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 |
Prologis
PLD
|
+$275M |
| 2 |
U-Haul Holding Co Series N
UHAL.B
|
+$252M |
| 3 |
Apple
AAPL
|
+$127M |
| 4 |
FLG
Flagstar Bank National Association
FLG
|
+$122M |
| 5 |
Shell
SHEL
|
+$110M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
DRE
Duke Realty Corp.
DRE
|
+$260M |
| 2 |
U-Haul Holding Co
UHAL
|
+$257M |
| 3 |
Walmart Inc
WMT
|
+$158M |
| 4 |
Bristol-Myers Squibb
BMY
|
+$154M |
| 5 |
Antero Resources
AR
|
+$153M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 15.11% |
| 2 | Technology | 12.45% |
| 3 | Industrials | 10.99% |
| 4 | Healthcare | 9.96% |
| 5 | Consumer Discretionary | 8.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2726
RF Industries
RFIL
$134M
| $2.01K | ﹤0.01% |
393,564
-112
| -0% | -$589 |
|
2727
LENSAR
LNSR
$61.5M
| $2K | ﹤0.01% |
677,467
-433
| -0.1% | -$1.79K |
|
|
GTHX
2728
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
| $2K | ﹤0.01% |
367,969
-98,461
| -21% | -$825K |
|
2729
Frontier Group Holdings
ULCC
$1.55B
| $2K | ﹤0.01% |
194,437
| – | – |
|
|
NIU
2730
Niu Technologies
NIU
$203M
| $1.99K | ﹤0.01% |
380,568
-14,496
| -4% | -$55.7K |
|
2731
Wipro
WIT
$19.6B
| $1.99K | ﹤0.01% |
853,896
+73,102
| +9% | +$175K |
|
2732
Comscore
SCOR
$106M
| $1.98K | ﹤0.01% |
85,258
-11,914
| -12% | -$309K |
|
2733
Inspired Entertainment
INSE
$184M
| $1.97K | ﹤0.01% |
155,693
-25,216
| -14% | -$280K |
|
2734
Reading International Class A
RDI
$33.2M
| $1.97K | ﹤0.01% |
711,759
-3,386
| -0.5% | -$10.9K |
|
2735
Chicago Rivet & Machine Co
CVR
$10M
| $1.96K | ﹤0.01% |
68,368
-342
| -0.5% | -$9.28K |
|
2736
Ardagh Metal Packaging
AMBP
$2.83B
| $1.95K | ﹤0.01% |
405,588
+19,273
| +5% | +$88.4K |
|
2737
Citizens
CIA
$239M
| $1.94K | ﹤0.01% |
911,356
-29,804
| -3% | -$83K |
|
2738
Ranpak Holdings
PACK
$439M
| $1.94K | ﹤0.01% |
336,648
+13,766
| +4% | +$65.8K |
|
|
TESS
2739
DELISTED
Tessco Technologies Inc
TESS
| $1.94K | ﹤0.01% |
402,777
+3,152
| +0.8% | +$14.7K |
|
2740
Ponce Financial Group
PDLB
$488M
| $1.94K | ﹤0.01% |
207,940
+9,182
| +5% | +$87.5K |
|
|
PTRA
2741
DELISTED
Proterra Inc. Common Stock
PTRA
| $1.93K | ﹤0.01% |
512,705
+370,059
| +259% | +$1.96M |
|
2742
Virco
VIRC
$95.2M
| $1.91K | ﹤0.01% |
422,614
+1,313
| +0.3% | +$5.53K |
|
2743
Duluth Holdings
DLTH
$155M
| $1.9K | ﹤0.01% |
307,755
-13,166
| -4% | -$98.7K |
|
2744
AMREP Corp
AXR
$123M
| $1.9K | ﹤0.01% |
164,322
+191
| +0.1% | +$2.19K |
|
|
AVDX
2745
DELISTED
AvidXchange
AVDX
| $1.88K | ﹤0.01% |
+188,988
| New | +$1.64M |
|
2746
Blue Ridge Bankshares
BRBS
$315M
| $1.86K | ﹤0.01% |
149,293
+27,522
| +23% | +$356K |
|
|
FREE
2747
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
| $1.86K | ﹤0.01% |
457,455
-19,802
| -4% | -$72K |
|
|
DOYU
2748
DouYu International Holdings
DOYU
$139M
| $1.84K | ﹤0.01% |
131,779
-293
| -0.2% | -$3.42K |
|
2749
The ONE Group
STKS
$56.2M
| $1.84K | ﹤0.01% |
292,584
+655
| +0.2% | +$4.29K |
|
2750
Meridian
MRBK
$234M
| $1.84K | ﹤0.01% |
121,398
+12,338
| +11% | +$196K |
|
Similar funds
Dimensional Fund Advisors's Q4 2022 Portfolio in Review
As of Q4 2022, Dimensional Fund Advisors held 3,580 positions worth $338M, down 100% from $260B the previous quarter. Its ten largest holdings account for 20% of the portfolio.
Dimensional Fund Advisors withdrew a net $2.24B in Q4 2022, closing 89 positions and reducing 1,331 holdings. Its most notable exit was Duke Realty Corp., an estimated $260M position sold in full.
By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 18% a quarter earlier, followed by Technology and Industrials.
Against the trend, Dimensional Fund Advisors opened a new position in U-Haul Holding Co Series N worth $239K.
- Dimensional Fund Advisors's largest Q4 2022 buy was U-Haul Holding Co Series N: 4,345,763 shares worth $239K.
- Dimensional Fund Advisors added most to Prologis in Q4 2022, an estimated $275M increase.
- Dimensional Fund Advisors's biggest Q4 2022 reduction was U-Haul Holding Co, cutting an estimated $257M.
- Dimensional Fund Advisors fully exited Duke Realty Corp. in Q4 2022, selling an estimated $260M.
- Dimensional Fund Advisors's ten largest holdings make up 20% of its $338M portfolio in Q4 2022.
- Dimensional Fund Advisors opened 92 new positions and closed 89 in Q4 2022.
- Dimensional Fund Advisors's portfolio value fell 100% quarter-over-quarter to $338M.
Based on Dimensional Fund Advisors's 13F filing for Q4 2022, filed 9 Feb 2023.