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 | |
|---|---|---|---|---|---|---|
1476
Moelis & Co
MC
$4.97B
| $39K | 0.01% |
1,015,971
-11,235
| -1% | -$456K |
|
1477
Nokia
NOK
$51B
| $39K | 0.01% |
8,399,138
+571,926
| +7% | +$2.64M |
|
1478
Donnelley Financial Solutions
DFIN
$1.16B
| $38.9K | 0.01% |
1,006,805
-3,066
| -0.3% | -$115K |
|
1479
Sony
SONY
$137B
| $38.9K | 0.01% |
2,550,460
+7,970
| +0.3% | +$119K |
|
|
WWE
1480
DELISTED
World Wrestling Entertainment
WWE
| $38.8K | 0.01% |
565,659
+12,440
| +2% | +$940K |
|
|
DNB
1481
DELISTED
Dun & Bradstreet
DNB
| $38.7K | 0.01% |
3,159,872
+1,670,547
| +112% | +$21.4M |
|
|
SGEN
1482
DELISTED
Seagen Inc. Common Stock
SGEN
| $38.7K | 0.01% |
301,278
+811
| +0.3% | +$105K |
|
1483
Medifast
MED
$109M
| $38.7K | 0.01% |
335,125
-1,040
| -0.3% | -$121K |
|
1484
Chefs' Warehouse
CHEF
$4.71B
| $38.7K | 0.01% |
1,161,456
+23,492
| +2% | +$818K |
|
1485
CGI
GIB
$15.1B
| $38.6K | 0.01% |
447,834
+24,742
| +6% | +$2.04M |
|
1486
National Grid
NGG
$80.4B
| $38.6K | 0.01% |
678,329
+4,393
| +0.7% | +$235K |
|
1487
EPR Properties
EPR
$4.76B
| $38.5K | 0.01% |
1,019,931
-27,123
| -3% | -$1.06M |
|
1488
Washington Trust Bancorp
WASH
$743M
| $38.5K | 0.01% |
815,411
+35,446
| +5% | +$1.7M |
|
1489
Dolby
DLB
$5.51B
| $38.4K | 0.01% |
545,078
+4,025
| +0.7% | +$277K |
|
1490
Acco Brands
ACCO
$389M
| $38.2K | 0.01% |
6,841,421
-123,586
| -2% | -$642K |
|
1491
Omnicell
OMCL
$1.61B
| $38.2K | 0.01% |
758,423
-43,730
| -5% | -$2.63M |
|
1492
Myriad Genetics
MYGN
$270M
| $38.2K | 0.01% |
2,633,864
+201,414
| +8% | +$3.75M |
|
1493
Adtran
ADTN
$689M
| $38.2K | 0.01% |
2,032,892
-151,890
| -7% | -$3.05M |
|
1494
LXP Industrial Trust
LXP
$3.57B
| $38K | 0.01% |
757,511
-193,304
| -20% | -$9.66M |
|
1495
Neogen
NEOG
$2.63B
| $37.9K | 0.01% |
2,488,757
-254,109
| -9% | -$3.62M |
|
1496
Dave & Buster's
PLAY
$377M
| $37.9K | 0.01% |
1,068,445
+103,122
| +11% | +$3.73M |
|
1497
Churchill Downs
CHDN
$5.88B
| $37.8K | 0.01% |
357,850
+5,358
| +2% | +$565K |
|
1498
Tiptree Inc
TIPT
$662M
| $37.8K | 0.01% |
2,732,156
+16,340
| +0.6% | +$210K |
|
1499
HealthStream
HSTM
$819M
| $37.7K | 0.01% |
1,518,631
-9
| -0% | -$216 |
|
|
EGLE
1500
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $37.7K | 0.01% |
754,558
+46,145
| +7% | +$2.31M |
|
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.