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 | |
|---|---|---|---|---|---|---|
3026
Applovin
APP
$140B
| $551K | ﹤0.01% |
28,267
+6,533
| +30% | +$195K |
|
3027
First Guaranty Bancshares
FGBI
$159M
| $551K | ﹤0.01% |
25,263
+228
| +0.9% | +$5.42K |
|
3028
Itaú Unibanco
ITUB
$91.6B
| $547K | ﹤0.01% |
120,002
+5,498
| +5% | +$23.4K |
|
3029
American Coastal Insurance
ACIC
$526M
| $544K | ﹤0.01% |
849,439
-272,232
| -24% | -$289K |
|
3030
GitLab
GTLB
$5.57B
| $544K | ﹤0.01% |
+10,614
| New | +$620K |
|
3031
Assembly Biosciences
ASMB
$507M
| $542K | ﹤0.01% |
27,513
-2,064
| -7% | -$49.9K |
|
3032
Hennessy Advisors
HNNA
$78.8M
| $542K | ﹤0.01% |
62,592
+563
| +0.9% | +$5.46K |
|
3033
EverCommerce
EVCM
$2.12B
| $536K | ﹤0.01% |
+49,105
| New | +$557K |
|
3034
IRIDEX
IRIX
$15.3M
| $525K | ﹤0.01% |
217,688
-20,841
| -9% | -$56.9K |
|
|
VTNR
3035
DELISTED
Vertex Energy, Inc
VTNR
| $522K | ﹤0.01% |
83,786
-8,156
| -9% | -$74.6K |
|
3036
BK Technologies
BKTI
$300M
| $518K | ﹤0.01% |
43,020
+796
| +2% | +$9.67K |
|
|
SFBC
3037
Sound Financial Bancorp
SFBC
$105M
| $517K | ﹤0.01% |
12,751
+1
| +0% | +$41 |
|
3038
TPG
TPG
$7.02B
| $513K | ﹤0.01% |
+18,443
| New | +$533K |
|
3039
First Capital
FCAP
$214M
| $512K | ﹤0.01% |
19,933
+683
| +4% | +$19.4K |
|
|
CNF
3040
CNFinance Holdings
CNF
$41M
| $511K | ﹤0.01% |
20,274
+1,264
| +7% | +$31.9K |
|
|
BAND
3041
Bandwidth Inc
BAND
$1.67B
| $508K | ﹤0.01% |
42,753
+7,223
| +20% | +$119K |
|
|
CPAC
3042
Cementos Pacasmayo
CPAC
$1.04B
| $508K | ﹤0.01% |
108,612
-109
| -0.1% | -$529 |
|
|
ATYR
3043
aTyr Pharma
ATYR
$48.4M
| $508K | ﹤0.01% |
169,360
+21,764
| +15% | +$72.9K |
|
|
KLRS
3044
Kalaris Therapeutics
KLRS
$79.5M
| $508K | ﹤0.01% |
2,800
-1,161
| -29% | -$181K |
|
|
DM
3045
DELISTED
Desktop Metal, Inc.
DM
| $502K | ﹤0.01% |
19,382
| – | – |
|
|
LKFT
3046
Lakefront Biotherapeutics American Depositary Shares
LKFT
$1.84B
| $501K | ﹤0.01% |
11,755
-5,919
| -33% | -$303K |
|
3047
Grab
GRAB
$14.1B
| $500K | ﹤0.01% |
190,146
+172,315
| +966% | +$522K |
|
3048
Rivian
RIVN
$24.2B
| $499K | ﹤0.01% |
+15,142
| New | +$516K |
|
|
CIZN
3049
DELISTED
Citizens Holding Co.
CIZN
| $494K | ﹤0.01% |
32,281
-1,553
| -5% | -$26.7K |
|
3050
Airbnb
ABNB
$90.9B
| $493K | ﹤0.01% |
4,689
+449
| +11% | +$49.8K |
|
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.