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 | |
|---|---|---|---|---|---|---|
1026
NXP Semiconductors
NXPI
$60.4B
| $84.1M | 0.03% |
369,219
+40,060
| +12% | +$8.52M |
|
1027
TriMas Corp
TRS
$1.44B
| $83.8M | 0.03% |
2,264,040
-13,745
| -0.6% | -$474K |
|
1028
LGI Homes
LGIH
$1.4B
| $83.7M | 0.03% |
541,697
+8,213
| +2% | +$1.2M |
|
1029
Axalta
AXTA
$8.17B
| $83.6M | 0.03% |
2,525,088
-20,962
| -0.8% | -$665K |
|
1030
Nu Skin
NUS
$267M
| $83.1M | 0.03% |
1,637,864
-91,678
| -5% | -$4.08M |
|
1031
1st Source
SRCE
$2.12B
| $83.1M | 0.03% |
1,674,523
-31,551
| -2% | -$1.53M |
|
1032
Federated Hermes
FHI
$4.72B
| $83M | 0.03% |
2,209,244
-6,991
| -0.3% | -$242K |
|
1033
Vodafone
VOD
$37.4B
| $83M | 0.03% |
5,556,703
+8,494
| +0.2% | +$130K |
|
1034
Live Oak Bancshares
LOB
$1.97B
| $82.9M | 0.03% |
949,524
-682
| -0.1% | -$56.8K |
|
1035
Vipshop
VIPS
$7.53B
| $82.8M | 0.03% |
9,857,273
+2,045,776
| +26% | +$21.4M |
|
|
LHCG
1036
DELISTED
LHC Group LLC
LHCG
| $82.8M | 0.03% |
603,044
-6,542
| -1% | -$894K |
|
1037
IDEX
IEX
$17.3B
| $82.7M | 0.03% |
350,110
-12,486
| -3% | -$2.84M |
|
1038
Steven Madden
SHOO
$3.55B
| $82.7M | 0.03% |
1,779,407
-43,758
| -2% | -$2.02M |
|
1039
Public Service Enterprise Group
PEG
$37.7B
| $82.4M | 0.02% |
1,235,547
+9,497
| +0.8% | +$601K |
|
1040
Xcel Energy
XEL
$48.8B
| $82.2M | 0.02% |
1,214,433
+17,779
| +1% | +$1.16M |
|
1041
Zumiez
ZUMZ
$339M
| $82.2M | 0.02% |
1,713,082
-12,741
| -0.7% | -$582K |
|
1042
Highwoods Properties
HIW
$3.47B
| $82.1M | 0.02% |
1,840,582
-44,445
| -2% | -$2.01M |
|
|
NVO
1043
Novo Nordisk
NVO
$209B
| $82.1M | 0.02% |
1,465,364
+34,356
| +2% | +$1.86M |
|
1044
LXP Industrial Trust
LXP
$3.57B
| $81.6M | 0.02% |
1,045,115
-16,531
| -2% | -$1.23M |
|
1045
Flowers Foods
FLO
$1.57B
| $81.4M | 0.02% |
2,964,209
-199,701
| -6% | -$5.16M |
|
1046
Papa John's
PZZA
$806M
| $81.1M | 0.02% |
607,790
-3,165
| -0.5% | -$405K |
|
|
BIG
1047
DELISTED
Big Lots, Inc.
BIG
| $81M | 0.02% |
1,796,903
-66,211
| -4% | -$3.01M |
|
1048
Webster Financial
WBS
$12.8B
| $80.8M | 0.02% |
1,447,174
-13,267
| -0.9% | -$747K |
|
1049
TechnipFMC
FTI
$27.3B
| $80.5M | 0.02% |
13,594,791
+1,175,121
| +9% | +$8.07M |
|
1050
Carriage Services
CSV
$569M
| $80.3M | 0.02% |
1,246,327
-35,800
| -3% | -$1.85M |
|
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.