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 | |
|---|---|---|---|---|---|---|
2776
Quanterix
QTRX
$164M
| $1.59M | ﹤0.01% |
144,410
-110,647
| -43% | -$1.41M |
|
2777
Greene County Bancorp
GCBC
$576M
| $1.59M | ﹤0.01% |
55,464
-1,046
| -2% | -$27.4K |
|
2778
Meridian
MRBK
$241M
| $1.59M | ﹤0.01% |
109,060
-452
| -0.4% | -$6.72K |
|
2779
Natera
NTRA
$36.1B
| $1.59M | ﹤0.01% |
36,259
-2,209
| -6% | -$105K |
|
2780
Urban One Class A
UONE
$23.6M
| $1.59M | ﹤0.01% |
30,015
+11,928
| +66% | +$668K |
|
2781
Magyar Bancorp
MGYR
$123M
| $1.59M | ﹤0.01% |
127,572
+3,319
| +3% | +$40.6K |
|
2782
Unity
U
$13.9B
| $1.57M | ﹤0.01% |
49,199
-2,455
| -5% | -$101K |
|
2783
Peloton Interactive
PTON
$2.84B
| $1.56M | ﹤0.01% |
224,996
-26,308
| -10% | -$267K |
|
2784
Flanigan's Enterprises
BDL
$73.2M
| $1.56M | ﹤0.01% |
60,984
+2,039
| +3% | +$56.3K |
|
2785
Blue Ridge Bankshares
BRBS
$322M
| $1.55M | ﹤0.01% |
121,771
+23,414
| +24% | +$339K |
|
2786
Airgain
AIRG
$71.9M
| $1.55M | ﹤0.01% |
214,557
+20,714
| +11% | +$165K |
|
2787
American Superconductor
AMSC
$1.39B
| $1.54M | ﹤0.01% |
352,323
+10,657
| +3% | +$55.2K |
|
|
MLNK
2788
DELISTED
MeridianLink
MLNK
| $1.54M | ﹤0.01% |
+94,802
| New | +$1.65M |
|
2789
Varonis Systems
VRNS
$5.13B
| $1.53M | ﹤0.01% |
57,872
-61,219
| -51% | -$1.75M |
|
|
SPR
2790
DELISTED
Spirit AeroSystems
SPR
| $1.52M | ﹤0.01% |
69,361
-25,130
| -27% | -$764K |
|
2791
Lifeway Foods
LWAY
$470M
| $1.51M | ﹤0.01% |
263,482
-15,093
| -5% | -$85.8K |
|
2792
Suzano
SUZ
$10.4B
| $1.51M | ﹤0.01% |
182,806
-888
| -0.5% | -$7.85K |
|
2793
Cumberland Pharmaceuticals
CPIX
$102M
| $1.5M | ﹤0.01% |
623,867
-3,333
| -0.5% | -$7.84K |
|
|
INDT
2794
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $1.49M | ﹤0.01% |
28,421
-4,883
| -15% | -$295K |
|
|
WW
2795
DELISTED
WW International
WW
| $1.45M | ﹤0.01% |
369,762
-340,332
| -48% | -$2.06M |
|
2796
Mayville Engineering Co
MEC
$709M
| $1.45M | ﹤0.01% |
221,860
+17,365
| +8% | +$125K |
|
|
MLVF
2797
DELISTED
Malvern Bancorp, Inc.
MLVF
| $1.44M | ﹤0.01% |
99,896
+1,765
| +2% | +$27.7K |
|
2798
Century Casinos
CNTY
$32.6M
| $1.43M | ﹤0.01% |
218,188
-3,282
| -1% | -$25.3K |
|
|
ZIMV
2799
DELISTED
ZimVie
ZIMV
| $1.42M | ﹤0.01% |
144,331
+7,958
| +6% | +$128K |
|
2800
Full House Resorts
FLL
$83.8M
| $1.42M | ﹤0.01% |
251,987
-3,519
| -1% | -$22.7K |
|
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.