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 | |
|---|---|---|---|---|---|---|
2101
Coca-Cola Femsa
KOF
$23.6B
| $11.4M | ﹤0.01% |
194,995
-16,808
| -8% | -$1M |
|
2102
Greenlight Captial
GLRE
$491M
| $11.3M | ﹤0.01% |
1,525,103
+72,741
| +5% | +$555K |
|
2103
Nathan's Famous
NATH
$401M
| $11.3M | ﹤0.01% |
178,053
-2,995
| -2% | -$181K |
|
2104
Expro Ltd
XPRO
$1.84B
| $11.3M | ﹤0.01% |
889,432
-383,031
| -30% | -$4.64M |
|
|
OPI
2105
DELISTED
Office Properties Income Trust
OPI
| $11.3M | ﹤0.01% |
805,482
-43,034
| -5% | -$808K |
|
2106
Artesian Resources
ARTNA
$365M
| $11.3M | ﹤0.01% |
234,907
-526
| -0.2% | -$28K |
|
|
CIR
2107
DELISTED
CIRCOR International, Inc
CIR
| $11.3M | ﹤0.01% |
684,305
-59,909
| -8% | -$995K |
|
|
KBAL
2108
DELISTED
Kimball International
KBAL
| $11.3M | ﹤0.01% |
1,792,665
+50,582
| +3% | +$393K |
|
2109
New Fortress Energy
NFE
$70.9M
| $11.3M | ﹤0.01% |
5,159
+79
| +2% | +$198K |
|
2110
Old Second Bancorp
OSBC
$1.27B
| $11.2M | ﹤0.01% |
861,734
-41,070
| -5% | -$576K |
|
2111
Replimune Group
REPL
$1.21B
| $11.2M | ﹤0.01% |
647,356
+174,300
| +37% | +$3.32M |
|
|
UMH
2112
UMH Properties
UMH
$1.36B
| $11.1M | ﹤0.01% |
688,290
+4,517
| +0.7% | +$84.8K |
|
2113
Tenaris
TS
$28.5B
| $11.1M | ﹤0.01% |
429,383
-139,245
| -24% | -$3.68M |
|
|
NPKI
2114
NPK International
NPKI
$1.08B
| $11.1M | ﹤0.01% |
4,392,466
-194,557
| -4% | -$572K |
|
2115
PetMed Express
PETS
$35.1M
| $11M | ﹤0.01% |
565,995
+3,820
| +0.7% | +$81.1K |
|
2116
CarGurus
CARG
$3.01B
| $11M | ﹤0.01% |
778,864
-584,245
| -43% | -$11.8M |
|
|
CONN
2117
DELISTED
Conn's Inc.
CONN
| $11M | ﹤0.01% |
1,553,902
-338,424
| -18% | -$3.22M |
|
2118
First Majestic Silver
AG
$9.61B
| $11M | ﹤0.01% |
1,441,276
+13,324
| +0.9% | +$99.4K |
|
2119
Rocky Brands
RCKY
$326M
| $11M | ﹤0.01% |
546,463
-4,022
| -0.7% | -$115K |
|
2120
Shift4
FOUR
$3.27B
| $10.9M | ﹤0.01% |
245,384
+198,102
| +419% | +$8.32M |
|
2121
DoorDash
DASH
$84.3B
| $10.9M | ﹤0.01% |
221,012
+192,693
| +680% | +$12.9M |
|
|
MGI
2122
DELISTED
MoneyGram International, Inc. New
MGI
| $10.9M | ﹤0.01% |
1,048,173
-5,183
| -0.5% | -$53.4K |
|
2123
Anterix
ATEX
$1.52B
| $10.9M | ﹤0.01% |
304,211
-27,355
| -8% | -$1.14M |
|
2124
Roblox
RBLX
$33.9B
| $10.8M | ﹤0.01% |
302,107
+95,530
| +46% | +$3.95M |
|
|
RNAM
2125
DELISTED
Avidity Biosciences
RNAM
| $10.8M | ﹤0.01% |
660,039
+149,768
| +29% | +$2.87M |
|
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.