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 | |
|---|---|---|---|---|---|---|
2301
Grupo Aeroportuario del Pacifico
PAC
$13.2B
| $10.1M | ﹤0.01% |
73,180
+7,026
| +11% | +$899K |
|
2302
Dimensional Core Fixed Income ETF
DFCF
$10.9B
| $10M | ﹤0.01% |
+200,000
| New | +$10M |
|
2303
Arcus Biosciences
RCUS
$3.56B
| $10M | ﹤0.01% |
247,442
+208,543
| +536% | +$8.09M |
|
2304
Extreme Networks
EXTR
$3.18B
| $10M | ﹤0.01% |
637,750
+77,464
| +14% | +$949K |
|
|
DFSD
2305
Dimensional Short-Duration Fixed Income ETF
DFSD
$7.14B
| $10M | ﹤0.01% |
+200,000
| New | +$10M |
|
|
MNTV
2306
DELISTED
Momentive Global Inc. Common Stock
MNTV
| $9.99M | ﹤0.01% |
472,315
+109,086
| +30% | +$2.4M |
|
2307
Accuray
ARAY
$33.8M
| $9.98M | ﹤0.01% |
2,091,382
-113,857
| -5% | -$549K |
|
|
UBA
2308
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
| $9.96M | ﹤0.01% |
467,814
-5,197
| -1% | -$104K |
|
|
ENDP
2309
DELISTED
Endo International plc
ENDP
| $9.92M | ﹤0.01% |
2,639,029
+755,169
| +40% | +$3.66M |
|
|
STEL
2310
DELISTED
Stellar Bancorp
STEL
| $9.92M | ﹤0.01% |
342,096
+11,614
| +4% | +$328K |
|
2311
Core Laboratories
CLB
$513M
| $9.91M | ﹤0.01% |
444,140
+1,019
| +0.2% | +$26.6K |
|
2312
ING
ING
$102B
| $9.91M | ﹤0.01% |
711,841
+7,342
| +1% | +$107K |
|
2313
Natural Gas Services Group
NGS
$469M
| $9.88M | ﹤0.01% |
943,255
-24,498
| -3% | -$277K |
|
2314
Grupo Cibest SA
CIB
$21.4B
| $9.87M | ﹤0.01% |
312,345
+152
| +0% | +$5.11K |
|
|
TREC
2315
DELISTED
Trecora Resources
TREC
| $9.85M | ﹤0.01% |
1,219,388
-30,862
| -2% | -$254K |
|
2316
10x Genomics
TXG
$5.79B
| $9.83M | ﹤0.01% |
65,997
+1,732
| +3% | +$265K |
|
2317
Crinetics Pharmaceuticals
CRNX
$8.9B
| $9.81M | ﹤0.01% |
345,444
+34,100
| +11% | +$841K |
|
2318
Nature's Sunshine
NATR
$358M
| $9.8M | ﹤0.01% |
529,567
-7,150
| -1% | -$121K |
|
2319
CAE Inc. Common Shares
CAE
$8.61B
| $9.77M | ﹤0.01% |
386,959
+5,602
| +1% | +$156K |
|
|
PVG
2320
DELISTED
PRETIUM RESOURCES INC.
PVG
| $9.74M | ﹤0.01% |
691,419
+78,954
| +13% | +$1M |
|
2321
Unity Bancorp
UNTY
$603M
| $9.71M | ﹤0.01% |
370,061
-8,361
| -2% | -$215K |
|
|
ATCO
2322
DELISTED
Atlas Corp.
ATCO
| $9.7M | ﹤0.01% |
683,962
-584,580
| -46% | -$8.26M |
|
|
SPNE
2323
DELISTED
SeaSpine Holdings Corporation Common Stock
SPNE
| $9.69M | ﹤0.01% |
711,510
-12,952
| -2% | -$186K |
|
2324
InterContinental Hotels
IHG
$23.5B
| $9.67M | ﹤0.01% |
148,322
-2,491
| -2% | -$165K |
|
|
WW
2325
DELISTED
WW International
WW
| $9.67M | ﹤0.01% |
599,479
-31,128
| -5% | -$559K |
|
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.