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 | |
|---|---|---|---|---|---|---|
1376
NeoGenomics
NEO
$2.13B
| $52.4M | 0.02% |
1,535,856
+154,691
| +11% | +$6.06M |
|
1377
Southside Bancshares
SBSI
$967M
| $52.3M | 0.02% |
1,250,603
+17,665
| +1% | +$730K |
|
1378
Matthews International
MATW
$739M
| $52.3M | 0.02% |
1,425,630
-52,231
| -4% | -$1.89M |
|
1379
Planet Fitness
PLNT
$3.78B
| $52.2M | 0.02% |
575,996
-31,262
| -5% | -$2.67M |
|
|
HSII
1380
DELISTED
Heidrick & Struggles
HSII
| $52.1M | 0.02% |
1,190,437
-7,004
| -0.6% | -$319K |
|
1381
Adtran
ADTN
$616M
| $51.9M | 0.02% |
2,271,552
-236,121
| -9% | -$4.78M |
|
|
PAMT
1382
PAMT Corp
PAMT
$297M
| $51.8M | 0.02% |
1,459,916
-25,988
| -2% | -$814K |
|
1383
MSC Industrial Direct
MSM
$6.86B
| $51.8M | 0.02% |
616,348
-13,898
| -2% | -$1.16M |
|
1384
GoDaddy
GDDY
$11.5B
| $51.7M | 0.02% |
609,718
+32,475
| +6% | +$2.32M |
|
1385
Spire
SR
$4.85B
| $51.6M | 0.02% |
791,896
+1,539
| +0.2% | +$97.3K |
|
1386
Huron Consulting
HURN
$2.42B
| $51.5M | 0.02% |
1,032,428
+4,216
| +0.4% | +$211K |
|
1387
Dolby
DLB
$5.79B
| $51.5M | 0.02% |
540,783
-5,613
| -1% | -$502K |
|
1388
Addus HomeCare
ADUS
$2.23B
| $51.4M | 0.02% |
549,948
+4,209
| +0.8% | +$379K |
|
1389
Tencent Music
TME
$15.6B
| $51.4M | 0.02% |
7,502,558
+1,311,598
| +21% | +$9.67M |
|
1390
Expedia Group
EXPE
$37.3B
| $51.4M | 0.02% |
284,252
-4,949
| -2% | -$841K |
|
1391
Enterprise Financial Services Corp
EFSC
$2.39B
| $51.4M | 0.02% |
1,090,831
-7,701
| -0.7% | -$367K |
|
|
ENV
1392
DELISTED
ENVESTNET, INC.
ENV
| $51M | 0.02% |
642,697
+24,240
| +4% | +$1.97M |
|
1393
LG Display
LPL
$3.3B
| $51M | 0.02% |
5,048,951
-130,138
| -3% | -$1.12M |
|
1394
EPR Properties
EPR
$4.77B
| $51M | 0.02% |
1,073,565
-30,730
| -3% | -$1.53M |
|
1395
Alliant Energy
LNT
$18B
| $51M | 0.02% |
829,076
-11,537
| -1% | -$661K |
|
1396
National Healthcare
NHC
$3.38B
| $50.9M | 0.02% |
749,359
-5,263
| -0.7% | -$364K |
|
1397
Macerich
MAC
$6.92B
| $50.9M | 0.02% |
2,945,708
+87,306
| +3% | +$1.64M |
|
1398
StoneX
SNEX
$7.94B
| $50.9M | 0.02% |
4,205,809
+36,562
| +0.9% | +$479K |
|
1399
Alkermes
ALKS
$8.25B
| $50.8M | 0.02% |
2,184,796
+112,077
| +5% | +$2.95M |
|
1400
Apple Hospitality REIT
APLE
$3.82B
| $50.7M | 0.02% |
3,141,282
-31,377
| -1% | -$496K |
|
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.