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 | 17.86% |
| 2 | Technology | 15.28% |
| 3 | Industrials | 12.71% |
| 4 | Healthcare | 11.82% |
| 5 | Consumer Discretionary | 9.99% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
DOOR
1201
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $51.7M | 0.02% |
725,819
+28,866
| +4% | +$2.4M |
|
1202
Amphastar Pharmaceuticals
AMPH
$1B
| $51.7M | 0.02% |
1,839,134
+13,091
| +0.7% | +$427K |
|
1203
Globus Medical
GMED
$10.1B
| $51.6M | 0.02% |
866,860
+99,973
| +13% | +$6.02M |
|
1204
Wabash National
WNC
$498M
| $51.6M | 0.02% |
3,317,306
+76,963
| +2% | +$1.26M |
|
1205
MarineMax
HZO
$1.16B
| $51.5M | 0.02% |
1,730,189
+39,261
| +2% | +$1.47M |
|
1206
Vermilion Energy
VET
$1.92B
| $51.5M | 0.02% |
2,404,669
+131,330
| +6% | +$3.08M |
|
1207
NiSource
NI
$19.6B
| $51.4M | 0.02% |
2,041,052
-13,181
| -0.6% | -$388K |
|
1208
Warrior Met Coal
HCC
$4.88B
| $51.4M | 0.02% |
1,807,136
+5,278
| +0.3% | +$162K |
|
1209
J&J Snack Foods
JJSF
$1.49B
| $51.4M | 0.02% |
396,775
+3,221
| +0.8% | +$458K |
|
1210
CONMED
CNMD
$1.4B
| $51.4M | 0.02% |
640,570
+20,956
| +3% | +$1.98M |
|
1211
Teleflex
TFX
$5.36B
| $51.3M | 0.02% |
254,709
+37,461
| +17% | +$8.96M |
|
|
VRNT
1212
DELISTED
Verint Systems
VRNT
| $51.3M | 0.02% |
1,526,609
+57,165
| +4% | +$2.49M |
|
1213
National Fuel Gas
NFG
$7.69B
| $51.1M | 0.02% |
830,380
+27,345
| +3% | +$1.89M |
|
1214
B2Gold
BTG
$7.11B
| $51M | 0.02% |
15,827,639
+5,135,409
| +48% | +$16.9M |
|
1215
Douglas Emmett
DEI
$1.74B
| $51M | 0.02% |
2,842,092
-253,401
| -8% | -$5.4M |
|
1216
Intellia Therapeutics
NTLA
$1.74B
| $50.9M | 0.02% |
910,108
-8,790
| -1% | -$545K |
|
1217
Chesapeake Utilities
CPK
$3.15B
| $50.5M | 0.02% |
437,879
+495
| +0.1% | +$64.1K |
|
|
SRCL
1218
DELISTED
Stericycle Inc
SRCL
| $50.5M | 0.02% |
1,198,226
+115,225
| +11% | +$5.54M |
|
1219
Liberty Latin America Class C
LILAK
$1.7B
| $50.5M | 0.02% |
9,024,421
+298,465
| +3% | +$1.92M |
|
1220
CRA International
CRAI
$1.03B
| $50.4M | 0.02% |
568,334
-12,856
| -2% | -$1.18M |
|
|
HOUS
1221
DELISTED
Anywhere Real Estate
HOUS
| $50.3M | 0.02% |
6,207,951
-492,964
| -7% | -$5.05M |
|
|
CVET
1222
DELISTED
Covetrus, Inc. Common Stock
CVET
| $50.3M | 0.02% |
2,410,392
-674,247
| -22% | -$14M |
|
|
PGTI
1223
DELISTED
PGT, Inc.
PGTI
| $50.3M | 0.02% |
2,397,449
+21,948
| +0.9% | +$451K |
|
1224
Schneider National
SNDR
$5.75B
| $50.2M | 0.02% |
2,472,818
+141,764
| +6% | +$3.29M |
|
|
NSA
1225
DELISTED
National Storage Affiliates Trust
NSA
| $50.2M | 0.02% |
1,206,951
+28,237
| +2% | +$1.44M |
|
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.