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 | |
|---|---|---|---|---|---|---|
|
CSTR
2251
DELISTED
CapStar Financial Holdings, Inc
CSTR
| $11.5M | ﹤0.01% |
546,401
+5,120
| +0.9% | +$110K |
|
|
FSP
2252
Franklin Street Properties
FSP
$47.1M
| $11.5M | ﹤0.01% |
1,928,770
-35,062
| -2% | -$196K |
|
|
UHT
2253
Universal Health Realty Income Trust
UHT
$585M
| $11.5M | ﹤0.01% |
192,895
-1,728
| -0.9% | -$100K |
|
|
CZOO
2254
DELISTED
Cazoo Group Ltd
CZOO
| $11.4M | ﹤0.01% |
+948
| New | +$14.6M |
|
|
EGLE
2255
DELISTED
Eagle Bulk Shipping Inc.
EGLE
| $11.4M | ﹤0.01% |
250,146
-3,680
| -1% | -$157K |
|
|
LFC
2256
DELISTED
China Life Insurance Company Ltd.
LFC
| $11.4M | ﹤0.01% |
1,382,261
| – | – |
|
2257
Restaurant Brands International
QSR
$25.3B
| $11.4M | ﹤0.01% |
187,325
+62,042
| +50% | +$3.66M |
|
|
BVH
2258
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $11.3M | ﹤0.01% |
321,077
-5,616
| -2% | -$166K |
|
|
APTS
2259
DELISTED
Preferred Apartment Communities, Inc.
APTS
| $11.3M | ﹤0.01% |
622,942
+29,338
| +5% | +$403K |
|
2260
Liberty Global Class C
LBTYK
$3.58B
| $11.2M | ﹤0.01% |
400,003
+452
| +0.1% | +$12.9K |
|
|
CMRX
2261
DELISTED
Chimerix, Inc.
CMRX
| $11.2M | ﹤0.01% |
1,744,531
-105,995
| -6% | -$636K |
|
2262
Old Second Bancorp
OSBC
$1.31B
| $11.2M | ﹤0.01% |
890,013
-3,028
| -0.3% | -$39.7K |
|
2263
GDS Holdings
GDS
$6.38B
| $11.2M | ﹤0.01% |
237,549
| – | – |
|
2264
Matrix Service
MTRX
$330M
| $11.2M | ﹤0.01% |
1,483,823
-76,018
| -5% | -$715K |
|
2265
Aviat Networks
AVNW
$272M
| $11.2M | ﹤0.01% |
347,600
-2,110
| -0.6% | -$65.9K |
|
2266
LSI Industries
LYTS
$913M
| $11.1M | ﹤0.01% |
1,625,017
-18,995
| -1% | -$143K |
|
2267
Insmed
INSM
$28.7B
| $11.1M | ﹤0.01% |
409,216
+293,890
| +255% | +$8.4M |
|
2268
Palomar
PLMR
$3.63B
| $11.1M | ﹤0.01% |
171,767
+18,588
| +12% | +$1.45M |
|
2269
Allogene Therapeutics
ALLO
$680M
| $11.1M | ﹤0.01% |
744,728
+403,573
| +118% | +$7.12M |
|
2270
Magnachip Semiconductor
MX
$141M
| $11.1M | ﹤0.01% |
528,575
-3,375
| -0.6% | -$62.4K |
|
2271
Greenlight Captial
GLRE
$511M
| $11.1M | ﹤0.01% |
1,412,367
-68,882
| -5% | -$505K |
|
2272
Biglari Holdings Class B
BH
$1.22B
| $11M | ﹤0.01% |
77,268
+872
| +1% | +$135K |
|
2273
Artesian Resources
ARTNA
$355M
| $11M | ﹤0.01% |
237,438
-4,357
| -2% | -$183K |
|
|
LYLT
2274
DELISTED
Loyalty Ventures Inc. Common Stock
LYLT
| $11M | ﹤0.01% |
+365,400
| New | +$11.8M |
|
|
CWBC
2275
Community West Bancshares
CWBC
$689M
| $11M | ﹤0.01% |
528,187
-4,797
| -0.9% | -$102K |
|
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.