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 | |
|---|---|---|---|---|---|---|
2401
Mid Penn Bancorp
MPB
$932M
| $5.39M | ﹤0.01% |
187,561
+17,023
| +10% | +$489K |
|
2402
Fate Therapeutics
FATE
$302M
| $5.37M | ﹤0.01% |
239,682
-27,484
| -10% | -$794K |
|
2403
West Fraser Timber
WFG
$5.7B
| $5.35M | ﹤0.01% |
73,835
+10,504
| +17% | +$911K |
|
2404
Revolve Group
RVLV
$1.49B
| $5.32M | ﹤0.01% |
245,365
-47,531
| -16% | -$1.25M |
|
2405
Quad
QUAD
$494M
| $5.29M | ﹤0.01% |
2,066,223
+58,456
| +3% | +$191K |
|
|
WSR
2406
DELISTED
Whitestone REIT
WSR
| $5.28M | ﹤0.01% |
624,432
-34,177
| -5% | -$351K |
|
|
CD
2407
DELISTED
Chindata Group Holdings Limited American Depositary Shares
CD
| $5.28M | ﹤0.01% |
653,887
-104,166
| -14% | -$802K |
|
2408
Warner Music
WMG
$14.6B
| $5.28M | ﹤0.01% |
227,384
+14,163
| +7% | +$390K |
|
2409
Orion Group Holdings
ORN
$366M
| $5.26M | ﹤0.01% |
1,991,882
-27,013
| -1% | -$70.9K |
|
2410
Information Services Group
III
$256M
| $5.24M | ﹤0.01% |
1,100,557
+107,519
| +11% | +$668K |
|
2411
Value Line
VALU
$380M
| $5.24M | ﹤0.01% |
119,252
-423
| -0.4% | -$30.8K |
|
2412
Commercial Vehicle Group
CVGI
$121M
| $5.23M | ﹤0.01% |
1,161,654
+98,646
| +9% | +$631K |
|
2413
Peoples Financial Services
PFIS
$709M
| $5.21M | ﹤0.01% |
111,276
+9,128
| +9% | +$471K |
|
|
CCXI
2414
DELISTED
ChemoCentryx, Inc.
CCXI
| $5.2M | ﹤0.01% |
100,626
-94,862
| -49% | -$3.92M |
|
|
TRUE
2415
DELISTED
TrueCar
TRUE
| $5.16M | ﹤0.01% |
3,419,403
-40,186
| -1% | -$91.7K |
|
2416
Pitney Bowes
PBI
$2.37B
| $5.13M | ﹤0.01% |
2,199,464
-1,066,225
| -33% | -$3.42M |
|
|
ALBO
2417
DELISTED
Albireo Pharma Inc
ALBO
| $5.12M | ﹤0.01% |
264,536
-124,321
| -32% | -$2.57M |
|
|
OLP
2418
One Liberty Properties
OLP
$503M
| $5.11M | ﹤0.01% |
243,296
-1,326
| -0.5% | -$33.6K |
|
|
ILPT
2419
Industrial Logistics Properties Trust
ILPT
$517M
| $5.08M | ﹤0.01% |
924,284
-253,196
| -22% | -$2.29M |
|
2420
Vital Farms
VITL
$502M
| $5.07M | ﹤0.01% |
423,624
+11,540
| +3% | +$138K |
|
2421
Sotera Health
SHC
$5.41B
| $5.06M | ﹤0.01% |
742,060
+125,112
| +20% | +$2.08M |
|
2422
Kiniksa Pharmaceuticals
KNSA
$6.19B
| $5.05M | ﹤0.01% |
393,466
-13,681
| -3% | -$156K |
|
|
DZSI
2423
DELISTED
DZS Inc. Common Stock
DZSI
| $5.04M | ﹤0.01% |
446,131
+65,624
| +17% | +$930K |
|
|
PWSC
2424
DELISTED
PowerSchool Holdings, Inc.
PWSC
| $5.03M | ﹤0.01% |
+301,606
| New | +$4.87M |
|
2425
Flywire
FLYW
$2.16B
| $5.02M | ﹤0.01% |
+218,811
| New | +$5.22M |
|
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.