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 | |
|---|---|---|---|---|---|---|
2326
PLDT
PHI
$4.32B
| $9.65M | ﹤0.01% |
269,772
-21,863
| -7% | -$736K |
|
2327
Cue Biopharma
CUE
$113M
| $9.61M | ﹤0.01% |
28,311
+22,157
| +360% | +$8.57M |
|
|
CLDT
2328
Chatham Lodging
CLDT
$607M
| $9.56M | ﹤0.01% |
697,102
-6,829
| -1% | -$87.8K |
|
|
CTG
2329
DELISTED
Computer Task Group, Inc.
CTG
| $9.53M | ﹤0.01% |
955,459
-20,390
| -2% | -$172K |
|
2330
Phibro Animal Health
PAHC
$1.44B
| $9.52M | ﹤0.01% |
466,202
+3,493
| +0.8% | +$74.6K |
|
2331
Tecnoglass Holdings Inc.
TGLS
$1.97B
| $9.48M | ﹤0.01% |
362,155
-7,171
| -2% | -$201K |
|
2332
C&F Financial
CFFI
$288M
| $9.47M | ﹤0.01% |
184,993
-4,603
| -2% | -$237K |
|
2333
Chegg
CHGG
$98.4M
| $9.45M | ﹤0.01% |
307,792
-9,413
| -3% | -$382K |
|
|
FRG
2334
DELISTED
Franchise Group, Inc.
FRG
| $9.4M | ﹤0.01% |
180,316
+68,775
| +62% | +$3.09M |
|
2335
NovoCure
NVCR
$1.83B
| $9.38M | ﹤0.01% |
124,899
+2,760
| +2% | +$277K |
|
|
JNCE
2336
DELISTED
Jounce Therapeutics, Inc. Common Stock
JNCE
| $9.34M | ﹤0.01% |
1,118,701
+71,156
| +7% | +$586K |
|
2337
New Oriental
EDU
$9.04B
| $9.33M | ﹤0.01% |
444,504
| – | – |
|
2338
Banco de Chile
BCH
$21.3B
| $9.28M | ﹤0.01% |
590,351
+22,056
| +4% | +$392K |
|
|
VRAY
2339
DELISTED
ViewRay, Inc.
VRAY
| $9.28M | ﹤0.01% |
1,683,915
-4,548
| -0.3% | -$27.7K |
|
2340
Royalty Pharma
RPRX
$25.4B
| $9.17M | ﹤0.01% |
230,201
+69,686
| +43% | +$2.71M |
|
2341
Xenon Pharmaceuticals
XENE
$6.24B
| $9.12M | ﹤0.01% |
291,946
+140,749
| +93% | +$4.21M |
|
|
AUY
2342
DELISTED
Yamana Gold, Inc.
AUY
| $9.1M | ﹤0.01% |
2,156,808
+909,780
| +73% | +$3.77M |
|
|
PTR
2343
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $9.09M | ﹤0.01% |
205,458
-35,607
| -15% | -$1.67M |
|
2344
Grid Dynamics Holdings
GDYN
$615M
| $9.08M | ﹤0.01% |
239,043
+85,399
| +56% | +$2.95M |
|
2345
BRC Group Holdings
RILY
$292M
| $9.07M | ﹤0.01% |
102,107
-64,104
| -39% | -$4.69M |
|
|
ESSA
2346
DELISTED
ESSA Bancorp
ESSA
| $9.03M | ﹤0.01% |
521,179
-9,558
| -2% | -$160K |
|
2347
Upwork
UPWK
$1.16B
| $9.03M | ﹤0.01% |
264,291
+42,140
| +19% | +$1.86M |
|
2348
Smith & Nephew
SNN
$12.5B
| $9.03M | ﹤0.01% |
260,730
+75,141
| +40% | +$2.58M |
|
2349
Foster
FSTR
$438M
| $9.03M | ﹤0.01% |
656,357
-31,246
| -5% | -$482K |
|
|
VWTR
2350
DELISTED
Vidler Water Resouces, Inc. Common Stock
VWTR
| $9.01M | ﹤0.01% |
746,045
-52,957
| -7% | -$639K |
|
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.