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 | |
|---|---|---|---|---|---|---|
2351
Camping World
CWH
$639M
| $7.01K | ﹤0.01% |
314,048
-35,716
| -10% | -$926K |
|
2352
DMC Global
BOOM
$138M
| $6.98K | ﹤0.01% |
358,885
-14,396
| -4% | -$266K |
|
2353
Daktronics
DAKT
$955M
| $6.97K | ﹤0.01% |
2,472,089
-13,957
| -0.6% | -$42.9K |
|
2354
Phibro Animal Health
PAHC
$1.47B
| $6.95K | ﹤0.01% |
518,176
-3,030
| -0.6% | -$40.6K |
|
2355
Parke Bancorp
PKBK
$401M
| $6.92K | ﹤0.01% |
333,710
+16,636
| +5% | +$352K |
|
2356
BRC Group Holdings
RILY
$288M
| $6.89K | ﹤0.01% |
201,470
-17,751
| -8% | -$744K |
|
|
SQSP
2357
DELISTED
Squarespace, Inc.
SQSP
| $6.87K | ﹤0.01% |
309,857
+234,288
| +310% | +$4.93M |
|
2358
Carter Bankshares
CARE
$766M
| $6.83K | ﹤0.01% |
411,724
+34,064
| +9% | +$597K |
|
|
MPX
2359
DELISTED
Marine Products Corp
MPX
| $6.81K | ﹤0.01% |
578,989
+3,911
| +0.7% | +$41.2K |
|
2360
Bausch Health
BHC
$2.58B
| $6.79K | ﹤0.01% |
1,080,839
+259,183
| +32% | +$1.81M |
|
2361
Mid Penn Bancorp
MPB
$971M
| $6.78K | ﹤0.01% |
226,262
+38,701
| +21% | +$1.24M |
|
2362
SentinelOne
S
$6.53B
| $6.77K | ﹤0.01% |
464,171
+280,805
| +153% | +$5.2M |
|
2363
TransAlta
TAC
$3.95B
| $6.77K | ﹤0.01% |
754,415
+44,242
| +6% | +$396K |
|
|
MORF
2364
DELISTED
Morphic Holding, Inc. Common Stock
MORF
| $6.72K | ﹤0.01% |
251,242
+60,081
| +31% | +$1.64M |
|
|
CAJ
2365
DELISTED
Canon, Inc.
CAJ
| $6.64K | ﹤0.01% |
306,247
+41,581
| +16% | +$927K |
|
2366
Foster
FSTR
$430M
| $6.61K | ﹤0.01% |
682,881
+12,015
| +2% | +$122K |
|
|
FONR
2367
DELISTED
Fonar
FONR
| $6.61K | ﹤0.01% |
394,616
+6,393
| +2% | +$108K |
|
2368
Korea Electric Power
KEP
$15.3B
| $6.59K | ﹤0.01% |
762,538
-113,055
| -13% | -$804K |
|
2369
Centrus Energy
LEU
$3.48B
| $6.58K | ﹤0.01% |
202,488
+36,741
| +22% | +$1.4M |
|
2370
NVE Corp
NVEC
$562M
| $6.57K | ﹤0.01% |
101,497
+2,371
| +2% | +$145K |
|
2371
First United
FUNC
$285M
| $6.54K | ﹤0.01% |
332,637
-192
| -0.1% | -$3.59K |
|
2372
Fossil Group
FOSL
$293M
| $6.49K | ﹤0.01% |
1,506,812
-578,048
| -28% | -$2.42M |
|
2373
Nurix Therapeutics
NRIX
$2.41B
| $6.41K | ﹤0.01% |
583,742
+249,017
| +74% | +$3M |
|
2374
SI-BONE Inc
SIBN
$788M
| $6.41K | ﹤0.01% |
471,091
+9,431
| +2% | +$137K |
|
|
HMNF
2375
DELISTED
HMN Financial Inc
HMNF
| $6.4K | ﹤0.01% |
300,646
-283
| -0.1% | -$6.36K |
|
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.