904
| -0.5% | -$13K |
|
|
ASAI
2664
DELISTED
Sendas Distribuidora S.A. American Depositary Share (each representing five common shares)
ASAI
| $2.36M | ﹤0.01% |
146,270
+16,584
| +13% | +$271K |
|
|
JNCE
2665
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $2.35M | ﹤0.01% |
1,006,646
-181,155
| -15% | -$642K |
|
2666
Reading International Class A
RDI
$32.5M
| $2.35M | ﹤0.01% |
715,145
-27,770
| -4% | -$113K |
|
2667
Cooper-Standard Automotive
CPS
$517M
| $2.35M | ﹤0.01% |
401,644
-162,026
| -29% | -$1.14M |
|
2668
GameStop
GME
$9.8B
| $2.34M | ﹤0.01% |
93,246
+39,930
| +75% | +$1.3M |
|
|
SWIR
2669
DELISTED
Sierra Wireless
SWIR
| $2.33M | ﹤0.01% |
76,651
-77,668
| -50% | -$2.23M |
|
2670
Atara Biotherapeutics
ATRA
$72.6M
| $2.33M | ﹤0.01% |
24,679
-21,119
| -46% | -$2.37M |
|
2671
Cognyte Software
CGNT
$655M
| $2.33M | ﹤0.01% |
576,801
-346,094
| -38% | -$1.64M |
|
2672
Fastly Inc
FSLY
$3.24B
| $2.33M | ﹤0.01% |
+253,776
| New | +$2.7M |
|
2673
Princeton Bancorp
BPRN
$283M
| $2.32M | ﹤0.01% |
81,698
+2,445
| +3% | +$69.6K |
|
2674
Sabesp
SBS
$18.4B
| $2.3M | ﹤0.01% |
1,323,793
+107,472
| +9% | +$182K |
|
2675
InfuSystem Holdings
INFU
$197M
| $2.3M | ﹤0.01% |
328,715
-11,287
| -3% | -$94.6K |
|
Similar funds
Dimensional Fund Advisors's Q3 2022 Portfolio in Review
As of Q3 2022, Dimensional Fund Advisors held 3,606 positions worth $260B, down 6.6% from $279B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q3 2022 filing shows 143 new, 1,920 increased, 1,329 reduced and 119 closed positions. Its largest new stake was Yum China: 2,857,283 shares worth $135M. The largest sale was Dimensional Emerging Markets Core Equity 2 ETF, an estimated $941M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 17% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q3 2022 buy was Yum China: 2,857,283 shares worth $135M.
- Dimensional Fund Advisors added most to Meta Platforms (Facebook) in Q3 2022, an estimated $332M increase.
- Dimensional Fund Advisors's biggest Q3 2022 reduction was Apple, cutting an estimated $219M.
- Dimensional Fund Advisors fully exited Dimensional Emerging Markets Core Equity 2 ETF in Q3 2022, selling an estimated $941M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $260B portfolio in Q3 2022.
- Dimensional Fund Advisors opened 143 new positions and closed 119 in Q3 2022.
- Dimensional Fund Advisors's portfolio value fell 6.6% quarter-over-quarter to $260B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2022, filed 10 Nov 2022.