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 | |
|---|---|---|---|---|---|---|
3051
Sana Biotechnology
SANA
$916M
| $483K | ﹤0.01% |
80,957
+44,970
| +125% | +$325K |
|
3052
XPeng
XPEV
$12.2B
| $479K | ﹤0.01% |
40,058
+7,227
| +22% | +$156K |
|
3053
CareCloud
CCLD
$100M
| $478K | ﹤0.01% |
114,337
-51,341
| -31% | -$205K |
|
|
CEA
3054
DELISTED
China Eastern Airlines
CEA
| $475K | ﹤0.01% |
28,383
-9,996
| -26% | -$177K |
|
3055
Battalion Oil
BATL
$28.2M
| $474K | ﹤0.01% |
39,442
+5,360
| +16% | +$60.4K |
|
3056
United Bancorp
UBCP
$92.1M
| $473K | ﹤0.01% |
29,439
+2,259
| +8% | +$35.4K |
|
3057
PagerDuty
PD
$795M
| $472K | ﹤0.01% |
20,456
| – | – |
|
|
CELL
3058
DELISTED
PhenomeX Inc. Common Stock
CELL
| $471K | ﹤0.01% |
164,726
+67,833
| +70% | +$288K |
|
|
RDFN
3059
DELISTED
Redfin
RDFN
| $466K | ﹤0.01% |
79,819
-16,476
| -17% | -$146K |
|
|
BKSC
3060
DELISTED
Bank of South Carolina
BKSC
| $466K | ﹤0.01% |
28,485
+1,073
| +4% | +$18.1K |
|
3061
HF Foods Group
HFFG
$84M
| $465K | ﹤0.01% |
120,107
+40,341
| +51% | +$200K |
|
|
KNTE
3062
DELISTED
Kinnate Biopharma Inc. Common Stock
KNTE
| $465K | ﹤0.01% |
38,908
+7,515
| +24% | +$98.4K |
|
3063
Bioceres Crop Solutions
BIOX
$20.6M
| $459K | ﹤0.01% |
35,235
+9,459
| +37% | +$116K |
|
|
TSRI
3064
DELISTED
TSR Inc. New
TSRI
| $451K | ﹤0.01% |
62,609
+25
| +0% | +$207 |
|
|
SYBX
3065
DELISTED
Synlogic
SYBX
| $448K | ﹤0.01% |
31,412
-6,835
| -18% | -$105K |
|
3066
Melco Resorts & Entertainment
MLCO
$2.19B
| $447K | ﹤0.01% |
67,408
-10,831
| -14% | -$59.7K |
|
3067
Sonida Senior Living
SNDA
$2.04B
| $447K | ﹤0.01% |
27,540
-6,502
| -19% | -$127K |
|
3068
Telus
TU
$16.7B
| $444K | ﹤0.01% |
22,341
+861
| +4% | +$19.2K |
|
3069
Microbot Medical
MBOT
$113M
| $442K | ﹤0.01% |
92,451
+3,609
| +4% | +$18.6K |
|
3070
Smith-Midland
SMID
$155M
| $442K | ﹤0.01% |
16,519
+1,075
| +7% | +$20.7K |
|
|
HZN
3071
DELISTED
Horizon Global Corporation
HZN
| $438K | ﹤0.01% |
356,222
-104,969
| -23% | -$164K |
|
3072
Grupo Aval
AVAL
$5.79B
| $430K | ﹤0.01% |
173,650
-4,046
| -2% | -$13K |
|
|
TRT
3073
Trio-Tech International
TRT
$99.6M
| $430K | ﹤0.01% |
185,540
+3,150
| +2% | +$7.32K |
|
3074
Standard BioTools
LAB
$311M
| $429K | ﹤0.01% |
389,328
-568,519
| -59% | -$860K |
|
|
WTT
3075
DELISTED
Wireless Telecom Group, Inc.
WTT
| $429K | ﹤0.01% |
329,737
-45,498
| -12% | -$63.4K |
|
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.