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 |
Canadian Pacific Kansas City
CP
|
+$258M |
| 2 |
CADE
Cadence Bank
CADE
|
+$214M |
| 3 |
Verizon
VZ
|
+$149M |
| 4 |
Realty Income
O
|
+$146M |
| 5 |
Amazon
AMZN
|
+$133M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
KSU
Kansas City Southern
KSU
|
+$347M |
| 2 |
Zurn Elkay Water Solutions
ZWS
|
+$327M |
| 3 |
UFS
DOMTAR CORPORATION (New)
UFS
|
+$197M |
| 4 |
Oracle
ORCL
|
+$178M |
| 5 |
Avis
CAR
|
+$158M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.37% |
| 2 | Financials | 17.04% |
| 3 | Industrials | 12.75% |
| 4 | Consumer Discretionary | 11.28% |
| 5 | Healthcare | 11.16% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2626
Kymera Therapeutics
KYMR
$8.59B
| $4.12M | ﹤0.01% |
+64,892
| New | +$3.78M |
|
2627
Comp X International
CIX
$336M
| $4.12M | ﹤0.01% |
183,126
-4,979
| -3% | -$110K |
|
2628
Standard BioTools
LAB
$305M
| $4.1M | ﹤0.01% |
1,046,513
+94,656
| +10% | +$443K |
|
2629
Purple Innovation
PRPL
$39.3M
| $4.09M | ﹤0.01% |
12,323
-734
| -6% | -$284K |
|
2630
Coastal Financial
CCB
$672M
| $4.08M | ﹤0.01% |
80,640
+11,442
| +17% | +$474K |
|
|
PPIH
2631
Perma-Pipe International
PPIH
$211M
| $4.07M | ﹤0.01% |
473,149
-17,774
| -4% | -$149K |
|
2632
Business First Bancshares
BFST
$1.03B
| $4.06M | ﹤0.01% |
143,401
+3,412
| +2% | +$92.3K |
|
2633
Mastech Digital
MHH
$93.9M
| $4.05M | ﹤0.01% |
237,132
-2,499
| -1% | -$44.5K |
|
|
NOTV
2634
DELISTED
Inotiv
NOTV
| $4.05M | ﹤0.01% |
96,203
-2,973
| -3% | -$133K |
|
|
PZN
2635
DELISTED
Pzena Investment Management, Inc. Class A
PZN
| $4.04M | ﹤0.01% |
426,444
-3,846
| -0.9% | -$39.9K |
|
2636
LENSAR
LNSR
$70.4M
| $4.03M | ﹤0.01% |
676,874
-4,500
| -0.7% | -$31.5K |
|
|
FARM
2637
DELISTED
Farmer Brothers
FARM
| $4.02M | ﹤0.01% |
539,299
-26,885
| -5% | -$198K |
|
2638
AMCON Distributing
DIT
| $4.01M | ﹤0.01% |
30,153
-1,101
| -4% | -$118K |
|
2639
Pixelworks
PXLW
$40.6M
| $3.98M | ﹤0.01% |
75,340
+1,642
| +2% | +$92.6K |
|
2640
Investar Holding Corp
ISTR
$416M
| $3.96M | ﹤0.01% |
214,987
-309
| -0.1% | -$5.79K |
|
2641
ASE Group
ASX
$82.1B
| $3.9M | ﹤0.01% |
498,880
-31,845
| -6% | -$234K |
|
2642
Elbit Systems
ESLT
$40.1B
| $3.88M | ﹤0.01% |
22,287
-370
| -2% | -$57.4K |
|
|
PARAA
2643
DELISTED
Paramount Global Class A
PARAA
| $3.86M | ﹤0.01% |
115,533
+270
| +0.2% | +$10.1K |
|
|
SRT
2644
DELISTED
Startek Inc.
SRT
| $3.83M | ﹤0.01% |
732,952
-29,333
| -4% | -$147K |
|
|
GOL
2645
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
| $3.82M | ﹤0.01% |
631,788
| – | – |
|
|
HZN
2646
DELISTED
Horizon Global Corporation
HZN
| $3.82M | ﹤0.01% |
478,987
+988
| +0.2% | +$7.4K |
|
2647
Simulations Plus
SLP
$371M
| $3.8M | ﹤0.01% |
80,316
+39,472
| +97% | +$1.86M |
|
2648
PagerDuty
PD
$861M
| $3.79M | ﹤0.01% |
109,135
-18,344
| -14% | -$710K |
|
2649
Telefônica Brasil
VIV
$19.5B
| $3.79M | ﹤0.01% |
438,246
+3,900
| +0.9% | +$33.3K |
|
|
BDSI
2650
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $3.79M | ﹤0.01% |
1,221,371
+182,076
| +18% | +$613K |
|
Similar funds
Dimensional Fund Advisors's Q4 2021 Portfolio in Review
As of Q4 2021, Dimensional Fund Advisors held 3,615 positions worth $331B, up 6.5% from $310B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q4 2021 filing shows 116 new, 1,381 increased, 1,924 reduced and 78 closed positions. Its largest new stake was Cadence Bank: 7,091,420 shares worth $211M. The largest sale was Kansas City Southern, an estimated $347M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 16% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q4 2021 buy was Cadence Bank: 7,091,420 shares worth $211M.
- Dimensional Fund Advisors added most to Canadian Pacific Kansas City in Q4 2021, an estimated $258M increase.
- Dimensional Fund Advisors's biggest Q4 2021 reduction was Zurn Elkay Water Solutions, cutting an estimated $327M.
- Dimensional Fund Advisors fully exited Kansas City Southern in Q4 2021, selling an estimated $347M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $331B portfolio in Q4 2021.
- Dimensional Fund Advisors opened 116 new positions and closed 78 in Q4 2021.
- Dimensional Fund Advisors's portfolio value rose 6.5% quarter-over-quarter to $331B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2021, filed 9 Feb 2022.