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 | |
|---|---|---|---|---|---|---|
1951
Talos Energy
TALO
$2.4B
| $21.3M | 0.01% |
2,174,041
+51,342
| +2% | +$586K |
|
1952
Colliers International
CIGI
$5.19B
| $21.2M | 0.01% |
142,764
+42
| +0% | +$5.95K |
|
1953
Chunghwa Telecom
CHT
$33B
| $21.2M | 0.01% |
501,574
-6,802
| -1% | -$275K |
|
1954
Nice
NICE
$5.97B
| $21.2M | 0.01% |
69,687
-7,389
| -10% | -$2.13M |
|
1955
Kosmos Energy
KOS
$1.47B
| $21.2M | 0.01% |
6,114,059
+43,251
| +0.7% | +$155K |
|
1956
American Outdoor Brands
AOUT
$158M
| $21.1M | 0.01% |
1,056,658
-12,798
| -1% | -$288K |
|
1957
Roku
ROKU
$22.7B
| $21M | 0.01% |
92,094
+10,745
| +13% | +$2.9M |
|
1958
Stellantis
STLA
$20.8B
| $21M | 0.01% |
1,120,006
-617,504
| -36% | -$11.9M |
|
1959
Nektar Therapeutics
NKTR
$2.58B
| $21M | 0.01% |
103,411
+19,077
| +23% | +$4.14M |
|
1960
Tower Semiconductor
TSEM
$28.5B
| $20.9M | 0.01% |
527,907
+7,592
| +1% | +$264K |
|
|
SVC
1961
Service Properties Trust
SVC
$1.07B
| $20.9M | 0.01% |
476,322
-5,531
| -1% | -$282K |
|
1962
Aspen Aerogels
ASPN
$518M
| $20.9M | 0.01% |
420,135
+12,351
| +3% | +$651K |
|
|
DHIL
1963
DELISTED
Diamond Hill
DHIL
| $20.9M | 0.01% |
107,424
-1,481
| -1% | -$296K |
|
1964
Cass Information Systems
CASS
$742M
| $20.8M | 0.01% |
528,852
-8,723
| -2% | -$370K |
|
1965
Pearson
PSO
$9.9B
| $20.7M | 0.01% |
2,467,802
+34,183
| +1% | +$294K |
|
|
EBIX
1966
DELISTED
Ebix Inc
EBIX
| $20.7M | 0.01% |
680,658
+43,966
| +7% | +$1.4M |
|
1967
Lifetime Brands
LCUT
$210M
| $20.6M | 0.01% |
1,292,565
+37,013
| +3% | +$638K |
|
|
ZEUS
1968
DELISTED
Olympic Steel
ZEUS
| $20.5M | 0.01% |
872,653
-25,372
| -3% | -$614K |
|
1969
Hooker Furnishings Corp
HOFT
$166M
| $20.5M | 0.01% |
879,493
-20,221
| -2% | -$508K |
|
|
MRLN
1970
DELISTED
Marlin Business Services Corp
MRLN
| $20.5M | 0.01% |
879,287
-12,832
| -1% | -$293K |
|
1971
Las Vegas Sands
LVS
$29.6B
| $20.5M | 0.01% |
543,769
-23,022
| -4% | -$885K |
|
1972
Barnes & Noble Education
BNED
$442M
| $20.4M | 0.01% |
29,989
-303
| -1% | -$278K |
|
1973
Rogers Communications
RCI
$18.6B
| $20.4M | 0.01% |
427,851
+9,109
| +2% | +$427K |
|
|
FLIC
1974
DELISTED
First of Long Island Corp
FLIC
| $20.4M | 0.01% |
943,803
-29,146
| -3% | -$618K |
|
1975
RPC Inc
RES
$1.3B
| $20.4M | 0.01% |
4,484,825
+198,457
| +5% | +$974K |
|
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.