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 | |
|---|---|---|---|---|---|---|
1451
HNI Corp
HNI
$3.59B
| $47.1M | 0.01% |
1,119,236
+7,841
| +0.7% | +$314K |
|
1452
Metallus
MTUS
$898M
| $46.9M | 0.01% |
2,845,041
-85,802
| -3% | -$1.25M |
|
|
VMW
1453
DELISTED
VMware, Inc
VMW
| $46.8M | 0.01% |
403,863
+203,322
| +101% | +$26.7M |
|
1454
Movado Group
MOV
$841M
| $46.7M | 0.01% |
1,117,213
-3,659
| -0.3% | -$138K |
|
1455
Sally Beauty Holdings
SBH
$1.58B
| $46.7M | 0.01% |
2,530,848
+8,696
| +0.3% | +$158K |
|
|
COWN
1456
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $46.7M | 0.01% |
1,293,103
-22,838
| -2% | -$838K |
|
1457
NETGEAR
NTGR
$635M
| $46.7M | 0.01% |
1,597,185
-33,575
| -2% | -$1M |
|
|
KAMN
1458
DELISTED
Kaman Corp
KAMN
| $46.6M | 0.01% |
1,080,365
-35,287
| -3% | -$1.39M |
|
1459
AtriCure
ATRC
$2.11B
| $46.6M | 0.01% |
670,420
-8,140
| -1% | -$592K |
|
1460
National Fuel Gas
NFG
$7.65B
| $46.6M | 0.01% |
728,165
+24,354
| +3% | +$1.46M |
|
1461
Commault Systems
CVLT
$5.61B
| $46.4M | 0.01% |
673,948
-3,750
| -0.6% | -$256K |
|
|
IAA
1462
DELISTED
IAA, Inc. Common Stock
IAA
| $46.4M | 0.01% |
917,353
-21,226
| -2% | -$1.13M |
|
1463
Laureate Education
LAUR
$5.28B
| $46.4M | 0.01% |
3,793,286
+423,765
| +13% | +$5.55M |
|
|
WLL
1464
DELISTED
Whiting Petroleum Corporation
WLL
| $46.3M | 0.01% |
715,125
+127,013
| +22% | +$8.33M |
|
|
AQUA
1465
DELISTED
Evoqua Water Technologies Corp. Common Stock
AQUA
| $46.1M | 0.01% |
986,784
-2,157
| -0.2% | -$93.9K |
|
|
ARCH
1466
DELISTED
Arch Resources, Inc.
ARCH
| $46.1M | 0.01% |
505,049
-3,809
| -0.7% | -$338K |
|
|
GCP
1467
DELISTED
GCP Applied Technologies Inc.
GCP
| $46.1M | 0.01% |
1,454,935
-170,204
| -10% | -$4.34M |
|
1468
ATN International
ATNI
$492M
| $46M | 0.01% |
1,152,617
-30,791
| -3% | -$1.32M |
|
1469
Community Trust Bancorp
CTBI
$1.41B
| $46M | 0.01% |
1,055,189
-16,182
| -2% | -$706K |
|
|
AVTA
1470
DELISTED
Avantax, Inc. Common Stock
AVTA
| $46M | 0.01% |
2,655,856
-446,601
| -14% | -$7.58M |
|
1471
Cushman & Wakefield Ltd
CWK
$3.25B
| $46M | 0.01% |
2,066,291
+122,344
| +6% | +$2.36M |
|
|
HTO
1472
H2O America
HTO
$2.62B
| $45.9M | 0.01% |
627,424
-4,099
| -0.6% | -$285K |
|
1473
Okta
OKTA
$25.8B
| $45.9M | 0.01% |
204,638
+64,253
| +46% | +$15.3M |
|
1474
Organon & Co
OGN
$3.57B
| $45.8M | 0.01% |
1,505,501
-111,905
| -7% | -$3.64M |
|
1475
Malibu Boats
MBUU
$567M
| $45.8M | 0.01% |
666,780
-7,940
| -1% | -$557K |
|
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.