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 | |
|---|---|---|---|---|---|---|
1651
Syndax Pharmaceuticals
SNDX
$1.58B
| $27M | 0.01% |
1,122,452
+161,346
| +17% | +$3.62M |
|
1652
Azenta
AZTA
$1.47B
| $27M | 0.01% |
628,859
-494,140
| -44% | -$29.5M |
|
1653
SITE Centers
SITC
$154M
| $26.9M | 0.01% |
3,223,326
-74,717
| -2% | -$782K |
|
1654
Four Corners Property Trust
FCPT
$2.49B
| $26.9M | 0.01% |
1,113,333
+26,135
| +2% | +$717K |
|
|
AXON
1655
Axon Enterprise
AXON
$36.8B
| $26.9M | 0.01% |
232,595
+6,429
| +3% | +$729K |
|
|
RMAX
1656
DELISTED
RE/MAX Holdings
RMAX
| $26.9M | 0.01% |
1,422,668
-159,351
| -10% | -$3.79M |
|
1657
Verra Mobility
VRRM
$518M
| $26.9M | 0.01% |
1,748,665
+215,371
| +14% | +$3.49M |
|
1658
Honda
HMC
$42.2B
| $26.9M | 0.01% |
1,243,859
+29,114
| +2% | +$736K |
|
1659
Central Garden & Pet Co
CENT
$2.53B
| $26.7M | 0.01% |
925,068
+20,025
| +2% | +$668K |
|
1660
Capital City Bank Group
CCBG
$859M
| $26.5M | 0.01% |
852,261
+12,372
| +1% | +$394K |
|
1661
Protolabs
PRLB
$2.07B
| $26.5M | 0.01% |
726,759
+99,965
| +16% | +$4.33M |
|
1662
First Financial Corp
THFF
$917M
| $26.5M | 0.01% |
585,789
-5,364
| -0.9% | -$248K |
|
1663
Pebblebrook Hotel Trust
PEB
$2.03B
| $26.5M | 0.01% |
1,823,169
-27,320
| -1% | -$492K |
|
1664
Enanta Pharmaceuticals
ENTA
$365M
| $26.4M | 0.01% |
509,878
-13,831
| -3% | -$808K |
|
1665
Mitsubishi UFJ Financial
MUFG
$265B
| $26.4M | 0.01% |
5,876,620
-15,515
| -0.3% | -$80.8K |
|
1666
FRP Holdings
FRPH
$408M
| $26.4M | 0.01% |
972,276
+16,784
| +2% | +$489K |
|
|
CCF
1667
DELISTED
Chase Corporation
CCF
| $26.4M | 0.01% |
316,217
+8,163
| +3% | +$721K |
|
1668
UFP Technologies
UFPT
$2.13B
| $26.4M | 0.01% |
307,133
+9,894
| +3% | +$867K |
|
|
BIG
1669
DELISTED
Big Lots, Inc.
BIG
| $26.2M | 0.01% |
1,680,228
-422,464
| -20% | -$9.09M |
|
1670
Workday
WDAY
$48B
| $26.2M | 0.01% |
172,034
+4,842
| +3% | +$758K |
|
1671
Insulet
PODD
$9.82B
| $26.1M | 0.01% |
113,665
+10,969
| +11% | +$2.75M |
|
|
SWCH
1672
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $26M | 0.01% |
771,596
-231,575
| -23% | -$7.84M |
|
1673
Fulgent Genetics
FLGT
$601M
| $26M | 0.01% |
680,822
+288,308
| +73% | +$14.5M |
|
1674
Cognex
CGNX
$10.2B
| $25.9M | 0.01% |
624,528
+13,511
| +2% | +$612K |
|
1675
Newmark Group
NMRK
$2.51B
| $25.9M | 0.01% |
3,209,974
-254,049
| -7% | -$2.62M |
|
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.