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 | |
|---|---|---|---|---|---|---|
1901
Beazer Homes USA
BZH
$907M
| $23.4M | 0.01% |
1,008,149
+53,424
| +6% | +$1.07M |
|
1902
Vale
VALE
$62.6B
| $23.4M | 0.01% |
1,667,483
+564,297
| +51% | +$7.5M |
|
1903
Chord Energy
CHRD
$7.39B
| $23.3M | 0.01% |
185,002
+22,011
| +14% | +$2.62M |
|
|
TRQ
1904
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $23.3M | 0.01% |
1,416,771
+66,655
| +5% | +$941K |
|
1905
DHI Group
DHX
$173M
| $23.2M | 0.01% |
3,715,195
+13,500
| +0.4% | +$71.5K |
|
1906
Under Armour Class C
UA
$2.53B
| $23.1M | 0.01% |
1,279,681
+71,814
| +6% | +$1.4M |
|
1907
Pegasystems
PEGA
$5.38B
| $23M | 0.01% |
412,100
+6,126
| +2% | +$363K |
|
1908
Helix Energy Solutions
HLX
$1.41B
| $22.8M | 0.01% |
7,320,508
-831,677
| -10% | -$3.07M |
|
1909
NWPX Infrastructure Inc
NWPX
$1.15B
| $22.8M | 0.01% |
717,583
-30,222
| -4% | -$832K |
|
1910
Rocky Brands
RCKY
$369M
| $22.8M | 0.01% |
573,230
-21,684
| -4% | -$937K |
|
|
AVLR
1911
DELISTED
Avalara, Inc.
AVLR
| $22.8M | 0.01% |
176,302
+10,651
| +6% | +$1.66M |
|
1912
Liberty Latin America Class A
LILA
$1.67B
| $22.5M | 0.01% |
2,845,779
-192,032
| -6% | -$1.6M |
|
|
SP
1913
DELISTED
SP Plus Corporation
SP
| $22.5M | 0.01% |
798,528
-24,648
| -3% | -$738K |
|
1914
Hingham Institution for Saving
HIFS
$663M
| $22.5M | 0.01% |
53,488
-1,633
| -3% | -$616K |
|
1915
Cato Corp
CATO
$66.1M
| $22.4M | 0.01% |
1,307,338
+10,356
| +0.8% | +$178K |
|
1916
Marcus Corp
MCS
$945M
| $22.4M | 0.01% |
1,255,729
+7,646
| +0.6% | +$143K |
|
1917
Texas Pacific Land
TPL
$23.5B
| $22.4M | 0.01% |
161,604
+31,563
| +24% | +$4.4M |
|
1918
DMC Global
BOOM
$157M
| $22.4M | 0.01% |
565,893
+13,052
| +2% | +$520K |
|
1919
Equity Bancshares
EQBK
$1.05B
| $22.4M | 0.01% |
659,205
-20,881
| -3% | -$705K |
|
|
CDMO
1920
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
| $22.3M | 0.01% |
765,476
-119,903
| -14% | -$3.43M |
|
1921
Weibo
WB
$1.95B
| $22.3M | 0.01% |
720,196
+9,540
| +1% | +$388K |
|
1922
Datadog
DDOG
$83.3B
| $22.2M | 0.01% |
124,888
+1,800
| +1% | +$306K |
|
1923
Northrim BanCorp
NRIM
$587M
| $22.2M | 0.01% |
2,047,048
-41,376
| -2% | -$457K |
|
1924
American Public Education
APEI
$940M
| $22.2M | 0.01% |
999,480
-19,463
| -2% | -$462K |
|
|
TACO
1925
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
| $22.2M | 0.01% |
1,782,495
-213,348
| -11% | -$2.06M |
|
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.