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 | |
|---|---|---|---|---|---|---|
2276
Tecnoglass Holdings
TGLS
$1.61B
| $7.46M | ﹤0.01% |
355,336
+12,496
| +4% | +$273K |
|
2277
BayCom
BCML
$331M
| $7.41M | ﹤0.01% |
421,564
+73,538
| +21% | +$1.42M |
|
2278
Universal Technical Institute
UTI
$1.15B
| $7.41M | ﹤0.01% |
1,362,191
+222,349
| +20% | +$1.56M |
|
2279
Dimensional International Small Cap ETF
DFIS
$5.85B
| $7.39M | ﹤0.01% |
400,000
| – | – |
|
|
DOCU
2280
DocuSign
DOCU
$13.2B
| $7.39M | ﹤0.01% |
138,209
+949
| +0.7% | +$59.5K |
|
2281
Flexsteel Industries
FLXS
$325M
| $7.38M | ﹤0.01% |
469,951
-26,873
| -5% | -$469K |
|
2282
RCM Technologies
RCMT
$289M
| $7.38M | ﹤0.01% |
442,087
-49,950
| -10% | -$865K |
|
2283
Relmada Therapeutics
RLMD
$448M
| $7.36M | ﹤0.01% |
198,900
-2,707
| -1% | -$75K |
|
2284
Stantec
STN
$7.96B
| $7.36M | ﹤0.01% |
167,861
+1,971
| +1% | +$92.8K |
|
2285
Mitek Systems
MITK
$781M
| $7.31M | ﹤0.01% |
797,525
+83,694
| +12% | +$840K |
|
2286
Evolution Petroleum
EPM
$148M
| $7.29M | ﹤0.01% |
1,047,887
+47,022
| +5% | +$310K |
|
|
EGIO
2287
DELISTED
Edgio, Inc. Common Stock
EGIO
| $7.29M | ﹤0.01% |
65,566
-3,577
| -5% | -$423K |
|
2288
Astronics
ATRO
$2.79B
| $7.28M | ﹤0.01% |
1,110,488
+68,895
| +7% | +$575K |
|
2289
The RMR Group
RMR
$322M
| $7.27M | ﹤0.01% |
307,056
+40,804
| +15% | +$1.11M |
|
2290
Eastern Company
EML
$148M
| $7.25M | ﹤0.01% |
417,769
+1,070
| +0.3% | +$21.7K |
|
2291
Roku
ROKU
$22.9B
| $7.25M | ﹤0.01% |
128,431
+21,318
| +20% | +$1.62M |
|
|
CVLY
2292
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $7.23M | ﹤0.01% |
383,944
+26,327
| +7% | +$552K |
|
|
RAPT
2293
DELISTED
RAPT Therapeutics
RAPT
| $7.19M | ﹤0.01% |
37,372
+1,835
| +5% | +$347K |
|
2294
Bankwell Financial Group
BWFG
$533M
| $7.18M | ﹤0.01% |
246,561
+13,843
| +6% | +$440K |
|
|
CIO
2295
DELISTED
City Office REIT
CIO
| $7.16M | ﹤0.01% |
718,093
-46,489
| -6% | -$573K |
|
2296
Fossil Group
FOSL
$333M
| $7.13M | ﹤0.01% |
2,084,860
-914,078
| -30% | -$4.69M |
|
|
BLDP
2297
Ballard Power Systems
BLDP
$657M
| $7.09M | ﹤0.01% |
1,159,264
+864,234
| +293% | +$6.46M |
|
2298
Banco Santander Chile
BSAC
$16.2B
| $7.06M | ﹤0.01% |
504,022
-979
| -0.2% | -$15.2K |
|
|
VRAY
2299
DELISTED
ViewRay, Inc.
VRAY
| $7.06M | ﹤0.01% |
1,939,329
+15,546
| +0.8% | +$52.2K |
|
|
HDSN
2300
Hudson Technologies
HDSN
$217M
| $7.05M | ﹤0.01% |
959,536
+271,227
| +39% | +$2.28M |
|
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.