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 | |
|---|---|---|---|---|---|---|
2801
PrimeEnergy Resources
PNRG
$292M
| $1.42M | ﹤0.01% |
18,155
+6,060
| +50% | +$511K |
|
|
GHL
2802
DELISTED
Greenhill & Co., Inc.
GHL
| $1.41M | ﹤0.01% |
237,783
-137,678
| -37% | -$1.08M |
|
2803
Tucows
TCX
$101M
| $1.41M | ﹤0.01% |
37,761
+15,034
| +66% | +$691K |
|
|
NTCO
2804
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $1.41M | ﹤0.01% |
258,122
-6,643
| -3% | -$38.9K |
|
|
SRG
2805
Seritage Growth Properties
SRG
$129M
| $1.4M | ﹤0.01% |
155,551
-261,551
| -63% | -$2.99M |
|
2806
Arq
ARQ
$83.7M
| $1.4M | ﹤0.01% |
512,056
-6,042
| -1% | -$25.5K |
|
2807
Crown Crafts
CRWS
$32.2M
| $1.39M | ﹤0.01% |
241,069
+1,708
| +0.7% | +$10.6K |
|
2808
Codexis
CDXS
$161M
| $1.39M | ﹤0.01% |
229,252
-387,635
| -63% | -$3.12M |
|
2809
Angi Inc
ANGI
$252M
| $1.38M | ﹤0.01% |
46,771
+5,197
| +13% | +$229K |
|
2810
James Hardie Industries
JHX
$15.6B
| $1.38M | ﹤0.01% |
69,814
+2,808
| +4% | +$65.6K |
|
2811
Driven Brands
DRVN
$2.47B
| $1.37M | ﹤0.01% |
48,850
+38,025
| +351% | +$1.17M |
|
2812
BioLife Solutions
BLFS
$1.56B
| $1.36M | ﹤0.01% |
59,937
+46,581
| +349% | +$997K |
|
2813
Coursera
COUR
$1.68B
| $1.36M | ﹤0.01% |
+126,168
| New | +$1.67M |
|
|
AGS
2814
DELISTED
PlayAGS
AGS
| $1.35M | ﹤0.01% |
254,598
-18,816
| -7% | -$113K |
|
2815
KE Holdings
BEKE
$17.6B
| $1.34M | ﹤0.01% |
76,659
+55,567
| +263% | +$900K |
|
|
USX
2816
DELISTED
U.S. Xpress Enterprises, Inc. Class A Common Stock
USX
| $1.33M | ﹤0.01% |
542,037
-21,317
| -4% | -$60.4K |
|
2817
Lifestance Health
LFST
$4.29B
| $1.33M | ﹤0.01% |
200,222
+176,064
| +729% | +$1.23M |
|
2818
Health Catalyst
HCAT
$158M
| $1.32M | ﹤0.01% |
136,498
-229,806
| -63% | -$3.04M |
|
2819
NextCure
NXTC
$22.1M
| $1.32M | ﹤0.01% |
40,055
+4,411
| +12% | +$225K |
|
|
DOYU
2820
DouYu International Holdings
DOYU
$140M
| $1.32M | ﹤0.01% |
132,072
-3,116
| -2% | -$39.4K |
|
2821
Ericsson
ERIC
$32.7B
| $1.31M | ﹤0.01% |
228,693
+18,210
| +9% | +$131K |
|
2822
J. Jill
JILL
$278M
| $1.31M | ﹤0.01% |
78,875
+37,603
| +91% | +$631K |
|
|
SFE
2823
DELISTED
Safeguard Scientifics, Inc.
SFE
| $1.3M | ﹤0.01% |
348,947
-11,852
| -3% | -$47.6K |
|
|
FSFG
2824
DELISTED
First Savings Financial Group
FSFG
| $1.3M | ﹤0.01% |
56,543
+4,185
| +8% | +$98.1K |
|
2825
Atlantic American Corp
AAME
$32.6M
| $1.29M | ﹤0.01% |
450,354
-28,632
| -6% | -$84.3K |
|
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.