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 | |
|---|---|---|---|---|---|---|
|
CMLS
2451
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $4.63M | ﹤0.01% |
659,323
+139,208
| +27% | +$1.18M |
|
2452
Kymera Therapeutics
KYMR
$8.66B
| $4.62M | ﹤0.01% |
212,365
+25,084
| +13% | +$661K |
|
2453
NVE Corp
NVEC
$543M
| $4.62M | ﹤0.01% |
99,126
+1,264
| +1% | +$62.9K |
|
2454
Core Molding Technologies
CMT
$201M
| $4.61M | ﹤0.01% |
464,598
-33,512
| -7% | -$373K |
|
2455
Esquire Financial Holdings
ESQ
$1.14B
| $4.56M | ﹤0.01% |
121,435
+10,080
| +9% | +$375K |
|
2456
Teekay
TK
$996M
| $4.53M | ﹤0.01% |
1,261,181
+450,723
| +56% | +$1.5M |
|
|
FSP
2457
Franklin Street Properties
FSP
$49.8M
| $4.53M | ﹤0.01% |
1,720,709
-158,775
| -8% | -$524K |
|
2458
AMCON Distributing
DIT
$60.5M
| $4.52M | ﹤0.01% |
32,255
+906
| +3% | +$118K |
|
2459
Acacia Research
ACTG
$437M
| $4.5M | ﹤0.01% |
1,114,354
+307,071
| +38% | +$1.42M |
|
2460
QuantumScape Corp
QS
$3.05B
| $4.49M | ﹤0.01% |
534,349
+40,402
| +8% | +$433K |
|
|
AGTI
2461
DELISTED
Agiliti Inc
AGTI
| $4.49M | ﹤0.01% |
313,944
+231,690
| +282% | +$4.29M |
|
|
NOAH
2462
Noah Holdings
NOAH
$590M
| $4.49M | ﹤0.01% |
339,655
+38,004
| +13% | +$646K |
|
2463
Northern Technologies International Corp
NTIC
$75.6M
| $4.49M | ﹤0.01% |
337,144
+395
| +0.1% | +$4.45K |
|
|
BCOV
2464
DELISTED
Brightcove, Inc.
BCOV
| $4.49M | ﹤0.01% |
712,069
+117,328
| +20% | +$760K |
|
2465
Urban One Class D
UONEK
$22.4M
| $4.48M | ﹤0.01% |
105,397
+9,065
| +9% | +$383K |
|
2466
Daily Journal
DJCO
$826M
| $4.47M | ﹤0.01% |
17,448
+1,839
| +12% | +$486K |
|
2467
Harvard Bioscience
HBIO
$27.6M
| $4.46M | ﹤0.01% |
174,242
-13,542
| -7% | -$448K |
|
2468
SEACOR Marine Holdings
SMHI
$209M
| $4.46M | ﹤0.01% |
793,855
-12,202
| -2% | -$76.4K |
|
2469
United Microelectronic
UMC
$42.9B
| $4.44M | ﹤0.01% |
797,208
+196,482
| +33% | +$1.3M |
|
|
CNCE
2470
DELISTED
Concert Pharmaceuticals, Inc.
CNCE
| $4.44M | ﹤0.01% |
662,100
-154,073
| -19% | -$934K |
|
|
MN
2471
DELISTED
MANNING & NAPIER, INC.
MN
| $4.42M | ﹤0.01% |
360,301
-47,155
| -12% | -$594K |
|
|
CTO
2472
CTO Realty Growth
CTO
$756M
| $4.4M | ﹤0.01% |
234,978
-2,493
| -1% | -$52K |
|
|
CBAY
2473
DELISTED
Cymabay Therapeutics
CBAY
| $4.37M | ﹤0.01% |
1,247,365
+169,679
| +16% | +$610K |
|
2474
Nurix Therapeutics
NRIX
$2.45B
| $4.36M | ﹤0.01% |
334,725
+130,423
| +64% | +$2.06M |
|
2475
Chemung Financial Corp
CHMG
$394M
| $4.36M | ﹤0.01% |
104,103
+7,368
| +8% | +$331K |
|
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.