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 | |
|---|---|---|---|---|---|---|
1701
Pinnacle West Capital
PNW
$12.2B
| $32.7M | 0.01% |
462,989
-4,145
| -0.9% | -$278K |
|
1702
Progyny
PGNY
$2.2B
| $32.7M | 0.01% |
649,035
+31,102
| +5% | +$1.74M |
|
1703
Ambev
ABEV
$46.4B
| $32.6M | 0.01% |
11,653,770
-196,549
| -2% | -$563K |
|
1704
ADT
ADT
$5.58B
| $32.6M | 0.01% |
3,876,623
+87,984
| +2% | +$750K |
|
1705
Cimpress
CMPR
$2.31B
| $32.6M | 0.01% |
454,765
-8,038
| -2% | -$658K |
|
1706
UNIFI
UFI
$134M
| $32.4M | 0.01% |
1,400,995
-35,896
| -2% | -$819K |
|
1707
TripAdvisor
TRIP
$1.26B
| $32.4M | 0.01% |
1,189,471
+68,877
| +6% | +$2.11M |
|
1708
Omega Flex
OFLX
$312M
| $32.4M | 0.01% |
255,140
-5,738
| -2% | -$763K |
|
1709
Philips
PHG
$26.1B
| $32.4M | 0.01% |
1,063,795
+15,611
| +1% | +$530K |
|
1710
Scorpio Tankers
STNG
$3.81B
| $32.3M | 0.01% |
2,521,763
-76,103
| -3% | -$1.17M |
|
1711
Four Corners Property Trust
FCPT
$2.75B
| $32.3M | 0.01% |
1,097,798
-9,597
| -0.9% | -$273K |
|
1712
Boston Beer
SAM
$1.92B
| $32.3M | 0.01% |
63,857
-1,714
| -3% | -$856K |
|
1713
Universal Display
OLED
$4.19B
| $32.3M | 0.01% |
195,452
+7,569
| +4% | +$1.25M |
|
1714
PDF Solutions
PDFS
$2.07B
| $32.3M | 0.01% |
1,014,565
-1,330
| -0.1% | -$37K |
|
1715
America's Car Mart
CRMT
$26.9M
| $32.1M | 0.01% |
313,810
+2,400
| +0.8% | +$271K |
|
|
WCN
1716
Waste Connections
WCN
$42B
| $32.1M | 0.01% |
235,639
+1,304
| +0.6% | +$173K |
|
1717
Titan International
TWI
$475M
| $32.1M | 0.01% |
2,927,492
-106,904
| -4% | -$839K |
|
1718
Strategic Education
STRA
$1.92B
| $32.1M | 0.01% |
554,185
+88,921
| +19% | +$5.58M |
|
|
CHNG
1719
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $32M | 0.01% |
1,499,061
+2,749
| +0.2% | +$57.6K |
|
|
TPC
1720
Tutor Perini Cor
TPC
$5.21B
| $32M | 0.01% |
2,589,679
-144,338
| -5% | -$1.93M |
|
1721
RCI Hospitality Holdings
RICK
$215M
| $32M | 0.01% |
410,964
-11,700
| -3% | -$814K |
|
1722
Winmark
WINA
$1.32B
| $32M | 0.01% |
128,851
-1,297
| -1% | -$314K |
|
1723
KRONOS Worldwide
KRO
$989M
| $31.9M | 0.01% |
2,127,683
-84,315
| -4% | -$1.18M |
|
1724
Mitsubishi UFJ Financial
MUFG
$254B
| $31.9M | 0.01% |
5,845,833
-304,355
| -5% | -$1.71M |
|
1725
Vanda Pharmaceuticals
VNDA
$302M
| $31.9M | 0.01% |
2,033,578
+103,696
| +5% | +$1.81M |
|
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.