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 | |
|---|---|---|---|---|---|---|
2151
SAP
SAP
$230B
| $14.8M | ﹤0.01% |
105,361
+6,273
| +6% | +$876K |
|
|
EGRX
2152
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $14.8M | ﹤0.01% |
289,729
+9,109
| +3% | +$472K |
|
|
ONL
2153
Orion Office REIT
ONL
$148M
| $14.7M | ﹤0.01% |
+789,935
| New | +$15.6M |
|
2154
Tenaris
TS
$27B
| $14.7M | ﹤0.01% |
705,093
+132,629
| +23% | +$2.9M |
|
|
CHS
2155
DELISTED
Chicos FAS, Inc.
CHS
| $14.6M | ﹤0.01% |
2,717,987
-488,644
| -15% | -$2.66M |
|
2156
Kodiak Sciences
KOD
$2.84B
| $14.6M | ﹤0.01% |
172,310
+77,051
| +81% | +$7.84M |
|
2157
A10 Networks
ATEN
$1.99B
| $14.6M | ﹤0.01% |
880,067
+73,105
| +9% | +$1.11M |
|
|
MORF
2158
DELISTED
Morphic Holding, Inc. Common Stock
MORF
| $14.6M | ﹤0.01% |
307,640
+71,138
| +30% | +$3.82M |
|
2159
PetMed Express
PETS
$42.1M
| $14.5M | ﹤0.01% |
575,564
+4,991
| +0.9% | +$138K |
|
2160
LSB Industries
LXU
$698M
| $14.5M | ﹤0.01% |
1,314,687
-21,206
| -2% | -$201K |
|
2161
Expro Ltd
XPRO
$1.91B
| $14.5M | ﹤0.01% |
1,011,496
+178,618
| +21% | +$2.93M |
|
2162
Twist Bioscience
TWST
$6.84B
| $14.5M | ﹤0.01% |
187,254
+64,977
| +53% | +$6.67M |
|
2163
Teekay Tankers
TNK
$2.67B
| $14.4M | ﹤0.01% |
1,320,751
-109,441
| -8% | -$1.39M |
|
|
SMAR
2164
DELISTED
Smartsheet Inc.
SMAR
| $14.4M | ﹤0.01% |
185,626
+12,128
| +7% | +$847K |
|
2165
Sarepta Therapeutics
SRPT
$1.77B
| $14.4M | ﹤0.01% |
159,634
-7,823
| -5% | -$669K |
|
|
LL
2166
DELISTED
LL Flooring Holdings, Inc.
LL
| $14.3M | ﹤0.01% |
837,385
+35,372
| +4% | +$623K |
|
|
TBNK
2167
DELISTED
Territorial Bancorp Inc.
TBNK
| $14.2M | ﹤0.01% |
563,801
-9,380
| -2% | -$239K |
|
2168
ACM Research
ACMR
$5.46B
| $14.2M | ﹤0.01% |
498,831
+84,588
| +20% | +$2.67M |
|
2169
Ceco Environmental
CECO
$4.01B
| $14.1M | ﹤0.01% |
2,261,349
-57,678
| -2% | -$383K |
|
2170
eHealth
EHTH
$43.2M
| $14.1M | ﹤0.01% |
551,782
-21,320
| -4% | -$708K |
|
2171
Sportsman's Warehouse
SPWH
$46M
| $14.1M | ﹤0.01% |
1,191,743
-7,018
| -0.6% | -$110K |
|
2172
First Bancorp
FNLC
$398M
| $14M | ﹤0.01% |
446,634
-4,399
| -1% | -$134K |
|
2173
Civista Bancshares
CIVB
$596M
| $14M | ﹤0.01% |
574,238
+7,691
| +1% | +$189K |
|
2174
iQIYI
IQ
$1.24B
| $13.9M | ﹤0.01% |
3,055,206
+374,078
| +14% | +$2.65M |
|
|
VOXX
2175
DELISTED
VOXX International Corporation Class A
VOXX
| $13.9M | ﹤0.01% |
1,371,153
-35,466
| -3% | -$394K |
|
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.