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 | |
|---|---|---|---|---|---|---|
|
MBT
2351
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $8.99M | ﹤0.01% |
1,130,967
+106,143
| +10% | +$925K |
|
2352
KVH Industries
KVHI
$162M
| $8.95M | ﹤0.01% |
974,049
-45,610
| -4% | -$458K |
|
|
LBC
2353
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $8.94M | ﹤0.01% |
636,514
-4,989
| -0.8% | -$69.9K |
|
2354
Provident Financial
PROV
$113M
| $8.93M | ﹤0.01% |
539,422
-10,392
| -2% | -$174K |
|
|
TEN
2355
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $8.92M | ﹤0.01% |
789,529
-3,479
| -0.4% | -$43.4K |
|
|
EMKR
2356
DELISTED
Emcore Corp
EMKR
| $8.86M | ﹤0.01% |
126,956
+4,671
| +4% | +$344K |
|
2357
Celestica
CLS
$36.2B
| $8.85M | ﹤0.01% |
794,704
+2,460
| +0.3% | +$25.5K |
|
2358
BCE
BCE
$21.2B
| $8.84M | ﹤0.01% |
169,945
-1,202
| -0.7% | -$61.4K |
|
2359
Amerant Bancorp
AMTB
$1.14B
| $8.84M | ﹤0.01% |
255,873
+53,867
| +27% | +$1.58M |
|
|
KL
2360
DELISTED
Kirkland Lake Gold Ltd Ordinary
KL
| $8.83M | ﹤0.01% |
210,582
+68,278
| +48% | +$2.88M |
|
|
VNET
2361
VNET Group
VNET
$2B
| $8.81M | ﹤0.01% |
975,907
+89,264
| +10% | +$1.21M |
|
2362
Saga Communications
SGA
$60.6M
| $8.79M | ﹤0.01% |
365,932
-8,096
| -2% | -$194K |
|
|
AE
2363
DELISTED
Adams Resources & Energy Inc
AE
| $8.77M | ﹤0.01% |
315,306
-9,842
| -3% | -$290K |
|
2364
Limoneira
LMNR
$249M
| $8.72M | ﹤0.01% |
581,176
-11,374
| -2% | -$179K |
|
2365
AB InBev
BUD
$165B
| $8.68M | ﹤0.01% |
143,334
+993
| +0.7% | +$57.8K |
|
|
BZUN
2366
Baozun
BZUN
$169M
| $8.68M | ﹤0.01% |
624,285
-36,221
| -5% | -$594K |
|
|
OLP
2367
One Liberty Properties
OLP
$527M
| $8.63M | ﹤0.01% |
244,551
+819
| +0.3% | +$27.1K |
|
2368
Townsquare Media
TSQ
$114M
| $8.55M | ﹤0.01% |
641,397
-46,196
| -7% | -$608K |
|
2369
Chewy
CHWY
$9.59B
| $8.49M | ﹤0.01% |
143,960
+23,330
| +19% | +$1.53M |
|
2370
Banco Santander Chile
BSAC
$16.8B
| $8.48M | ﹤0.01% |
520,796
+23,488
| +5% | +$421K |
|
2371
Rocket Pharmaceuticals
RCKT
$387M
| $8.44M | ﹤0.01% |
386,439
+11,983
| +3% | +$327K |
|
2372
Funko
FNKO
$295M
| $8.4M | ﹤0.01% |
446,607
+70,286
| +19% | +$1.25M |
|
|
TRUE
2373
DELISTED
TrueCar
TRUE
| $8.35M | ﹤0.01% |
2,455,795
-70,794
| -3% | -$269K |
|
|
MGI
2374
DELISTED
MoneyGram International, Inc. New
MGI
| $8.35M | ﹤0.01% |
1,058,079
-142,992
| -12% | -$983K |
|
|
BELFB
2375
Bel Fuse Inc Class B
BELFB
$4.18B
| $8.35M | ﹤0.01% |
645,574
-34,991
| -5% | -$449K |
|
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.