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 | |
|---|---|---|---|---|---|---|
2376
Harmony Biosciences
HRMY
$2.26B
| $8.32M | ﹤0.01% |
195,121
+158,725
| +436% | +$6.33M |
|
2377
Gencor Industries
GENC
$212M
| $8.29M | ﹤0.01% |
719,070
-18,844
| -3% | -$218K |
|
2378
Orrstown Financial Services
ORRF
$845M
| $8.25M | ﹤0.01% |
327,235
+7,433
| +2% | +$180K |
|
|
AUD
2379
DELISTED
Audacy, Inc.
AUD
| $8.23M | ﹤0.01% |
3,201,787
-132,539
| -4% | -$408K |
|
2380
First Northwest Bancorp
FNWB
$105M
| $8.2M | ﹤0.01% |
405,086
-2,314
| -0.6% | -$42.9K |
|
2381
Commercial Vehicle Group
CVGI
$148M
| $8.19M | ﹤0.01% |
1,016,604
-26,311
| -3% | -$238K |
|
|
CSII
2382
DELISTED
Cardiovascular Systems, Inc.
CSII
| $8.14M | ﹤0.01% |
433,181
-86,038
| -17% | -$2.3M |
|
2383
NN Inc
NNBR
$298M
| $8.13M | ﹤0.01% |
1,981,632
-104,058
| -5% | -$510K |
|
2384
Banco Bradesco
BBD
$37.1B
| $8.12M | ﹤0.01% |
2,610,760
-147,995
| -5% | -$489K |
|
|
GNTY
2385
DELISTED
Guaranty Bancshares
GNTY
| $8.11M | ﹤0.01% |
215,816
-1,152
| -0.5% | -$43.3K |
|
|
PCSB
2386
DELISTED
PCSB Financial Corporation
PCSB
| $8.05M | ﹤0.01% |
422,590
-677
| -0.2% | -$12.7K |
|
2387
Arrowhead Research
ARWR
$12.1B
| $8.04M | ﹤0.01% |
121,289
-36,801
| -23% | -$2.53M |
|
2388
Korea Electric Power
KEP
$16B
| $8.04M | ﹤0.01% |
879,942
-13,425
| -2% | -$127K |
|
|
SBOW
2389
DELISTED
SilverBow Resources, Inc.
SBOW
| $8.04M | ﹤0.01% |
369,073
-6,965
| -2% | -$183K |
|
2390
Orion Group Holdings
ORN
$410M
| $8.01M | ﹤0.01% |
2,124,131
-93,438
| -4% | -$416K |
|
2391
The RMR Group
RMR
$321M
| $8.01M | ﹤0.01% |
230,913
-23,750
| -9% | -$823K |
|
|
JAMF
2392
DELISTED
Jamf
JAMF
| $8M | ﹤0.01% |
210,400
+92,296
| +78% | +$3.57M |
|
2393
Stantec
STN
$8.34B
| $8M | ﹤0.01% |
142,171
+3,020
| +2% | +$163K |
|
|
RAPT
2394
DELISTED
RAPT Therapeutics
RAPT
| $7.94M | ﹤0.01% |
27,011
+13,069
| +94% | +$3.49M |
|
2395
First Bank
FRBA
$458M
| $7.92M | ﹤0.01% |
546,219
+9,812
| +2% | +$146K |
|
|
STXB
2396
DELISTED
Spirit of Texas Bancshares, Inc. Common Stock
STXB
| $7.92M | ﹤0.01% |
275,335
+34,069
| +14% | +$901K |
|
|
EVOP
2397
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
| $7.91M | ﹤0.01% |
309,069
-6,700
| -2% | -$153K |
|
2398
Astronics
ATRO
$3.75B
| $7.91M | ﹤0.01% |
790,566
-13,226
| -2% | -$139K |
|
|
CPLG
2399
DELISTED
CorePoint Lodging Inc. Common Stock
CPLG
| $7.9M | ﹤0.01% |
503,349
-126,666
| -20% | -$2M |
|
|
SAGE
2400
DELISTED
Sage Therapeutics
SAGE
| $7.86M | ﹤0.01% |
184,685
-20,181
| -10% | -$845K |
|
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.