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 | |
|---|---|---|---|---|---|---|
|
ALR
3126
DELISTED
AlerisLife Inc
ALR
| $345K | ﹤0.01% |
363,223
-44,273
| -11% | -$50.9K |
|
|
PRVB
3127
DELISTED
Provention Bio, Inc. Common Stock
PRVB
| $344K | ﹤0.01% |
76,581
-3,461
| -4% | -$15.8K |
|
|
KWY
3128
Kingsway Corp
KWY
$270M
| $343K | ﹤0.01% |
49,538
| – | – |
|
3129
TIM SA
TIMB
$9.44B
| $343K | ﹤0.01% |
30,761
-206
| -0.7% | -$2.44K |
|
|
VIOT
3130
Viomi Technology
VIOT
$50.5M
| $342K | ﹤0.01% |
277,638
-23,402
| -8% | -$33.8K |
|
3131
Ring Energy
REI
$287M
| $341K | ﹤0.01% |
146,899
-9,145
| -6% | -$25K |
|
|
ITOS
3132
DELISTED
iTeos Therapeutics
ITOS
| $340K | ﹤0.01% |
17,874
| – | – |
|
3133
CKX Lands
CKX
$22.2M
| $339K | ﹤0.01% |
31,018
+122
| +0.4% | +$1.35K |
|
3134
Marchex
MCHX
$79.3M
| $339K | ﹤0.01% |
202,219
+16,111
| +9% | +$31K |
|
|
SNCR
3135
DELISTED
Synchronoss Technologies
SNCR
| $337K | ﹤0.01% |
32,825
-29,812
| -48% | -$379K |
|
3136
Rallybio
RLYB
$85.3M
| $335K | ﹤0.01% |
+2,896
| New | +$258K |
|
3137
Lindblad Expeditions
LIND
$1.93B
| $333K | ﹤0.01% |
49,210
-23,611
| -32% | -$206K |
|
3138
Pathfinder Bancorp
PBHC
$100M
| $333K | ﹤0.01% |
16,382
+746
| +5% | +$14.9K |
|
3139
Lake Shore Bancorp
LSBK
$134M
| $331K | ﹤0.01% |
25,171
+11
| +0% | +$150 |
|
3140
Scholar Rock
SRRK
$5.79B
| $329K | ﹤0.01% |
47,389
-116,797
| -71% | -$973K |
|
3141
Zevra Therapeutics
ZVRA
$566M
| $329K | ﹤0.01% |
52,722
+1,064
| +2% | +$6.03K |
|
3142
Coda Octopus Group
CODA
$111M
| $325K | ﹤0.01% |
60,227
+7,243
| +14% | +$36.4K |
|
|
FORTY
3143
Formula Systems
FORTY
$1.75B
| $325K | ﹤0.01% |
4,017
+19
| +0.5% | +$1.85K |
|
|
IVC
3144
DELISTED
Invacare Corporation
IVC
| $325K | ﹤0.01% |
416,183
-531,424
| -56% | -$559K |
|
3145
Instil Bio
TIL
$49.2M
| $322K | ﹤0.01% |
3,312
+2,001
| +153% | +$229K |
|
3146
Q32 Bio
QTTB
$458M
| $320K | ﹤0.01% |
11,029
-489
| -4% | -$19.9K |
|
|
WMPN
3147
DELISTED
William Penn Bancorporation Common Stock
WMPN
| $320K | ﹤0.01% |
28,177
+5,153
| +22% | +$59.2K |
|
3148
Personalis
PSNL
$1.25B
| $319K | ﹤0.01% |
107,404
-58,632
| -35% | -$224K |
|
|
SGMA
3149
DELISTED
Sigmatron International
SGMA
| $319K | ﹤0.01% |
67,207
-2,062
| -3% | -$14.6K |
|
3150
Neuronetics
STIM
$126M
| $319K | ﹤0.01% |
100,781
+71,765
| +247% | +$261K |
|
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.