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 | |
|---|---|---|---|---|---|---|
1676
Transocean
RIG
$5.82B
| $34.2M | 0.01% |
12,388,736
-446,826
| -3% | -$1.52M |
|
1677
Frontdoor
FTDR
$6.26B
| $34.1M | 0.01% |
931,023
+9,052
| +1% | +$344K |
|
1678
First Community Bankshares
FCBC
$911M
| $34.1M | 0.01% |
1,020,605
-16,675
| -2% | -$556K |
|
1679
Conduent
CNDT
$264M
| $34.1M | 0.01% |
6,380,383
-303,680
| -5% | -$1.81M |
|
1680
LeMaitre Vascular
LMAT
$1.86B
| $34.1M | 0.01% |
678,279
-3,742
| -0.5% | -$193K |
|
1681
Ubiquiti
UI
$34.3B
| $34M | 0.01% |
110,924
-4,928
| -4% | -$1.5M |
|
1682
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $34M | 0.01% |
5,784,932
+325,303
| +6% | +$2.04M |
|
|
AAN
1683
DELISTED
The Aaron's Company Inc
AAN
| $34M | 0.01% |
1,377,397
-12,904
| -0.9% | -$330K |
|
1684
RLJ Lodging Trust
RLJ
$1.69B
| $33.9M | 0.01% |
2,434,783
-25,330
| -1% | -$356K |
|
1685
Xencor
XNCR
$1.55B
| $33.9M | 0.01% |
845,227
+45,409
| +6% | +$1.72M |
|
|
EPAY
1686
DELISTED
Bottomline Technologies Inc
EPAY
| $33.8M | 0.01% |
598,472
+913
| +0.2% | +$42.7K |
|
1687
Credicorp
BAP
$30.7B
| $33.6M | 0.01% |
275,146
+3,202
| +1% | +$392K |
|
|
RYZ
1688
Ryerson Holding Corp
RYZ
$1.46B
| $33.6M | 0.01% |
1,288,691
-22,944
| -2% | -$577K |
|
|
P
1689
Everpure Inc
P
$29.9B
| $33.5M | 0.01% |
1,029,158
+22,123
| +2% | +$642K |
|
1690
Nicolet Bankshares
NIC
$3.62B
| $33.4M | 0.01% |
389,499
+2,011
| +0.5% | +$153K |
|
|
CNSL
1691
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $33.3M | 0.01% |
4,456,988
-122,888
| -3% | -$1.01M |
|
1692
Sibanye-Stillwater
SBSW
$7.53B
| $33.3M | 0.01% |
2,654,499
+504,559
| +23% | +$6.78M |
|
1693
Agilysys
AGYS
$3.06B
| $33.3M | 0.01% |
748,322
-82
| -0% | -$3.9K |
|
1694
AMERISAFE
AMSF
$540M
| $33.3M | 0.01% |
617,802
-8,176
| -1% | -$457K |
|
|
MNR
1695
DELISTED
Monmouth Real Estate Investment Corp
MNR
| $33.2M | 0.01% |
1,580,161
-169,200
| -10% | -$3.42M |
|
1696
3D Systems Corp
DDD
$613M
| $33.1M | 0.01% |
1,536,609
+21,966
| +1% | +$554K |
|
1697
Boyd Gaming
BYD
$6.06B
| $33M | 0.01% |
503,480
-11,192
| -2% | -$710K |
|
|
VGR
1698
DELISTED
Vector Group Ltd.
VGR
| $32.9M | 0.01% |
2,868,532
-1,532,838
| -35% | -$16.4M |
|
1699
Travere Therapeutics
TVTX
$5.78B
| $32.9M | 0.01% |
1,058,503
+88,033
| +9% | +$2.48M |
|
1700
IES Holdings
IESC
$15.2B
| $32.8M | 0.01% |
647,305
-10,436
| -2% | -$523K |
|
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.