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 | |
|---|---|---|---|---|---|---|
1201
SPX Corp
SPXC
$10.8B
| $66.5M | 0.02% |
1,113,820
-9,439
| -0.8% | -$572K |
|
|
NUAN
1202
DELISTED
Nuance Communications, Inc.
NUAN
| $66.4M | 0.02% |
1,199,623
+5,253
| +0.4% | +$290K |
|
|
FOE
1203
DELISTED
Ferro Corporation
FOE
| $66.3M | 0.02% |
3,036,514
-31,132
| -1% | -$662K |
|
1204
Lazard
LAZ
$4.31B
| $66.1M | 0.02% |
1,515,562
+30,946
| +2% | +$1.45M |
|
1205
InterDigital
IDCC
$8.89B
| $66.1M | 0.02% |
922,540
+6,100
| +0.7% | +$425K |
|
1206
SEI Investments
SEIC
$12.6B
| $66M | 0.02% |
1,083,692
+4,928
| +0.5% | +$305K |
|
1207
Wolfspeed
WOLF
$1.71B
| $66M | 0.02% |
590,817
-590,143
| -50% | -$65.8M |
|
|
TXNM
1208
TXNM Energy Inc
TXNM
$5.94B
| $66M | 0.02% |
1,447,369
-12,732
| -0.9% | -$612K |
|
1209
United Parks & Resorts
PRKS
$2.12B
| $66M | 0.02% |
1,017,010
-10,388
| -1% | -$653K |
|
1210
Vail Resorts
MTN
$5.3B
| $65.9M | 0.02% |
201,005
-7,805
| -4% | -$2.66M |
|
1211
Oxford Industries
OXM
$552M
| $65.8M | 0.02% |
648,614
+14,311
| +2% | +$1.39M |
|
1212
First Hawaiian
FHB
$3.35B
| $65.7M | 0.02% |
2,403,457
+92,627
| +4% | +$2.58M |
|
1213
Hain Celestial
HAIN
$53.7M
| $65.7M | 0.02% |
1,541,566
-31,847
| -2% | -$1.36M |
|
1214
BancFirst
BANF
$3.8B
| $65.7M | 0.02% |
930,620
-5,151
| -0.6% | -$340K |
|
1215
Visteon
VC
$2.78B
| $65.5M | 0.02% |
589,632
-2,813
| -0.5% | -$313K |
|
|
HIBB
1216
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $65.5M | 0.02% |
910,966
-85,381
| -9% | -$6.8M |
|
1217
Peoples Bancorp
PEBO
$1.47B
| $65.5M | 0.02% |
2,059,639
-65,844
| -3% | -$2.12M |
|
1218
Columbia Sportswear
COLM
$2.94B
| $65.4M | 0.02% |
671,080
+11,596
| +2% | +$1.15M |
|
1219
Supernus Pharmaceuticals
SUPN
$2.77B
| $65.3M | 0.02% |
2,240,621
-34,430
| -2% | -$1.04M |
|
1220
Progress Software
PRGS
$1.76B
| $65.1M | 0.02% |
1,348,184
-31,046
| -2% | -$1.55M |
|
1221
Hilton Grand Vacations
HGV
$3.55B
| $65M | 0.02% |
1,248,232
+4,744
| +0.4% | +$237K |
|
1222
FirstEnergy
FE
$27.5B
| $65M | 0.02% |
1,562,700
+28,189
| +2% | +$1.09M |
|
1223
Kinsale Capital Group
KNSL
$8.51B
| $64.8M | 0.02% |
272,584
+3,234
| +1% | +$637K |
|
|
SHYF
1224
DELISTED
The Shyft Group
SHYF
| $64.8M | 0.02% |
1,319,573
-121,432
| -8% | -$5.55M |
|
1225
Keurig Dr Pepper
KDP
$40.8B
| $64.8M | 0.02% |
1,758,134
-73,151
| -4% | -$2.58M |
|
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.