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 | |
|---|---|---|---|---|---|---|
|
ATSG
1101
DELISTED
Air Transport Services Group
ATSG
| $75M | 0.02% |
2,553,187
+59,975
| +2% | +$1.6M |
|
1102
Carter's
CRI
$1.47B
| $75M | 0.02% |
740,970
+6,399
| +0.9% | +$652K |
|
1103
BHP
BHP
$230B
| $74.9M | 0.02% |
1,390,682
+149,583
| +12% | +$7.48M |
|
1104
MillerKnoll
MLKN
$1.67B
| $74.9M | 0.02% |
1,910,285
-165,520
| -8% | -$6.44M |
|
1105
OSI Systems
OSIS
$3.89B
| $74.9M | 0.02% |
803,119
+417
| +0.1% | +$39.1K |
|
1106
Edison International
EIX
$26.4B
| $74.8M | 0.02% |
1,096,651
-1,103
| -0.1% | -$69.9K |
|
1107
Viasat
VSAT
$11.1B
| $74.8M | 0.02% |
1,680,123
+56,636
| +3% | +$2.93M |
|
1108
Mueller Water Products
MWA
$4.17B
| $74.8M | 0.02% |
5,192,665
-103,315
| -2% | -$1.55M |
|
1109
Bank of Hawaii
BOH
$3.13B
| $74.8M | 0.02% |
892,578
-3,852
| -0.4% | -$324K |
|
1110
AngioDynamics
ANGO
$649M
| $74.6M | 0.02% |
2,704,699
-84,920
| -3% | -$2.34M |
|
1111
Agree Realty
ADC
$9.41B
| $74.5M | 0.02% |
1,044,395
+5,996
| +0.6% | +$416K |
|
|
CHX
1112
DELISTED
ChampionX
CHX
| $74.5M | 0.02% |
3,685,060
-137,903
| -4% | -$3.24M |
|
1113
Deutsche Bank
DB
$71.5B
| $74.5M | 0.02% |
5,956,163
+230,264
| +4% | +$2.93M |
|
1114
ePlus
PLUS
$2.34B
| $74.4M | 0.02% |
1,381,555
+6,145
| +0.4% | +$339K |
|
1115
The Bancorp
TBBK
$2.9B
| $74.3M | 0.02% |
2,936,655
-272,629
| -8% | -$7.86M |
|
|
LGF.B
1116
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $74.2M | 0.02% |
4,819,141
-45,048
| -0.9% | -$631K |
|
1117
Prothena Corp
PRTA
$459M
| $74M | 0.02% |
1,498,537
-81,111
| -5% | -$4.5M |
|
1118
Monolithic Power Systems
MPWR
$68.9B
| $73.6M | 0.02% |
149,222
-578
| -0.4% | -$298K |
|
1119
Liberty Latin America Class C
LILAK
$1.64B
| $73.6M | 0.02% |
7,101,937
-396,150
| -5% | -$4.37M |
|
1120
Trade Desk
TTD
$6.49B
| $73.6M | 0.02% |
802,617
-970
| -0.1% | -$85K |
|
1121
Saic
SAIC
$5.35B
| $73.4M | 0.02% |
878,551
+5,963
| +0.7% | +$518K |
|
1122
Pilgrim's Pride
PPC
$6.54B
| $73.2M | 0.02% |
2,597,261
-24,787
| -0.9% | -$705K |
|
1123
Lincoln Electric
LECO
$15.4B
| $73.2M | 0.02% |
525,012
+1,154
| +0.2% | +$161K |
|
1124
Kite Realty
KRG
$5.36B
| $73.1M | 0.02% |
3,357,915
+2,015,188
| +150% | +$43.1M |
|
|
TSE
1125
DELISTED
Trinseo
TSE
| $73.1M | 0.02% |
1,393,642
-7,583
| -0.5% | -$411K |
|
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.