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 | |
|---|---|---|---|---|---|---|
2401
Weatherford International
WFRD
$6.38B
| $7.82M | ﹤0.01% |
282,114
+144,645
| +105% | +$3.97M |
|
|
SRG
2402
Seritage Growth Properties
SRG
$136M
| $7.79M | ﹤0.01% |
587,111
-5,114
| -0.9% | -$74.9K |
|
2403
Quad
QUAD
$515M
| $7.78M | ﹤0.01% |
1,945,058
-118,728
| -6% | -$486K |
|
2404
Franco-Nevada
FNV
$44.6B
| $7.77M | ﹤0.01% |
56,173
+5,544
| +11% | +$766K |
|
2405
Fortis
FTS
$28.6B
| $7.76M | ﹤0.01% |
160,687
+8,159
| +5% | +$369K |
|
2406
iRhythm Holdings
IRTC
$4.21B
| $7.75M | ﹤0.01% |
65,889
+49,562
| +304% | +$4.55M |
|
2407
Quanterix
QTRX
$180M
| $7.74M | ﹤0.01% |
182,652
+26,931
| +17% | +$1.26M |
|
2408
Reynolds Consumer Products
REYN
$5.54B
| $7.73M | ﹤0.01% |
246,244
+186,681
| +313% | +$5.44M |
|
2409
Goosehead Insurance
GSHD
$2.37B
| $7.72M | ﹤0.01% |
59,329
+25,528
| +76% | +$3.66M |
|
|
HMNF
2410
DELISTED
HMN Financial Inc
HMNF
| $7.69M | ﹤0.01% |
315,500
-12,987
| -4% | -$311K |
|
2411
Upland Software
UPLD
$12.6M
| $7.68M | ﹤0.01% |
42,825
-3,176
| -7% | -$808K |
|
|
NGM
2412
DELISTED
NGM Biopharmaceuticals, Inc. Common Stock
NGM
| $7.68M | ﹤0.01% |
433,607
+191,886
| +79% | +$3.68M |
|
|
NOAH
2413
Noah Holdings
NOAH
$594M
| $7.64M | ﹤0.01% |
248,966
+632
| +0.3% | +$23.8K |
|
|
ALBO
2414
DELISTED
Albireo Pharma Inc
ALBO
| $7.61M | ﹤0.01% |
326,575
+13,107
| +4% | +$348K |
|
|
CVLY
2415
DELISTED
Codorus Valley Bancorp Inc
CVLY
| $7.59M | ﹤0.01% |
351,289
+2,396
| +0.7% | +$53.3K |
|
2416
SiTime
SITM
$20.6B
| $7.57M | ﹤0.01% |
25,868
+18,786
| +265% | +$4.92M |
|
|
CAMP
2417
DELISTED
CalAmp Corp.
CAMP
| $7.55M | ﹤0.01% |
46,529
-1,787
| -4% | -$396K |
|
2418
Crawford & Co Class A
CRD.A
$625M
| $7.55M | ﹤0.01% |
1,008,264
-18,416
| -2% | -$152K |
|
2419
LCNB Corp
LCNB
$285M
| $7.51M | ﹤0.01% |
384,496
+5,021
| +1% | +$93K |
|
2420
Heritage Insurance Holdings
HRTG
$1.07B
| $7.51M | ﹤0.01% |
1,276,551
-76,515
| -6% | -$504K |
|
2421
VEON
VEON
$3.87B
| $7.46M | ﹤0.01% |
174,439
+352
| +0.2% | +$17.2K |
|
|
TELL
2422
DELISTED
Tellurian Inc.
TELL
| $7.45M | ﹤0.01% |
2,419,319
+1,756,596
| +265% | +$6.24M |
|
|
MNRL
2423
DELISTED
Brigham Minerals, Inc. Class A Common Stock
MNRL
| $7.42M | ﹤0.01% |
351,847
+137,715
| +64% | +$3M |
|
|
ONIT
2424
Onity Group
ONIT
$311M
| $7.39M | ﹤0.01% |
184,810
+16,467
| +10% | +$556K |
|
|
EGIO
2425
DELISTED
Edgio, Inc. Common Stock
EGIO
| $7.35M | ﹤0.01% |
53,539
-7,752
| -13% | -$921K |
|
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.