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 | |
|---|---|---|---|---|---|---|
|
PGRE
1876
DELISTED
Paramount Group
PGRE
| $18.7M | 0.01% |
2,996,422
-120,465
| -4% | -$868K |
|
1877
Pinterest
PINS
$10.4B
| $18.6M | 0.01% |
799,394
+205,475
| +35% | +$4.51M |
|
1878
Construction Partners
ROAD
$5.37B
| $18.6M | 0.01% |
708,411
+41,544
| +6% | +$1.09M |
|
1879
Revolution Medicines
RVMD
$42.2B
| $18.5M | 0.01% |
936,516
+305,819
| +48% | +$6.72M |
|
|
DNB
1880
DELISTED
Dun & Bradstreet
DNB
| $18.5M | 0.01% |
1,489,325
+367,413
| +33% | +$5.45M |
|
|
FLIC
1881
DELISTED
First of Long Island Corp
FLIC
| $18.3M | 0.01% |
1,063,823
+59,156
| +6% | +$1.09M |
|
1882
CEVA Inc
CEVA
$840M
| $18.3M | 0.01% |
697,581
+45,067
| +7% | +$1.45M |
|
1883
Inogen
INGN
$136M
| $18.2M | 0.01% |
748,876
+74,175
| +11% | +$2.05M |
|
|
ECOM
1884
DELISTED
CHANNELADVISOR CORPORATION
ECOM
| $18.2M | 0.01% |
801,854
+73,323
| +10% | +$1.27M |
|
1885
Rogers Communications
RCI
$19B
| $18.2M | 0.01% |
471,050
+26,084
| +6% | +$1.15M |
|
1886
Methanex
MEOH
$4.72B
| $18.1M | 0.01% |
567,649
+66,803
| +13% | +$2.42M |
|
|
STEL
1887
DELISTED
Stellar Bancorp
STEL
| $18M | 0.01% |
614,646
+90,427
| +17% | +$2.72M |
|
1888
Koppers
KOP
$873M
| $17.9M | 0.01% |
863,779
+72,564
| +9% | +$1.67M |
|
1889
Thryv Holdings
THRY
$82.2M
| $17.9M | 0.01% |
786,053
+321,002
| +69% | +$8M |
|
|
HSKA
1890
DELISTED
Heska Corp
HSKA
| $17.9M | 0.01% |
245,568
+5,218
| +2% | +$461K |
|
1891
Alamos Gold
AGI
$15B
| $17.9M | 0.01% |
2,412,674
+407,928
| +20% | +$3.02M |
|
1892
Harmony Gold Mining
HMY
$12.5B
| $17.8M | 0.01% |
7,325,451
-565,917
| -7% | -$1.64M |
|
1893
Arcus Biosciences
RCUS
$3.25B
| $17.8M | 0.01% |
680,094
+359,339
| +112% | +$9.5M |
|
|
BELFB
1894
Bel Fuse Inc Class B
BELFB
$3.44B
| $17.7M | 0.01% |
702,815
+3,014
| +0.4% | +$70.8K |
|
1895
APi Group
APG
$16B
| $17.7M | 0.01% |
2,004,333
+254,470
| +15% | +$2.71M |
|
1896
Manitowoc
MTW
$788M
| $17.7M | 0.01% |
2,286,539
-245,362
| -10% | -$2.48M |
|
1897
Deluxe
DLX
$1.1B
| $17.7M | 0.01% |
1,064,127
+33,556
| +3% | +$705K |
|
|
TBRG
1898
DELISTED
TruBridge
TBRG
| $17.6M | 0.01% |
631,919
+24,230
| +4% | +$748K |
|
|
MOFG
1899
DELISTED
MidWestOne Financial Group
MOFG
| $17.5M | 0.01% |
641,192
+21,262
| +3% | +$651K |
|
1900
Allient
ALNT
$1.69B
| $17.5M | 0.01% |
610,822
+12,953
| +2% | +$386K |
|
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.