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 | |
|---|---|---|---|---|---|---|
476
EastGroup Properties
EGP
$11.2B
| $170M | 0.05% |
744,004
-8,527
| -1% | -$1.71M |
|
|
PARA
477
DELISTED
Paramount Global Class B
PARA
| $169M | 0.05% |
5,607,868
+184,486
| +3% | +$6.36M |
|
478
Timken Company
TKR
$9.85B
| $169M | 0.05% |
2,436,758
-41,066
| -2% | -$2.88M |
|
479
Nutrien
NTR
$31.7B
| $169M | 0.05% |
2,244,093
+111,073
| +5% | +$7.77M |
|
480
Walker & Dunlop
WD
$1.79B
| $169M | 0.05% |
1,117,965
-29,561
| -3% | -$4.12M |
|
|
FL
481
DELISTED
Foot Locker
FL
| $169M | 0.05% |
3,863,937
-132,721
| -3% | -$6.3M |
|
|
HOLX
482
DELISTED
Hologic
HOLX
| $168M | 0.05% |
2,199,084
+130,686
| +6% | +$9.61M |
|
483
Global Payments
GPN
$23.6B
| $168M | 0.05% |
1,240,183
-3,697
| -0.3% | -$510K |
|
484
Boise Cascade
BCC
$2.92B
| $168M | 0.05% |
2,353,059
-24,885
| -1% | -$1.6M |
|
485
ABM Industries
ABM
$2.86B
| $167M | 0.05% |
4,093,707
-53,171
| -1% | -$2.4M |
|
486
Clean Harbors
CLH
$16.4B
| $167M | 0.05% |
1,672,517
-21,939
| -1% | -$2.31M |
|
487
Oshkosh
OSK
$9.16B
| $167M | 0.05% |
1,479,534
-152,017
| -9% | -$16.6M |
|
|
TWNK
488
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
| $167M | 0.05% |
8,157,529
-94,224
| -1% | -$1.75M |
|
|
CMA
489
DELISTED
Comerica
CMA
| $166M | 0.05% |
1,913,091
-51,337
| -3% | -$4.41M |
|
|
JNPR
490
DELISTED
Juniper Networks
JNPR
| $166M | 0.05% |
4,652,484
-51,978
| -1% | -$1.63M |
|
491
Graham Holdings Company
GHC
$5.13B
| $166M | 0.05% |
263,092
-4,029
| -2% | -$2.37M |
|
492
FTI Consulting
FCN
$4.37B
| $166M | 0.05% |
1,079,264
-65,951
| -6% | -$9.62M |
|
493
CubeSmart
CUBE
$9.47B
| $165M | 0.05% |
2,901,206
-25,731
| -0.9% | -$1.38M |
|
494
Integer Holdings
ITGR
$4.23B
| $165M | 0.05% |
1,926,616
-7,706
| -0.4% | -$673K |
|
|
SF
495
Stifel
SF
$12.7B
| $164M | 0.05% |
3,492,249
-395,865
| -10% | -$19.2M |
|
496
Crocs
CROX
$6.47B
| $164M | 0.05% |
1,277,337
-210,288
| -14% | -$32.4M |
|
497
TD Synnex
SNX
$20.3B
| $164M | 0.05% |
1,431,878
-389,467
| -21% | -$42.4M |
|
498
Citizens Financial Group
CFG
$30.7B
| $163M | 0.05% |
3,454,470
-6,003
| -0.2% | -$289K |
|
499
NETSCOUT
NTCT
$2.98B
| $163M | 0.05% |
4,928,088
-143,439
| -3% | -$4.35M |
|
500
Graphic Packaging
GPK
$3.36B
| $163M | 0.05% |
8,347,065
-22,571
| -0.3% | -$452K |
|
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.