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 | |
|---|---|---|---|---|---|---|
1176
CoStar Group
CSGP
$12.3B
| $68.8M | 0.02% |
869,906
+24,223
| +3% | +$2.03M |
|
1177
Teradata
TDC
$2.55B
| $68.6M | 0.02% |
1,615,522
+26,086
| +2% | +$1.29M |
|
|
INFO
1178
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $68.4M | 0.02% |
514,992
-7,784
| -1% | -$991K |
|
|
RFP
1179
DELISTED
Resolute Forest Products Inc.
RFP
| $68.4M | 0.02% |
4,477,965
-27,172
| -0.6% | -$343K |
|
|
HPP
1180
Hudson Pacific Properties
HPP
$779M
| $68.2M | 0.02% |
394,361
-7,758
| -2% | -$1.41M |
|
1181
Banc of California
BANC
$2.97B
| $68.2M | 0.02% |
3,475,949
+253,321
| +8% | +$5.13M |
|
1182
Alarm.com
ALRM
$2.85B
| $68.2M | 0.02% |
803,829
+9,684
| +1% | +$792K |
|
1183
Ryman Hospitality Properties
RHP
$7.63B
| $68M | 0.02% |
739,750
-19,600
| -3% | -$1.68M |
|
1184
Columbus McKinnon
CMCO
$584M
| $67.9M | 0.02% |
1,468,008
-11,576
| -0.8% | -$559K |
|
|
SWN
1185
DELISTED
Southwestern Energy Company
SWN
| $67.8M | 0.02% |
14,546,611
-2,592,118
| -15% | -$12.9M |
|
1186
WD-40
WDFC
$3.15B
| $67.6M | 0.02% |
276,352
-12,564
| -4% | -$2.93M |
|
|
PPL
1187
PPL Corp
PPL
$26.7B
| $67.4M | 0.02% |
2,241,954
-18,208
| -0.8% | -$525K |
|
1188
CVB Financial
CVBF
$3.99B
| $67.3M | 0.02% |
3,144,454
-32,379
| -1% | -$664K |
|
|
GLDD
1189
DELISTED
Great Lakes Dredge & Dock
GLDD
| $67.3M | 0.02% |
4,280,144
-56,113
| -1% | -$854K |
|
|
TBI
1190
Trueblue
TBI
$311M
| $67.2M | 0.02% |
2,429,530
-2,642
| -0.1% | -$74.8K |
|
1191
Grand Canyon Education
LOPE
$3.98B
| $67.2M | 0.02% |
784,032
+64,232
| +9% | +$5.3M |
|
1192
Cogent Communications
CCOI
$508M
| $67.2M | 0.02% |
918,118
-35,019
| -4% | -$2.63M |
|
1193
Leggett & Platt
LEG
$1.31B
| $67.1M | 0.02% |
1,629,727
+85,638
| +6% | +$3.72M |
|
|
GTS
1194
DELISTED
Triple-S Management Corporation
GTS
| $67M | 0.02% |
1,879,183
-27,490
| -1% | -$975K |
|
1195
Chemours
CC
$2.37B
| $67M | 0.02% |
1,995,626
-80,628
| -4% | -$2.51M |
|
1196
JELD-WEN Holding
JELD
$164M
| $66.8M | 0.02% |
2,533,708
+14,345
| +0.6% | +$372K |
|
|
HI
1197
DELISTED
Hillenbrand
HI
| $66.7M | 0.02% |
1,282,970
+47,334
| +4% | +$2.26M |
|
1198
Gen Digital
GEN
$17.5B
| $66.6M | 0.02% |
2,563,585
-131,211
| -5% | -$3.32M |
|
1199
Lennox International
LII
$15.2B
| $66.6M | 0.02% |
205,337
+509
| +0.2% | +$159K |
|
1200
MBIA
MBI
$260M
| $66.5M | 0.02% |
4,213,771
-248,529
| -6% | -$3.28M |
|
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.