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 | |
|---|---|---|---|---|---|---|
3276
Byrna Technologies
BYRN
$103M
| $150 | ﹤0.01% |
+19,123
| New | +$143K |
|
3277
Bionano Genomics
BNGO
$12.2M
| $148 | ﹤0.01% |
169
| – | – |
|
3278
Paysign
PAYS
$512M
| $148 | ﹤0.01% |
57,281
+8
| +0% | +$20 |
|
3279
Enliven Therapeutics
ELVN
$3.85B
| $147 | ﹤0.01% |
8,973
+1,907
| +27% | +$30.5K |
|
|
HYFT
3280
MindWalk Holdings
HYFT
$63.4M
| $146 | ﹤0.01% |
27,661
+3,088
| +13% | +$15.6K |
|
3281
ReposiTrak
TRAK
$157M
| $145 | ﹤0.01% |
29,513
| – | – |
|
3282
Cytosorbents Corp
CTSO
$22M
| $144 | ﹤0.01% |
93,279
-16,361
| -15% | -$24.3K |
|
3283
Jerash Holdings
JRSH
$58.4M
| $142 | ﹤0.01% |
36,539
+1,434
| +4% | +$6.01K |
|
3284
Envela
ELA
$563M
| $139 | ﹤0.01% |
26,353
-578
| -2% | -$2.96K |
|
3285
SELLAS Life Sciences
SLS
$2.02B
| $138 | ﹤0.01% |
+58,592
| New | +$164K |
|
|
RAIN
3286
DELISTED
Rain Oncology Inc. Common Stock
RAIN
| $138 | ﹤0.01% |
+17,172
| New | +$108K |
|
|
BNR
3287
Burning Rock Biotech
BNR
$93.3M
| $137 | ﹤0.01% |
6,078
-138
| -2% | -$3.15K |
|
|
CTHR
3288
DELISTED
Charles & Colvard Ltd
CTHR
| $137 | ﹤0.01% |
16,788
-647
| -4% | -$6.07K |
|
|
TAIT
3289
DELISTED
Taitron Components
TAIT
| $135 | ﹤0.01% |
39,187
+955
| +2% | +$3.59K |
|
3290
Comstock Holding Companies
CHCI
$151M
| $134 | ﹤0.01% |
31,441
+5,849
| +23% | +$24.3K |
|
3291
Energy Services of America
ESOA
$265M
| $131 | ﹤0.01% |
50,931
+8
| +0% | +$22 |
|
|
ICAD
3292
DELISTED
iCAD Inc
ICAD
| $130 | ﹤0.01% |
70,988
-25,620
| -27% | -$47.8K |
|
|
VMEO
3293
DELISTED
Vimeo
VMEO
| $129 | ﹤0.01% |
37,768
+64
| +0.2% | +$247 |
|
3294
Peloton Interactive
PTON
$2.76B
| $128 | ﹤0.01% |
16,137
-208,859
| -93% | -$2M |
|
3295
Shattuck Labs
STTK
$687M
| $128 | ﹤0.01% |
55,133
+4,699
| +9% | +$11.8K |
|
|
MRNS
3296
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $128 | ﹤0.01% |
+32,089
| New | +$158K |
|
3297
Savara
SVRA
$1.14B
| $127 | ﹤0.01% |
81,408
| – | – |
|
3298
Nortech Systems
NSYS
$37.7M
| $126 | ﹤0.01% |
10,110
+54
| +0.5% | +$667 |
|
|
JOAN
3299
DELISTED
JOANN, Inc. Common Stock
JOAN
| $126 | ﹤0.01% |
44,001
-8,826
| -17% | -$41.7K |
|
|
VAPO
3300
DELISTED
Vapotherm, Inc. Common Stock
VAPO
| $125 | ﹤0.01% |
5,808
-1,085
| -16% | -$12.4K |
|
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.