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 | |
|---|---|---|---|---|---|---|
1851
California Resources
CRC
$4.62B
| $25.9M | 0.01% |
605,547
+152,549
| +34% | +$6.53M |
|
1852
CEVA Inc
CEVA
$1.08B
| $25.8M | 0.01% |
596,751
+3,254
| +0.5% | +$145K |
|
1853
Gildan
GIL
$10.6B
| $25.7M | 0.01% |
607,066
+265,985
| +78% | +$10.5M |
|
|
OPTU
1854
Optimum Communications Inc
OPTU
$301M
| $25.7M | 0.01% |
1,587,898
-35,249
| -2% | -$598K |
|
|
HONE
1855
DELISTED
HarborOne Bancorp
HONE
| $25.7M | 0.01% |
1,728,727
+22,406
| +1% | +$326K |
|
1856
OraSure Technologies
OSUR
$279M
| $25.7M | 0.01% |
2,951,804
+72,179
| +3% | +$713K |
|
1857
Distribution Solutions Group
DSGR
$1.61B
| $25.6M | 0.01% |
935,556
-14,382
| -2% | -$365K |
|
1858
Neurocrine Biosciences
NBIX
$16.6B
| $25.6M | 0.01% |
300,182
+12,225
| +4% | +$1.12M |
|
|
CHUY
1859
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $25.5M | 0.01% |
848,127
-2,960
| -0.3% | -$89.9K |
|
1860
DT Midstream
DTM
$13.4B
| $25.5M | 0.01% |
530,792
+284,661
| +116% | +$13.6M |
|
1861
GrafTech
EAF
$212M
| $25.5M | 0.01% |
215,213
-6,983
| -3% | -$810K |
|
|
LGTY
1862
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $25.4M | 0.01% |
972,360
-6,248
| -0.6% | -$166K |
|
1863
Insulet
PODD
$9.79B
| $25.3M | 0.01% |
95,158
+1,809
| +2% | +$525K |
|
1864
Penumbra
PEN
$12.8B
| $25.3M | 0.01% |
87,893
+2,216
| +3% | +$586K |
|
1865
STMicroelectronics
STM
$50B
| $25.2M | 0.01% |
516,290
-121,740
| -19% | -$5.76M |
|
1866
BILL Holdings
BILL
$4.78B
| $25.2M | 0.01% |
101,222
+39,054
| +63% | +$11M |
|
|
ECOL
1867
DELISTED
US Ecology, Inc.
ECOL
| $25.1M | 0.01% |
786,639
-7,284
| -0.9% | -$241K |
|
|
CNR
1868
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $25.1M | 0.01% |
1,437,925
-41,928
| -3% | -$651K |
|
|
TTM
1869
DELISTED
Tata Motors Limited
TTM
| $25M | 0.01% |
780,148
+207,432
| +36% | +$6.53M |
|
1870
Bausch Health
BHC
$2.34B
| $25M | 0.01% |
905,542
-22,544
| -2% | -$604K |
|
1871
International Seaways
INSW
$4.57B
| $25M | 0.01% |
1,701,324
+35,790
| +2% | +$593K |
|
1872
Midland States Bancorp
MSBI
$695M
| $24.8M | 0.01% |
998,971
-12,365
| -1% | -$311K |
|
1873
American Airlines Group
AAL
$10.6B
| $24.7M | 0.01% |
1,377,073
+68,522
| +5% | +$1.31M |
|
1874
Artivion
AORT
$1.32B
| $24.6M | 0.01% |
1,211,008
-26,516
| -2% | -$535K |
|
|
WWE
1875
DELISTED
World Wrestling Entertainment
WWE
| $24.6M | 0.01% |
499,262
+2,730
| +0.5% | +$149K |
|
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.