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 | |
|---|---|---|---|---|---|---|
1926
Southern Copper
SCCO
$166B
| $22.1M | 0.01% |
387,237
-27,134
| -7% | -$1.51M |
|
|
SRDX
1927
DELISTED
Surmodics
SRDX
| $22.1M | 0.01% |
459,655
-3,438
| -0.7% | -$173K |
|
1928
Koppers
KOP
$985M
| $22.1M | 0.01% |
707,015
+7,517
| +1% | +$245K |
|
1929
TFS Financial
TFSL
$4.93B
| $22.1M | 0.01% |
1,236,289
+33,166
| +3% | +$632K |
|
1930
Ribbon Communications
RBBN
$383M
| $22M | 0.01% |
3,632,477
-73,787
| -2% | -$438K |
|
1931
Preformed Line Products
PLPC
$2.28B
| $22M | 0.01% |
339,437
-7,241
| -2% | -$474K |
|
|
OPI
1932
DELISTED
Office Properties Income Trust
OPI
| $22M | 0.01% |
883,970
-10,663
| -1% | -$274K |
|
|
CIR
1933
DELISTED
CIRCOR International, Inc
CIR
| $21.9M | 0.01% |
806,951
-29,541
| -4% | -$900K |
|
1934
Lifecore Biomedical
LFCR
$190M
| $21.9M | 0.01% |
1,973,608
-59,162
| -3% | -$574K |
|
|
TVTY
1935
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $21.9M | 0.01% |
828,541
+42,017
| +5% | +$1.07M |
|
1936
Sociedad Química y Minera de Chile
SQM
$20.6B
| $21.8M | 0.01% |
433,058
-101,823
| -19% | -$5.84M |
|
1937
Capital City Bank Group
CCBG
$890M
| $21.8M | 0.01% |
824,352
-17,734
| -2% | -$479K |
|
1938
Under Armour
UAA
$2.6B
| $21.7M | 0.01% |
1,024,897
+40,250
| +4% | +$914K |
|
|
DOCU
1939
DocuSign
DOCU
$11.5B
| $21.6M | 0.01% |
141,994
+620
| +0.4% | +$141K |
|
1940
Guardant Health
GH
$22.6B
| $21.6M | 0.01% |
215,974
+9,292
| +4% | +$961K |
|
1941
Nabors Industries
NBR
$1.21B
| $21.6M | 0.01% |
266,120
+32,973
| +14% | +$3.25M |
|
1942
Cloudflare
NET
$107B
| $21.5M | 0.01% |
163,833
+4,991
| +3% | +$836K |
|
1943
Superior Group of Companies
SGC
$225M
| $21.5M | 0.01% |
981,011
-25,293
| -3% | -$603K |
|
1944
Global Net Lease
GNL
$1.95B
| $21.5M | 0.01% |
1,407,297
+25,930
| +2% | +$403K |
|
1945
DXP Enterprises
DXPE
$2.98B
| $21.5M | 0.01% |
837,501
-30,441
| -4% | -$926K |
|
1946
Tilray
TLRY
$622M
| $21.5M | 0.01% |
305,689
-98,357
| -24% | -$9.9M |
|
1947
West Bancorporation
WTBA
$485M
| $21.5M | 0.01% |
691,197
-10,976
| -2% | -$346K |
|
1948
Allient
ALNT
$1.92B
| $21.4M | 0.01% |
586,293
-10,226
| -2% | -$378K |
|
1949
National Presto Industries
NPK
$989M
| $21.3M | 0.01% |
260,128
-15,988
| -6% | -$1.34M |
|
1950
Liberty Media Series A
FWONA
$23.5B
| $21.3M | 0.01% |
375,363
-2,469
| -0.7% | -$128K |
|
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.