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 | |
|---|---|---|---|---|---|---|
|
BFX
2826
DELISTED
BowFlex Inc.
BFX
| $1.28M | ﹤0.01% |
787,216
-211,288
| -21% | -$425K |
|
2827
Aspen Aerogels
ASPN
$364M
| $1.28M | ﹤0.01% |
138,960
-191,697
| -58% | -$2.32M |
|
2828
Travelzoo
TZOO
$77.8M
| $1.28M | ﹤0.01% |
288,677
-32,175
| -10% | -$188K |
|
2829
Espey Mfg & Electronics Corp
ESP
$174M
| $1.27M | ﹤0.01% |
92,294
+1,138
| +1% | +$15.9K |
|
|
NETI
2830
DELISTED
Eneti Inc.
NETI
| $1.27M | ﹤0.01% |
190,354
-70,317
| -27% | -$500K |
|
2831
Gevo
GEVO
$363M
| $1.26M | ﹤0.01% |
554,330
+158,645
| +40% | +$443K |
|
|
CCRD
2832
DELISTED
CoreCard
CCRD
| $1.25M | ﹤0.01% |
57,449
+4,585
| +9% | +$108K |
|
|
ACB
2833
Aurora Cannabis
ACB
$168M
| $1.25M | ﹤0.01% |
102,454
+302
| +0.3% | +$4.44K |
|
2834
Lee Enterprises
LEE
$177M
| $1.24M | ﹤0.01% |
70,275
-6,934
| -9% | -$129K |
|
|
AGFS
2835
DELISTED
AgroFresh Solutions Inc
AGFS
| $1.24M | ﹤0.01% |
822,709
-75,453
| -8% | -$127K |
|
2836
United-Guardian
UG
$33.7M
| $1.22M | ﹤0.01% |
107,300
+344
| +0.3% | +$5.04K |
|
2837
EverQuote
EVER
$960M
| $1.21M | ﹤0.01% |
178,030
-59,237
| -25% | -$555K |
|
2838
Hovnanian Enterprises
HOV
$800M
| $1.21M | ﹤0.01% |
33,880
-26,435
| -44% | -$1.17M |
|
|
CASA
2839
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $1.21M | ﹤0.01% |
386,612
-234,067
| -38% | -$925K |
|
|
OPNT
2840
DELISTED
Opiant Pharmaceuticals, Inc. Common Stock
OPNT
| $1.21M | ﹤0.01% |
112,492
-14,800
| -12% | -$168K |
|
2841
MainStreet Bancshares
MNSB
$167M
| $1.2M | ﹤0.01% |
52,728
+1,107
| +2% | +$26K |
|
|
CMRX
2842
DELISTED
Chimerix, Inc.
CMRX
| $1.2M | ﹤0.01% |
622,308
-670,252
| -52% | -$1.5M |
|
2843
Optical Cable Corp
OCC
$121M
| $1.2M | ﹤0.01% |
346,258
+3,047
| +0.9% | +$11.1K |
|
2844
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.95B
| $1.19M | ﹤0.01% |
39,839
+2,622
| +7% | +$97.8K |
|
|
NOA
2845
North American Construction
NOA
$370M
| $1.19M | ﹤0.01% |
124,558
| – | – |
|
|
EVBG
2846
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $1.19M | ﹤0.01% |
38,602
-8,869
| -19% | -$291K |
|
|
VVNT
2847
DELISTED
Vivint Smart Home, Inc. Class A Common Stock
VVNT
| $1.19M | ﹤0.01% |
180,389
+141,952
| +369% | +$796K |
|
|
RJET
2848
Republic Airways Holdings
RJET
$863M
| $1.17M | ﹤0.01% |
47,148
-28,469
| -38% | -$976K |
|
|
RNDB
2849
DELISTED
Randolph Bancorp, Inc. Common Stock
RNDB
| $1.17M | ﹤0.01% |
43,252
| – | – |
|
2850
Nkarta
NKTX
$159M
| $1.16M | ﹤0.01% |
88,330
+5,153
| +6% | +$73.7K |
|
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.