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 | |
|---|---|---|---|---|---|---|
2276
Varonis Systems
VRNS
$4.87B
| $10.9M | ﹤0.01% |
223,748
+134,335
| +150% | +$7.65M |
|
|
TWOU
2277
DELISTED
2U Inc
TWOU
| $10.9M | ﹤0.01% |
18,104
+330
| +2% | +$263K |
|
2278
Amtech Systems
ASYS
$261M
| $10.9M | ﹤0.01% |
1,100,195
+1,212
| +0.1% | +$14K |
|
|
NVRO
2279
DELISTED
NEVRO CORP.
NVRO
| $10.8M | ﹤0.01% |
133,832
+9,912
| +8% | +$993K |
|
2280
Kura Oncology
KURA
$824M
| $10.8M | ﹤0.01% |
774,510
+124,269
| +19% | +$2.01M |
|
2281
Nathan's Famous
NATH
$403M
| $10.8M | ﹤0.01% |
185,319
-2,320
| -1% | -$142K |
|
|
DHC
2282
Diversified Healthcare Trust
DHC
$2.11B
| $10.8M | ﹤0.01% |
3,494,469
-26,138
| -0.7% | -$84.5K |
|
|
ZGNX
2283
DELISTED
Zogenix, Inc.
ZGNX
| $10.7M | ﹤0.01% |
657,881
+116,005
| +21% | +$1.7M |
|
|
LOVE
2284
LoveSac
LOVE
$252M
| $10.7M | ﹤0.01% |
161,191
+19,329
| +14% | +$1.42M |
|
|
TPIC
2285
DELISTED
TPI Composites
TPIC
| $10.7M | ﹤0.01% |
714,010
-17,278
| -2% | -$424K |
|
|
AZUL
2286
DELISTED
Azul
AZUL
| $10.6M | ﹤0.01% |
801,821
| – | – |
|
2287
FS Bancorp
FSBW
$321M
| $10.6M | ﹤0.01% |
313,937
+1,624
| +0.5% | +$55.6K |
|
2288
Citizens & Northern Corp
CZNC
$453M
| $10.6M | ﹤0.01% |
404,090
+2,385
| +0.6% | +$62K |
|
2289
Krystal Biotech
KRYS
$9.55B
| $10.5M | ﹤0.01% |
150,641
-13,223
| -8% | -$770K |
|
2290
Boston Omaha
BOC
$432M
| $10.5M | ﹤0.01% |
366,428
+57,824
| +19% | +$1.89M |
|
2291
Energy Recovery
ERII
$450M
| $10.5M | ﹤0.01% |
487,346
+2,859
| +0.6% | +$59.8K |
|
2292
Park Aerospace
PKE
$810M
| $10.4M | ﹤0.01% |
791,400
-66,091
| -8% | -$887K |
|
|
HBMD
2293
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
| $10.4M | ﹤0.01% |
479,065
+21,386
| +5% | +$457K |
|
|
BRG
2294
DELISTED
Bluerock Residential Growth REIT, Inc.
BRG
| $10.3M | ﹤0.01% |
391,936
-6,170
| -2% | -$97.9K |
|
|
AYX
2295
DELISTED
Alteryx Inc
AYX
| $10.3M | ﹤0.01% |
170,730
+50,812
| +42% | +$3.51M |
|
2296
Eastern Company
EML
$151M
| $10.3M | ﹤0.01% |
409,160
-8,605
| -2% | -$214K |
|
2297
Tidewater
TDW
$4.06B
| $10.2M | ﹤0.01% |
954,453
-44,908
| -4% | -$528K |
|
2298
STRATTEC Security
STRT
$363M
| $10.1M | ﹤0.01% |
273,285
-6,452
| -2% | -$249K |
|
2299
Dimensional National Municipal Bond ETF
DFNM
$2.24B
| $10.1M | ﹤0.01% |
+200,000
| New | +$10.1M |
|
|
ALX
2300
Alexander's
ALX
$1.39B
| $10.1M | ﹤0.01% |
38,677
-545
| -1% | -$146K |
|
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.