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 | |
|---|---|---|---|---|---|---|
1976
Children's Place
PLCE
$44.7M
| $14.9M | 0.01% |
482,824
-41,257
| -8% | -$1.73M |
|
1977
Global Net Lease
GNL
$2.06B
| $14.9M | 0.01% |
1,397,049
-10,834
| -0.8% | -$151K |
|
1978
Atlanticus Holdings
ATLC
$1.44B
| $14.9M | 0.01% |
566,692
-33,508
| -6% | -$1.15M |
|
1979
Astrana Health
ASTH
$1.7B
| $14.8M | 0.01% |
379,853
-17,770
| -4% | -$813K |
|
|
LGTY
1980
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $14.8M | 0.01% |
967,023
+5,323
| +0.6% | +$90.3K |
|
1981
HCI Group
HCI
$2.34B
| $14.8M | 0.01% |
376,355
-8,005
| -2% | -$459K |
|
|
NXRT
1982
NexPoint Residential Trust
NXRT
$544M
| $14.8M | 0.01% |
319,228
-16,472
| -5% | -$949K |
|
1983
Universal Electronics
UEIC
$68.8M
| $14.7M | 0.01% |
748,926
-29,660
| -4% | -$701K |
|
1984
Hyster-Yale Materials Handling
HY
$597M
| $14.7M | 0.01% |
682,114
-29,967
| -4% | -$934K |
|
1985
York Water
YORW
$536M
| $14.7M | 0.01% |
381,540
-227
| -0.1% | -$9.74K |
|
|
GTY
1986
Getty Realty Corp
GTY
$1.85B
| $14.6M | 0.01% |
544,864
-42,273
| -7% | -$1.22M |
|
1987
Prudential
PUK
$32.9B
| $14.6M | 0.01% |
734,827
-91,055
| -11% | -$2.09M |
|
1988
West Bancorporation
WTBA
$504M
| $14.6M | 0.01% |
703,216
+6,249
| +0.9% | +$151K |
|
|
AMNB
1989
DELISTED
American National Bankshares Inc
AMNB
| $14.6M | 0.01% |
457,392
+10,034
| +2% | +$343K |
|
1990
Village Super Market
VLGEA
$654M
| $14.6M | 0.01% |
755,720
+13,628
| +2% | +$301K |
|
1991
Wheaton Precious Metals
WPM
$69.1B
| $14.6M | 0.01% |
450,493
+44,603
| +11% | +$1.46M |
|
|
CVGW
1992
DELISTED
Calavo Growers
CVGW
| $14.6M | 0.01% |
458,421
-23,224
| -5% | -$933K |
|
1993
Fomento Económico Mexicano
FMX
$41B
| $14.5M | 0.01% |
231,778
-43,232
| -16% | -$2.72M |
|
1994
Eldorado Gold
EGO
$11.1B
| $14.5M | 0.01% |
2,408,369
-347,537
| -13% | -$2.04M |
|
1995
Richardson Electronics
RELL
$248M
| $14.5M | 0.01% |
959,725
+7,575
| +0.8% | +$120K |
|
1996
Future Fuel
FF
$240M
| $14.5M | 0.01% |
2,397,871
+48,793
| +2% | +$337K |
|
|
MRTX
1997
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $14.4M | 0.01% |
206,504
+28,362
| +16% | +$2.1M |
|
1998
BrightView Holdings
BV
$1.01B
| $14.4M | 0.01% |
1,816,103
+125,422
| +7% | +$1.34M |
|
|
TEN
1999
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $14.3M | 0.01% |
823,708
-9,295
| -1% | -$175K |
|
2000
WisdomTree
WT
$3.37B
| $14.3M | 0.01% |
3,060,377
+77,272
| +3% | +$395K |
|
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.