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 | |
|---|---|---|---|---|---|---|
|
CZOO
2926
DELISTED
Cazoo Group Ltd
CZOO
| $858K | ﹤0.01% |
929
-7
| -0.7% | -$9.36K |
|
2927
John Wiley & Sons Class B
WLYB
$2.63B
| $856K | ﹤0.01% |
21,062
| – | – |
|
2928
Pixelworks
PXLW
$37.2M
| $851K | ﹤0.01% |
44,017
-25,338
| -37% | -$605K |
|
|
TTSH
2929
DELISTED
Tile Shop Holdings
TTSH
| $847K | ﹤0.01% |
240,193
-129,293
| -35% | -$464K |
|
2930
Rocky Mountain Chocolate Factory
RMCF
$8.29M
| $845K | ﹤0.01% |
140,557
+107
| +0.1% | +$712 |
|
2931
Kingstone Companies
KINS
$292M
| $841K | ﹤0.01% |
315,999
-12,720
| -4% | -$45.9K |
|
2932
Alkami Technology
ALKT
$1.94B
| $834K | ﹤0.01% |
55,413
| – | – |
|
2933
Transact Technologies
TACT
$50.5M
| $832K | ﹤0.01% |
227,911
-1,830
| -0.8% | -$7.95K |
|
2934
Rafael Holdings
RFL
$109M
| $822K | ﹤0.01% |
463,584
-34,380
| -7% | -$72.5K |
|
2935
Mammoth Energy Services
TUSK
$125M
| $822K | ﹤0.01% |
241,144
+74,203
| +44% | +$259K |
|
2936
Bally's
BALY
$720M
| $818K | ﹤0.01% |
41,395
+16,120
| +64% | +$369K |
|
2937
Auburn National Bancorp
AUBN
$92M
| $815K | ﹤0.01% |
35,409
-376
| -1% | -$9.95K |
|
2938
Groupon
GRPN
$1.07B
| $814K | ﹤0.01% |
102,069
-282,533
| -73% | -$3.07M |
|
2939
Berkshire Hathaway Class A
BRK.A
$1.1T
| $813K | ﹤0.01% |
2
| – | – |
|
2940
AbCellera Biologics
ABCL
$1.62B
| $812K | ﹤0.01% |
+82,084
| New | +$901K |
|
2941
Oak Valley Bancorp
OVLY
$289M
| $812K | ﹤0.01% |
45,452
| – | – |
|
|
SII
2942
Sprott
SII
$2.73B
| $809K | ﹤0.01% |
24,147
+669
| +3% | +$24K |
|
|
MIXT
2943
DELISTED
MIX TELEMATICS LIMITED
MIXT
| $804K | ﹤0.01% |
105,887
-1,881
| -2% | -$14.9K |
|
|
PATI
2944
DELISTED
Patriot Transportation Holding, Inc. Common Stock
PATI
| $801K | ﹤0.01% |
101,980
+1,055
| +1% | +$8.17K |
|
|
HALL
2945
DELISTED
Hallmark Financial Services, Inc.
HALL
| $795K | ﹤0.01% |
75,685
-7,607
| -9% | -$139K |
|
2946
Genasys
GNSS
$77M
| $790K | ﹤0.01% |
285,143
+11,969
| +4% | +$37.4K |
|
2947
PTC Therapeutics
PTCT
$6.25B
| $783K | ﹤0.01% |
+15,593
| New | +$764K |
|
2948
Broadwind
BWEN
$92.9M
| $780K | ﹤0.01% |
258,273
-2,234
| -0.9% | -$5.69K |
|
2949
Pegasystems
PEGA
$4.85B
| $777K | ﹤0.01% |
48,330
-95,690
| -66% | -$1.95M |
|
|
TSP
2950
DELISTED
TuSimple Holdings Inc. Class A Common Stock
TSP
| $774K | ﹤0.01% |
+101,801
| New | +$852K |
|
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.