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 | |
|---|---|---|---|---|---|---|
|
AE
2176
DELISTED
Adams Resources & Energy Inc
AE
| $9.56M | ﹤0.01% |
320,759
-992
| -0.3% | -$30.5K |
|
|
TVRD
2177
Tvardi Therapeutics
TVRD
$21.6M
| $9.5M | ﹤0.01% |
28,182
-821
| -3% | -$297K |
|
2178
Saga Communications
SGA
$58M
| $9.46M | ﹤0.01% |
361,665
-1,929
| -0.5% | -$49.1K |
|
|
EGRX
2179
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $9.4M | ﹤0.01% |
355,759
+38,083
| +12% | +$1.4M |
|
2180
Biglari Holdings Class B
BH
$1.12B
| $9.37M | ﹤0.01% |
81,016
+1,536
| +2% | +$192K |
|
2181
Sumitomo Mitsui Financial
SMFG
$169B
| $9.29M | ﹤0.01% |
1,688,921
+266,701
| +19% | +$1.61M |
|
|
GNTY
2182
DELISTED
Guaranty Bancshares
GNTY
| $9.28M | ﹤0.01% |
268,268
+12,399
| +5% | +$444K |
|
2183
KVH Industries
KVHI
$130M
| $9.28M | ﹤0.01% |
1,006,428
-493
| -0% | -$4.45K |
|
2184
Alto Ingredients
ALTO
$312M
| $9.22M | ﹤0.01% |
2,534,233
-153,522
| -6% | -$646K |
|
2185
Vericel Corp
VCEL
$2.05B
| $9.22M | ﹤0.01% |
397,514
-18,755
| -5% | -$512K |
|
2186
Natural Gas Services Group
NGS
$462M
| $9.21M | ﹤0.01% |
917,553
-15,483
| -2% | -$159K |
|
2187
Cloudflare
NET
$119B
| $9.19M | ﹤0.01% |
166,180
+1,950
| +1% | +$116K |
|
|
INFN
2188
DELISTED
Infinera Corporation Common Stock
INFN
| $9.17M | ﹤0.01% |
1,894,285
-1,472,887
| -44% | -$8.07M |
|
2189
Zillow
ZG
$6.89B
| $9.15M | ﹤0.01% |
319,337
+36,448
| +13% | +$1.27M |
|
2190
3D Systems Corp
DDD
$588M
| $9.14M | ﹤0.01% |
1,145,568
-295,338
| -20% | -$3.03M |
|
2191
Magnite
MGNI
$3.68B
| $9.14M | ﹤0.01% |
1,391,141
+203,054
| +17% | +$1.63M |
|
2192
Monarch Casino & Resort
MCRI
$2.2B
| $9.12M | ﹤0.01% |
162,453
-480
| -0.3% | -$29.4K |
|
2193
Lifetime Brands
LCUT
$193M
| $9.1M | ﹤0.01% |
1,344,093
+2,652
| +0.2% | +$25.1K |
|
|
BRG
2194
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $9.09M | ﹤0.01% |
339,685
-41,062
| -11% | -$1.08M |
|
2195
Pennant Group
PNTG
$1.4B
| $9.05M | ﹤0.01% |
869,581
+14,895
| +2% | +$213K |
|
2196
Oil-Dri
ODC
$1.27B
| $9.05M | ﹤0.01% |
747,886
-22,074
| -3% | -$311K |
|
2197
First Bank
FRBA
$440M
| $9.01M | ﹤0.01% |
659,094
+24,308
| +4% | +$360K |
|
2198
TFI International
TFII
$10.4B
| $8.99M | ﹤0.01% |
99,396
+1,794
| +2% | +$174K |
|
2199
WPP
WPP
$5.55B
| $8.97M | ﹤0.01% |
217,813
-30,956
| -12% | -$1.45M |
|
|
BWIN
2200
Baldwin Insurance Group
BWIN
$3.09B
| $8.94M | ﹤0.01% |
339,402
+114,083
| +51% | +$3.25M |
|
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.