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 | |
|---|---|---|---|---|---|---|
|
SNBR
1351
DELISTED
Sleep Number
SNBR
| $54.9M | 0.02% |
716,596
-99,274
| -12% | -$8.32M |
|
1352
National Vision
EYE
$1.81B
| $54.9M | 0.02% |
1,143,749
+14,700
| +1% | +$787K |
|
1353
S&T Bancorp
STBA
$1.79B
| $54.5M | 0.02% |
1,729,772
-26,328
| -1% | -$818K |
|
1354
Atmos Energy
ATO
$28.8B
| $54.4M | 0.02% |
519,059
+16,563
| +3% | +$1.57M |
|
1355
Allison Transmission
ALSN
$9.82B
| $54.4M | 0.02% |
1,495,962
+17,481
| +1% | +$618K |
|
1356
Cemex
CX
$16.3B
| $54.3M | 0.02% |
8,006,851
-24,305
| -0.3% | -$158K |
|
1357
Artisan Partners
APAM
$3.02B
| $54.3M | 0.02% |
1,139,372
+6,899
| +0.6% | +$331K |
|
1358
Schneider National
SNDR
$6.25B
| $54.2M | 0.02% |
2,013,724
+4,025
| +0.2% | +$101K |
|
|
AMED
1359
DELISTED
Amedisys
AMED
| $54.1M | 0.02% |
333,884
+4,508
| +1% | +$724K |
|
1360
Avista
AVA
$3.24B
| $54M | 0.02% |
1,270,841
+9,746
| +0.8% | +$392K |
|
1361
Mercer International
MERC
$39.8M
| $53.8M | 0.02% |
4,490,694
-178,280
| -4% | -$1.98M |
|
1362
Federal Agricultural Mortgage
AGM
$2.56B
| $53.8M | 0.02% |
434,133
-9,688
| -2% | -$1.19M |
|
|
HMHC
1363
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $53.8M | 0.02% |
3,340,794
-48,869
| -1% | -$743K |
|
1364
Rush Enterprises Class B
RUSHB
$6.14B
| $53.5M | 0.02% |
1,487,798
-21,835
| -1% | -$753K |
|
1365
Stratasys
SSYS
$774M
| $53.5M | 0.02% |
2,184,128
-12,332
| -0.6% | -$344K |
|
1366
Shinhan Financial Group
SHG
$35.6B
| $53.4M | 0.02% |
1,728,687
-47,442
| -3% | -$1.52M |
|
1367
Warner Bros
WBD
$67.1B
| $53.4M | 0.02% |
2,266,309
-109,504
| -5% | -$2.73M |
|
1368
New York Times
NYT
$10.2B
| $53.3M | 0.02% |
1,102,918
+11,860
| +1% | +$586K |
|
1369
Kratos Defense & Security Solutions
KTOS
$11.4B
| $53.2M | 0.02% |
2,742,300
+43,790
| +2% | +$924K |
|
1370
Park National Corp
PRK
$3.67B
| $53M | 0.02% |
386,204
+2,156
| +0.6% | +$287K |
|
1371
TriCo Bancshares
TCBK
$1.83B
| $53M | 0.02% |
1,233,988
+5,343
| +0.4% | +$235K |
|
1372
Johnson Outdoors
JOUT
$505M
| $53M | 0.02% |
565,568
-8,755
| -2% | -$921K |
|
|
PGTI
1373
DELISTED
PGT, Inc.
PGTI
| $53M | 0.02% |
2,355,354
-45,446
| -2% | -$971K |
|
1374
Mercury Systems
MRCY
$6.52B
| $52.9M | 0.02% |
961,532
+6,741
| +0.7% | +$341K |
|
1375
Brookdale Senior Living
BKD
$3.4B
| $52.8M | 0.02% |
10,225,686
-773,844
| -7% | -$4.83M |
|
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.