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 | |
|---|---|---|---|---|---|---|
1876
Franklin Covey
FC
$246M
| $24.6M | 0.01% |
531,110
-7,995
| -1% | -$355K |
|
1877
El Pollo Loco
LOCO
$462M
| $24.5M | 0.01% |
1,729,352
+7,799
| +0.5% | +$114K |
|
1878
Regenxbio
RGNX
$708M
| $24.5M | 0.01% |
749,472
+82,730
| +12% | +$2.82M |
|
1879
Cameco
CCJ
$42.4B
| $24.4M | 0.01% |
1,121,037
-222,567
| -17% | -$5.38M |
|
|
SPLK
1880
DELISTED
Splunk Inc
SPLK
| $24.4M | 0.01% |
211,120
+5,946
| +3% | +$830K |
|
1881
WPP
WPP
$5.94B
| $24.3M | 0.01% |
321,937
-17,025
| -5% | -$1.21M |
|
1882
Fomento Económico Mexicano
FMX
$41.7B
| $24.3M | 0.01% |
312,935
-9,103
| -3% | -$713K |
|
1883
Fate Therapeutics
FATE
$326M
| $24.3M | 0.01% |
414,477
+95,408
| +30% | +$5.41M |
|
1884
Tredegar Corp
TG
$310M
| $24.2M | 0.01% |
2,050,844
-95,061
| -4% | -$1.15M |
|
1885
NatWest
NWG
$76.4B
| $24.2M | 0.01% |
3,682,935
+96,808
| +3% | +$629K |
|
1886
James River Group Holdings
JRVR
$217M
| $24.2M | 0.01% |
840,738
+67,141
| +9% | +$2.08M |
|
|
SWCH
1887
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $24.1M | 0.01% |
842,961
+65,576
| +8% | +$1.71M |
|
1888
Box
BOX
$4.6B
| $24.1M | 0.01% |
920,324
+41,575
| +5% | +$1.07M |
|
|
THR
1889
DELISTED
Thermon Group Holdings
THR
| $24M | 0.01% |
1,415,250
-42,156
| -3% | -$737K |
|
1890
HealthEquity
HQY
$8.75B
| $23.9M | 0.01% |
539,889
+27,146
| +5% | +$1.58M |
|
1891
Arrow Financial
AROW
$652M
| $23.9M | 0.01% |
718,944
-3,948
| -0.5% | -$133K |
|
1892
Agios Pharmaceuticals
AGIO
$1.93B
| $23.8M | 0.01% |
725,401
+184,903
| +34% | +$7.44M |
|
1893
CrowdStrike
CRWD
$218B
| $23.8M | 0.01% |
465,644
+6,160
| +1% | +$375K |
|
|
CSR
1894
Centerspace
CSR
$952M
| $23.8M | 0.01% |
214,905
+1,348
| +0.6% | +$139K |
|
1895
Donegal Group Class A
DGICA
$714M
| $23.8M | 0.01% |
1,667,619
-39,512
| -2% | -$567K |
|
1896
Motorcar Parts of America
MPAA
$258M
| $23.8M | 0.01% |
1,396,037
-41,491
| -3% | -$779K |
|
|
OSG
1897
Octave Specialty Group
OSG
$222M
| $23.7M | 0.01% |
1,475,153
+113,493
| +8% | +$1.78M |
|
1898
Editas Medicine
EDIT
$442M
| $23.6M | 0.01% |
888,374
+178,608
| +25% | +$6.15M |
|
1899
Powell Industries
POWL
$7.71B
| $23.6M | 0.01% |
2,396,766
-134,370
| -5% | -$1.21M |
|
1900
Byline Bancorp
BY
$1.76B
| $23.6M | 0.01% |
861,084
+28,474
| +3% | +$751K |
|
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.