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 | |
|---|---|---|---|---|---|---|
|
IAS
3176
DELISTED
Integral Ad Science
IAS
| $277K | ﹤0.01% |
+38,239
| New | +$342K |
|
|
AYX
3177
DELISTED
Alteryx Inc
AYX
| $275K | ﹤0.01% |
4,918
| – | – |
|
3178
Grupo Aeroportuario Centro Norte
OMAB
$5.21B
| $274K | ﹤0.01% |
5,464
-15
| -0.3% | -$786 |
|
|
SWKH
3179
DELISTED
SWK Holdings
SWKH
| $274K | ﹤0.01% |
20,302
+3,946
| +24% | +$54.9K |
|
3180
IBEX
IBEX
$489M
| $273K | ﹤0.01% |
14,728
+4,256
| +41% | +$74.6K |
|
|
ELP
3181
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
| $272K | ﹤0.01% |
57,658
-35,598
| -38% | -$183K |
|
|
LSEA
3182
DELISTED
Landsea Homes
LSEA
| $271K | ﹤0.01% |
56,710
+9,015
| +19% | +$58.8K |
|
3183
Smart Sand
SND
$184M
| $271K | ﹤0.01% |
173,463
-90,501
| -34% | -$172K |
|
|
CARV
3184
DELISTED
Carver Bancorp
CARV
| $270K | ﹤0.01% |
67,472
+1,766
| +3% | +$9.53K |
|
3185
Bioventus
BVS
$883M
| $267K | ﹤0.01% |
38,149
-1,260
| -3% | -$9.87K |
|
3186
Stereotaxis
STXS
$126M
| $266K | ﹤0.01% |
147,518
-14,440
| -9% | -$31K |
|
3187
Altisource Portfolio Solutions
ASPS
$60.9M
| $265K | ﹤0.01% |
2,527
+726
| +40% | +$67.3K |
|
3188
Mercado Libre
MELI
$94.7B
| $264K | ﹤0.01% |
+320
| New | +$275K |
|
|
ADVM
3189
DELISTED
Adverum Biotechnologies
ADVM
| $262K | ﹤0.01% |
27,611
-4,704
| -15% | -$61.8K |
|
3190
CytomX Therapeutics
CTMX
$690M
| $262K | ﹤0.01% |
180,580
-216,661
| -55% | -$333K |
|
3191
Avita Medical
RCEL
$143M
| $260K | ﹤0.01% |
+49,237
| New | +$304K |
|
|
FLNA
3192
Filana Therapeutics
FLNA
$43.8M
| $260K | ﹤0.01% |
+6,227
| New | +$168K |
|
3193
Woori Financial
WF
$16B
| $259K | ﹤0.01% |
11,565
-908
| -7% | -$23.9K |
|
3194
Edgewise Therapeutics
EWTX
$4.39B
| $258K | ﹤0.01% |
+26,180
| New | +$265K |
|
3195
HireQuest
HQI
$187M
| $257K | ﹤0.01% |
19,977
+7,840
| +65% | +$112K |
|
|
ZEPP
3196
Zepp Health
ZEPP
$69.1M
| $256K | ﹤0.01% |
46,655
-6,265
| -12% | -$45.3K |
|
3197
Crescent Energy
CRGY
$3.41B
| $255K | ﹤0.01% |
18,880
-121,995
| -87% | -$1.79M |
|
|
HCP
3198
DELISTED
HashiCorp, Inc. Class A Common Stock
HCP
| $249K | ﹤0.01% |
+7,750
| New | +$268K |
|
|
ITCL
3199
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
| $247K | ﹤0.01% |
86,256
+3,585
| +4% | +$11.1K |
|
3200
Olema Pharmaceuticals
OLMA
$1B
| $245K | ﹤0.01% |
+88,789
| New | +$377K |
|
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.