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 | |
|---|---|---|---|---|---|---|
|
FCCY
2451
DELISTED
1st Constitution Bancorp
FCCY
| $6.99M | ﹤0.01% |
272,147
-2,880
| -1% | -$70.9K |
|
2452
TransAlta
TAC
$3.95B
| $6.99M | ﹤0.01% |
628,552
+4,808
| +0.8% | +$52.4K |
|
|
FRTA
2453
DELISTED
Forterra, Inc
FRTA
| $6.99M | ﹤0.01% |
293,905
-114,037
| -28% | -$2.71M |
|
|
OSG
2454
DELISTED
Overseas Shipholding Group Inc.
OSG
| $6.93M | ﹤0.01% |
3,685,806
-231,729
| -6% | -$449K |
|
|
LX
2455
LexinFintech Holdings
LX
$239M
| $6.92M | ﹤0.01% |
1,794,596
+83,887
| +5% | +$417K |
|
2456
NVE Corp
NVEC
$626M
| $6.89M | ﹤0.01% |
100,941
-7,223
| -7% | -$495K |
|
2457
Transmedics
TMDX
$2.78B
| $6.89M | ﹤0.01% |
359,549
-17,113
| -5% | -$429K |
|
|
QUOT
2458
DELISTED
Quotient Technology Inc
QUOT
| $6.88M | ﹤0.01% |
926,744
+79,603
| +9% | +$542K |
|
2459
Alto Ingredients
ALTO
$349M
| $6.84M | ﹤0.01% |
1,423,028
+414,418
| +41% | +$2.18M |
|
2460
SIGA Technologies
SIGA
$224M
| $6.83M | ﹤0.01% |
907,833
+105,566
| +13% | +$804K |
|
|
PCTI
2461
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $6.81M | ﹤0.01% |
1,200,643
-32,447
| -3% | -$186K |
|
|
UBFO
2462
DELISTED
United Security Bancshares
UBFO
| $6.78M | ﹤0.01% |
835,504
-23,073
| -3% | -$184K |
|
|
RRD
2463
DELISTED
RR Donnelley & Sons Co.
RRD
| $6.78M | ﹤0.01% |
602,368
+20,586
| +4% | +$178K |
|
2464
Levi Strauss
LEVI
$9.35B
| $6.76M | ﹤0.01% |
270,223
+49,017
| +22% | +$1.26M |
|
2465
Apyx Medical
APYX
$175M
| $6.76M | ﹤0.01% |
527,107
+2,446
| +0.5% | +$34.2K |
|
2466
BlueLinx
BXC
$671M
| $6.74M | ﹤0.01% |
70,420
+10,939
| +18% | +$741K |
|
2467
Universal Technical Institute
UTI
$1.53B
| $6.74M | ﹤0.01% |
861,832
+22,761
| +3% | +$170K |
|
2468
Bankwell Financial Group
BWFG
$533M
| $6.72M | ﹤0.01% |
204,546
+5,605
| +3% | +$173K |
|
2469
Natural Alternatives International
NAII
$14.9M
| $6.68M | ﹤0.01% |
528,449
-15,789
| -3% | -$207K |
|
2470
Hovnanian Enterprises
HOV
$789M
| $6.68M | ﹤0.01% |
52,461
+7,173
| +16% | +$707K |
|
2471
Culp Inc
CULP
$44.8M
| $6.65M | ﹤0.01% |
699,483
-24,004
| -3% | -$276K |
|
|
WSR
2472
DELISTED
Whitestone REIT
WSR
| $6.64M | ﹤0.01% |
655,991
+25,518
| +4% | +$249K |
|
2473
Magnite
MGNI
$3.48B
| $6.64M | ﹤0.01% |
379,275
-675
| -0.2% | -$15.2K |
|
|
PWOD
2474
DELISTED
Penns Woods Bancorp
PWOD
| $6.6M | ﹤0.01% |
280,082
-5,575
| -2% | -$133K |
|
|
TUP
2475
DELISTED
Tupperware Brands Corporation
TUP
| $6.55M | ﹤0.01% |
428,316
+81,025
| +23% | +$1.51M |
|
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.