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 | |
|---|---|---|---|---|---|---|
1151
Capitol Federal Financial
CFFN
$1.1B
| $71M | 0.02% |
6,265,427
-114,699
| -2% | -$1.35M |
|
1152
Teleflex
TFX
$5.98B
| $71M | 0.02% |
216,079
+3,911
| +2% | +$1.33M |
|
|
PFC
1153
DELISTED
Premier Financial Corp. Common Stock
PFC
| $70.9M | 0.02% |
2,294,389
-24,566
| -1% | -$772K |
|
1154
MarketAxess Holdings
MKTX
$5.72B
| $70.8M | 0.02% |
172,038
-7,558
| -4% | -$2.98M |
|
1155
Archrock
AROC
$5.8B
| $70.7M | 0.02% |
9,454,100
-438,291
| -4% | -$3.53M |
|
1156
DTE Energy
DTE
$29.1B
| $70.6M | 0.02% |
590,844
+1,003
| +0.2% | +$115K |
|
1157
Entergy
ETR
$50B
| $70.5M | 0.02% |
1,251,850
+11,978
| +1% | +$629K |
|
1158
Surgery Partners
SGRY
$2.03B
| $70.5M | 0.02% |
1,319,494
-120,642
| -8% | -$5.6M |
|
1159
Apogee Enterprises
APOG
$908M
| $70.3M | 0.02% |
1,460,055
-24,875
| -2% | -$1.09M |
|
1160
Viavi Solutions
VIAV
$9.66B
| $70.3M | 0.02% |
3,987,016
-42,421
| -1% | -$672K |
|
|
NUVA
1161
DELISTED
NuVasive, Inc.
NUVA
| $70.2M | 0.02% |
1,337,648
+4,887
| +0.4% | +$266K |
|
|
THS
1162
DELISTED
Treehouse Foods
THS
| $70.1M | 0.02% |
1,729,244
-156,303
| -8% | -$6.04M |
|
1163
First Busey Corp
BUSE
$2.56B
| $69.9M | 0.02% |
2,579,260
-9,076
| -0.4% | -$240K |
|
1164
FirstCash
FCFS
$8.78B
| $69.8M | 0.02% |
933,099
-18,825
| -2% | -$1.45M |
|
1165
UBS Group
UBS
$176B
| $69.6M | 0.02% |
3,894,865
+104,608
| +3% | +$1.84M |
|
|
HBI
1166
DELISTED
Hanesbrands
HBI
| $69.5M | 0.02% |
4,158,062
-75,890
| -2% | -$1.29M |
|
|
VRS
1167
DELISTED
Verso Corporation
VRS
| $69.5M | 0.02% |
2,572,124
-58,182
| -2% | -$1.31M |
|
1168
Americold
COLD
$4.27B
| $69.4M | 0.02% |
2,116,281
+941,281
| +80% | +$29.1M |
|
1169
Cboe Global Markets
CBOE
$29.9B
| $69.3M | 0.02% |
531,241
-30,310
| -5% | -$3.91M |
|
|
SPTN
1170
DELISTED
SpartanNash
SPTN
| $69.3M | 0.02% |
2,688,765
-73,591
| -3% | -$1.77M |
|
1171
Huntington Ingalls Industries
HII
$12.8B
| $69.2M | 0.02% |
370,786
-7,281
| -2% | -$1.41M |
|
|
TWTR
1172
DELISTED
Twitter, Inc.
TWTR
| $69.1M | 0.02% |
1,598,994
+84,196
| +6% | +$4.37M |
|
1173
Ameresco
AMRC
$1.36B
| $69.1M | 0.02% |
848,670
-3,437
| -0.4% | -$275K |
|
1174
Cleveland-Cliffs
CLF
$6.99B
| $69M | 0.02% |
3,171,842
+1,178,447
| +59% | +$25.4M |
|
1175
QuidelOrtho
QDEL
$838M
| $68.8M | 0.02% |
509,942
+132,500
| +35% | +$18.4M |
|
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.