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 | |
|---|---|---|---|---|---|---|
2951
BlackLine
BL
$1.87B
| $770K | ﹤0.01% |
12,855
-4,986
| -28% | -$335K |
|
2952
Kentucky First Federal Bancorp
KFFB
$43.3M
| $770K | ﹤0.01% |
107,032
-1,082
| -1% | -$8.24K |
|
|
PYCR
2953
DELISTED
Paycor HCM, Inc. Common Stock
PYCR
| $770K | ﹤0.01% |
26,064
+18,189
| +231% | +$526K |
|
|
DALN
2954
DELISTED
DallasNews
DALN
| $769K | ﹤0.01% |
165,738
-38,451
| -19% | -$246K |
|
2955
Mizuho Financial
MFG
$123B
| $765K | ﹤0.01% |
346,221
-3,160
| -0.9% | -$7.35K |
|
|
AIOT
2956
PowerFleet Inc
AIOT
$525M
| $761K | ﹤0.01% |
246,849
+3,893
| +2% | +$11.2K |
|
2957
Digital Turbine
APPS
$1.02B
| $760K | ﹤0.01% |
52,721
| – | – |
|
2958
Data I/O
DAIO
$31.5M
| $760K | ﹤0.01% |
272,347
+9,053
| +3% | +$29.1K |
|
2959
Aclaris Therapeutics
ACRS
$744M
| $756K | ﹤0.01% |
+48,017
| New | +$756K |
|
2960
Phillips Edison & Co
PECO
$5.37B
| $754K | ﹤0.01% |
26,879
+8,517
| +46% | +$280K |
|
2961
Zentalis Pharmaceuticals
ZNTL
$329M
| $744K | ﹤0.01% |
34,348
-37,362
| -52% | -$1.02M |
|
2962
908 Devices
MASS
$288M
| $735K | ﹤0.01% |
44,678
+7,381
| +20% | +$143K |
|
2963
EyePoint Inc
EYPT
$1B
| $731K | ﹤0.01% |
92,412
-9,187
| -9% | -$85.4K |
|
2964
Franklin Financial Services
FRAF
$288M
| $729K | ﹤0.01% |
23,094
+3,015
| +15% | +$95.5K |
|
2965
Bank7 Corp
BSVN
$478M
| $726K | ﹤0.01% |
32,790
+15,070
| +85% | +$355K |
|
|
AFMD
2966
DELISTED
Affimed
AFMD
| $720K | ﹤0.01% |
34,942
+2,963
| +9% | +$82.4K |
|
2967
Amplify Energy
AMPY
$152M
| $720K | ﹤0.01% |
+109,663
| New | +$746K |
|
|
XNET
2968
Xunlei
XNET
$334M
| $719K | ﹤0.01% |
517,440
-37,445
| -7% | -$59.2K |
|
|
SFIX
2969
Stitch Fix
SFIX
$563M
| $710K | ﹤0.01% |
179,843
+74,810
| +71% | +$425K |
|
|
PTRA
2970
DELISTED
Proterra Inc. Common Stock
PTRA
| $710K | ﹤0.01% |
+142,646
| New | +$800K |
|
2971
Everspin Technologies
MRAM
$328M
| $694K | ﹤0.01% |
119,886
+47,330
| +65% | +$301K |
|
2972
Nuvation Bio
NUVB
$2.33B
| $694K | ﹤0.01% |
309,678
+255,995
| +477% | +$731K |
|
2973
Clover Health Investments
CLOV
$2.28B
| $693K | ﹤0.01% |
+407,534
| New | +$1.07M |
|
|
FLNT
2974
Fluent
FLNT
$103M
| $692K | ﹤0.01% |
85,432
-31,298
| -27% | -$265K |
|
2975
Purple Innovation
PRPL
$35.7M
| $691K | ﹤0.01% |
6,820
-2,972
| -30% | -$258K |
|
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.