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 | |
|---|---|---|---|---|---|---|
|
EVBG
2876
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $1.11K | ﹤0.01% |
37,432
-1,170
| -3% | -$35.9K |
|
2877
Data I/O
DAIO
$29.2M
| $1.1K | ﹤0.01% |
277,900
+5,553
| +2% | +$20.1K |
|
|
NTCO
2878
DELISTED
Natura &Co Holding S.A. American Depositary Shares (each representing two Common Shares)
NTCO
| $1.1K | ﹤0.01% |
253,724
-4,398
| -2% | -$21.3K |
|
|
UBP
2879
DELISTED
Urstadt Biddle Properties Inc.
UBP
| $1.1K | ﹤0.01% |
60,275
| – | – |
|
|
MNTV
2880
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $1.09K | ﹤0.01% |
155,922
-6,306
| -4% | -$45.5K |
|
2881
Oscar Health
OSCR
$9.41B
| $1.08K | ﹤0.01% |
440,826
-107,434
| -20% | -$336K |
|
|
SFE
2882
DELISTED
Safeguard Scientifics, Inc.
SFE
| $1.08K | ﹤0.01% |
348,951
+4
| +0% | +$13 |
|
2883
Oak Valley Bancorp
OVLY
$285M
| $1.08K | ﹤0.01% |
47,555
+2,103
| +5% | +$41.3K |
|
2884
Angi Inc
ANGI
$229M
| $1.07K | ﹤0.01% |
45,395
-1,376
| -3% | -$30.8K |
|
2885
Genasys
GNSS
$76.1M
| $1.06K | ﹤0.01% |
287,375
+2,232
| +0.8% | +$6.46K |
|
|
SPWR
2886
DELISTED
SunPower Corporation Common Stock
SPWR
| $1.06K | ﹤0.01% |
+58,968
| New | +$1.21M |
|
2887
KE Holdings
BEKE
$18.7B
| $1.05K | ﹤0.01% |
75,482
-1,177
| -2% | -$16.4K |
|
|
YRD
2888
Yiren Digital
YRD
$97.1M
| $1.05K | ﹤0.01% |
768,661
-64,809
| -8% | -$74.4K |
|
2889
eHealth
EHTH
$42.2M
| $1.05K | ﹤0.01% |
217,530
-51,227
| -19% | -$191K |
|
2890
Ranger Energy Services
RNGR
$376M
| $1.05K | ﹤0.01% |
95,635
+7,725
| +9% | +$81.5K |
|
2891
Arq
ARQ
$84.6M
| $1.05K | ﹤0.01% |
431,038
-81,018
| -16% | -$220K |
|
2892
Mizuho Financial
MFG
$127B
| $1.04K | ﹤0.01% |
366,920
+20,699
| +6% | +$48.8K |
|
2893
Atlantic American Corp
AAME
$31.4M
| $1.04K | ﹤0.01% |
450,358
+4
| +0% | +$11 |
|
2894
Network-1 Technologies
NTIP
$37M
| $1.04K | ﹤0.01% |
471,597
+386
| +0.1% | +$868 |
|
2895
iRhythm Holdings
IRTC
$3.85B
| $1.03K | ﹤0.01% |
11,024
-2,166
| -16% | -$236K |
|
|
TERN
2896
DELISTED
Terns Pharmaceuticals
TERN
| $1.01K | ﹤0.01% |
98,940
+65,628
| +197% | +$437K |
|
|
TEF
2897
DELISTED
Telefonica
TEF
| $997 | ﹤0.01% |
279,345
-2,457
| -0.9% | -$8.59K |
|
2898
Lifestance Health
LFST
$4B
| $989 | ﹤0.01% |
200,363
+141
| +0.1% | +$872 |
|
2899
Rackspace Technology
RXT
$1.05B
| $989 | ﹤0.01% |
334,784
-295,408
| -47% | -$1.25M |
|
2900
Gevo
GEVO
$360M
| $987 | ﹤0.01% |
519,728
-34,602
| -6% | -$73K |
|
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.