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 | |
|---|---|---|---|---|---|---|
1401
Gerdau
GGB
$9.7B
| $50.7M | 0.02% |
12,988,264
+1,403,208
| +12% | +$5.33M |
|
1402
Newmark Group
NMRK
$2.63B
| $50.6M | 0.02% |
2,708,021
-41,083
| -1% | -$655K |
|
1403
Euronet Worldwide
EEFT
$2.7B
| $50.6M | 0.02% |
424,355
+47,381
| +13% | +$5.63M |
|
1404
Pembina Pipeline
PBA
$27.6B
| $50.6M | 0.02% |
1,666,764
-65,475
| -4% | -$2.09M |
|
1405
NorthWestern Energy
NWE
$4.43B
| $50.2M | 0.02% |
877,665
+10,967
| +1% | +$623K |
|
|
PENG
1406
Penguin Solutions Inc
PENG
$2.99B
| $50.2M | 0.02% |
1,413,290
-68,464
| -5% | -$1.94M |
|
1407
Veeco
VECO
$3.23B
| $50.1M | 0.02% |
1,760,641
+20,001
| +1% | +$510K |
|
|
JOYY
1408
JOYY Inc
JOYY
$3.75B
| $50M | 0.02% |
1,101,218
-4,171
| -0.4% | -$215K |
|
|
CSW
1409
CSW Industrials
CSW
$5.71B
| $49.8M | 0.02% |
411,769
-1,326
| -0.3% | -$173K |
|
1410
MACOM Technology Solutions
MTSI
$23.7B
| $49.7M | 0.02% |
635,210
+3,969
| +0.6% | +$286K |
|
1411
Green Brick Partners
GRBK
$3.14B
| $49.7M | 0.02% |
1,639,362
+789
| +0% | +$20.7K |
|
|
SNP
1412
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $49.7M | 0.02% |
1,068,838
-78,689
| -7% | -$3.81M |
|
|
JKS
1413
JinkoSolar
JKS
$891M
| $49.7M | 0.02% |
1,080,117
-75,123
| -7% | -$3.88M |
|
1414
Ingevity
NGVT
$2.68B
| $49.6M | 0.02% |
692,137
-39,792
| -5% | -$3.03M |
|
1415
Manitowoc
MTW
$675M
| $49.3M | 0.01% |
2,653,292
-83,947
| -3% | -$1.7M |
|
1416
Black Hills Corp
BKH
$5.69B
| $49.3M | 0.01% |
698,552
+1,011
| +0.1% | +$67.1K |
|
|
RCM
1417
DELISTED
R1 RCM Inc. Common Stock
RCM
| $49.3M | 0.01% |
1,933,051
+109,188
| +6% | +$2.62M |
|
|
CCRN
1418
DELISTED
Cross Country Healthcare
CCRN
| $49.1M | 0.01% |
1,769,954
-4,371
| -0.2% | -$106K |
|
1419
Hanmi Financial
HAFC
$946M
| $49M | 0.01% |
2,069,734
-73,546
| -3% | -$1.64M |
|
1420
Essential Properties Realty Trust
EPRT
$6.62B
| $49M | 0.01% |
1,698,888
-5,056
| -0.3% | -$144K |
|
|
BPMC
1421
DELISTED
Blueprint Medicines
BPMC
| $48.9M | 0.01% |
456,923
+175,896
| +63% | +$18.4M |
|
|
NATI
1422
DELISTED
National Instruments Corp
NATI
| $48.9M | 0.01% |
1,120,483
+77,793
| +7% | +$3.31M |
|
1423
Varex Imaging
VREX
$523M
| $48.9M | 0.01% |
1,549,230
+9,984
| +0.6% | +$283K |
|
1424
Erie Indemnity
ERIE
$13.2B
| $48.9M | 0.01% |
253,655
-204
| -0.1% | -$41K |
|
1425
BioMarin Pharmaceuticals
BMRN
$12.4B
| $48.8M | 0.01% |
552,022
+26,813
| +5% | +$2.21M |
|
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.