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 | |
|---|---|---|---|---|---|---|
|
BHVN
2426
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
| $7.33M | ﹤0.01% |
53,186
-20,990
| -28% | -$2.67M |
|
|
GBL
2427
DELISTED
GAMCO Investors, Inc.
GBL
| $7.31M | ﹤0.01% |
292,615
-11,233
| -4% | -$290K |
|
2428
AstroNova
ALOT
$227M
| $7.3M | ﹤0.01% |
540,539
-10,838
| -2% | -$174K |
|
2429
Escalade
ESCA
$306M
| $7.29M | ﹤0.01% |
461,923
-4,709
| -1% | -$85K |
|
2430
BlackBerry
BB
$5.15B
| $7.28M | ﹤0.01% |
778,859
+42,588
| +6% | +$426K |
|
|
MPX
2431
DELISTED
Marine Products Corp
MPX
| $7.28M | ﹤0.01% |
582,333
-22,832
| -4% | -$285K |
|
|
SMMF
2432
DELISTED
Summit Financial Group, Inc.
SMMF
| $7.28M | ﹤0.01% |
265,193
+2,953
| +1% | +$78.1K |
|
|
PFSW
2433
DELISTED
PFSweb, Inc.
PFSW
| $7.27M | ﹤0.01% |
564,241
-7,122
| -1% | -$91.9K |
|
2434
Ascent Industries
ACNT
$137M
| $7.26M | ﹤0.01% |
441,807
+25,320
| +6% | +$329K |
|
2435
Amneal Pharmaceuticals
AMRX
$5.77B
| $7.26M | ﹤0.01% |
1,515,021
+172,629
| +13% | +$861K |
|
|
SWI
2436
DELISTED
SolarWinds Corporation Common Stock
SWI
| $7.25M | ﹤0.01% |
510,999
+114,919
| +29% | +$1.86M |
|
|
NESR
2437
National Energy Services Reunited Corp
NESR
$2.91B
| $7.25M | ﹤0.01% |
766,925
+112,257
| +17% | +$1.25M |
|
2438
Information Services Group
III
$239M
| $7.21M | ﹤0.01% |
945,845
+28,141
| +3% | +$227K |
|
2439
Li Auto
LI
$12.5B
| $7.2M | ﹤0.01% |
224,417
+197,253
| +726% | +$6.09M |
|
|
TBCH
2440
Turtle Beach Corp
TBCH
$249M
| $7.2M | ﹤0.01% |
323,451
+18,450
| +6% | +$498K |
|
2441
Willdan Group
WLDN
$1.11B
| $7.15M | ﹤0.01% |
203,124
-411
| -0.2% | -$15.3K |
|
2442
Dine Brands
DIN
$450M
| $7.13M | ﹤0.01% |
94,096
+64,668
| +220% | +$5.24M |
|
2443
Mistras Group
MG
$498M
| $7.13M | ﹤0.01% |
959,866
-46,100
| -5% | -$405K |
|
|
RDFN
2444
DELISTED
Redfin
RDFN
| $7.12M | ﹤0.01% |
185,445
+498
| +0.3% | +$22.6K |
|
2445
MVB Financial
MVBF
$394M
| $7.11M | ﹤0.01% |
171,129
-3,220
| -2% | -$136K |
|
2446
inTEST
INTT
$180M
| $7.09M | ﹤0.01% |
557,077
-1,293
| -0.2% | -$16.7K |
|
2447
Asana
ASAN
$2B
| $7.07M | ﹤0.01% |
94,794
-17,710
| -16% | -$1.88M |
|
2448
MeiraGTx Holdings
MGTX
$1.18B
| $7.07M | ﹤0.01% |
297,699
+59,109
| +25% | +$1.13M |
|
|
CATC
2449
DELISTED
CAMBRIDGE BANCORP
CATC
| $7.04M | ﹤0.01% |
75,228
+2,696
| +4% | +$246K |
|
|
MODN
2450
DELISTED
MODEL N, INC.
MODN
| $7.01M | ﹤0.01% |
233,417
+49,843
| +27% | +$1.56M |
|
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.