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 | 17.74% |
| 2 | Technology | 15.25% |
| 3 | Industrials | 12.58% |
| 4 | Healthcare | 11.81% |
| 5 | Consumer Discretionary | 9.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2426
Investar Holding Corp
ISTR
$411M
| $5.01M | ﹤0.01% |
251,717
+17,508
| +7% | +$382K |
|
|
EIGR
2427
DELISTED
Eiger BioPharmaceuticals, Inc.
EIGR
| $4.99M | ﹤0.01% |
22,079
+4,158
| +23% | +$1.02M |
|
2428
AmeriServ Financial
ASRV
$76.3M
| $4.95M | ﹤0.01% |
1,301,293
-32,342
| -2% | -$126K |
|
2429
AMES National
ATLO
$271M
| $4.93M | ﹤0.01% |
222,414
+12,423
| +6% | +$275K |
|
|
AZUL
2430
DELISTED
Azul
AZUL
| $4.9M | ﹤0.01% |
602,569
-89,447
| -13% | -$754K |
|
2431
Mistras Group
MG
$477M
| $4.89M | ﹤0.01% |
1,097,222
+15,905
| +1% | +$90.1K |
|
2432
Hallador Energy
HNRG
$646M
| $4.89M | ﹤0.01% |
869,740
+226,783
| +35% | +$1.44M |
|
|
CMBM
2433
DELISTED
Cambium Networks
CMBM
| $4.88M | ﹤0.01% |
288,212
+22,051
| +8% | +$395K |
|
|
KALV
2434
DELISTED
KalVista Pharmaceuticals
KALV
| $4.88M | ﹤0.01% |
336,118
+71,640
| +27% | +$1M |
|
|
MPX
2435
DELISTED
Marine Products Corp
MPX
| $4.87M | ﹤0.01% |
575,078
-990
| -0.2% | -$9.95K |
|
2436
Ultralife
ULBI
$88.3M
| $4.86M | ﹤0.01% |
1,010,590
-21,550
| -2% | -$102K |
|
2437
Adaptive Biotechnologies
ADPT
$3.61B
| $4.85M | ﹤0.01% |
681,077
+265,593
| +64% | +$2.5M |
|
|
SI
2438
DELISTED
Silvergate Capital Corporation
SI
| $4.85M | ﹤0.01% |
+64,324
| New | +$5.48M |
|
|
FMTX
2439
DELISTED
Forma Therapeutics Holdings, Inc. Common Stock
FMTX
| $4.79M | ﹤0.01% |
239,874
+147,946
| +161% | +$1.95M |
|
|
SA
2440
Seabridge Gold
SA
$2.72B
| $4.78M | ﹤0.01% |
402,520
+1,961
| +0.5% | +$24.8K |
|
2441
eGain
EGAN
$186M
| $4.77M | ﹤0.01% |
648,857
+953
| +0.1% | +$8.57K |
|
|
PDS
2442
Precision Drilling
PDS
$946M
| $4.77M | ﹤0.01% |
94,139
-616
| -0.7% | -$37.3K |
|
2443
Natural Alternatives International
NAII
$13.9M
| $4.77M | ﹤0.01% |
514,164
-10,173
| -2% | -$108K |
|
2444
Nature's Sunshine
NATR
$362M
| $4.76M | ﹤0.01% |
577,904
-42,072
| -7% | -$418K |
|
2445
Escalade
ESCA
$271M
| $4.75M | ﹤0.01% |
477,580
-22,079
| -4% | -$260K |
|
2446
Hamilton Beach Brands
HBB
$313M
| $4.74M | ﹤0.01% |
406,440
-6,719
| -2% | -$80.1K |
|
2447
SentinelOne
S
$6.35B
| $4.69M | ﹤0.01% |
183,366
+155,083
| +548% | +$4.07M |
|
2448
iRadimed
IRMD
$1.2B
| $4.68M | ﹤0.01% |
155,794
+15,866
| +11% | +$553K |
|
2449
Core & Main
CNM
$7.93B
| $4.67M | ﹤0.01% |
+205,536
| New | +$4.8M |
|
|
PPIH
2450
Perma-Pipe International
PPIH
$189M
| $4.67M | ﹤0.01% |
494,122
-553
| -0.1% | -$5.12K |
|
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.