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 | |
|---|---|---|---|---|---|---|
1276
Univest Financial
UVSP
$1.18B
| $60.6M | 0.02% |
2,024,862
-21,671
| -1% | -$630K |
|
1277
Brookfield Renewable
BEPC
$6.26B
| $60.5M | 0.02% |
1,643,590
-281,042
| -15% | -$10.7M |
|
1278
Cracker Barrel
CBRL
$1.29B
| $60.4M | 0.02% |
469,268
-6,420
| -1% | -$857K |
|
1279
Sunrun
RUN
$2.46B
| $60.3M | 0.02% |
1,758,652
+98,306
| +6% | +$4.6M |
|
1280
MGE Energy Inc
MGEE
$3.08B
| $60.2M | 0.02% |
732,419
-6,435
| -0.9% | -$494K |
|
1281
CMS Energy
CMS
$22.3B
| $60.2M | 0.02% |
925,947
-3,415
| -0.4% | -$210K |
|
1282
Donnelley Financial Solutions
DFIN
$1.16B
| $60.2M | 0.02% |
1,277,632
-138,685
| -10% | -$6.01M |
|
1283
LiveRamp
RAMP
$2.3B
| $60.2M | 0.02% |
1,255,996
+16,953
| +1% | +$854K |
|
1284
TC Energy
TRP
$65.9B
| $60.2M | 0.02% |
1,293,762
-130,331
| -9% | -$6.44M |
|
1285
Blackbaud
BLKB
$2.08B
| $60.2M | 0.02% |
761,745
-34,702
| -4% | -$2.68M |
|
1286
Acco Brands
ACCO
$407M
| $60.1M | 0.02% |
7,272,377
-185,276
| -2% | -$1.6M |
|
|
LTHM
1287
DELISTED
Livent Corporation
LTHM
| $60M | 0.02% |
2,461,857
+5,010
| +0.2% | +$136K |
|
1288
Enbridge
ENB
$112B
| $60M | 0.02% |
1,535,429
+154,615
| +11% | +$6.2M |
|
1289
Genesco
GCO
$422M
| $59.8M | 0.02% |
931,370
+1,013
| +0.1% | +$64.3K |
|
1290
Seacoast Banking Corp of Florida
SBCF
$3.35B
| $59.7M | 0.02% |
1,686,799
+42,284
| +3% | +$1.51M |
|
1291
Moelis & Co
MC
$4.94B
| $59.6M | 0.02% |
953,514
+7,794
| +0.8% | +$522K |
|
|
CTXS
1292
DELISTED
Citrix Systems Inc
CTXS
| $59.6M | 0.02% |
629,651
+21,097
| +3% | +$1.93M |
|
1293
DHT Holdings
DHT
$3.02B
| $59.5M | 0.02% |
11,456,127
-276,825
| -2% | -$1.65M |
|
1294
Mattel
MAT
$4.23B
| $59.4M | 0.02% |
2,754,911
+36,054
| +1% | +$756K |
|
1295
Safety Insurance
SAFT
$1.52B
| $59.3M | 0.02% |
697,119
-9
| -0% | -$722 |
|
1296
Option Care Health
OPCH
$3.56B
| $59.3M | 0.02% |
2,084,187
+135,786
| +7% | +$3.57M |
|
1297
News Corp Class B
NWS
$17.5B
| $59.2M | 0.02% |
2,630,323
+171,015
| +7% | +$3.92M |
|
1298
Atlassian
TEAM
$37.8B
| $59.2M | 0.02% |
155,134
+17,640
| +13% | +$7.09M |
|
|
AD
1299
Array Digital Infrastructure
AD
$3.05B
| $59M | 0.02% |
1,870,284
-93,553
| -5% | -$2.95M |
|
1300
Quanex
NX
$1.01B
| $58.9M | 0.02% |
2,378,521
-60,031
| -2% | -$1.34M |
|
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.