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 | |
|---|---|---|---|---|---|---|
1751
Wynn Resorts
WYNN
$10.6B
| $30.5M | 0.01% |
359,108
+2,711
| +0.8% | +$240K |
|
1752
Sonos
SONO
$1.85B
| $30.5M | 0.01% |
1,022,863
+40,660
| +4% | +$1.29M |
|
|
ACBI
1753
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
| $30.4M | 0.01% |
1,057,732
-23,294
| -2% | -$659K |
|
1754
PG&E
PCG
$38.5B
| $30.4M | 0.01% |
2,505,266
+2,117
| +0.1% | +$24.8K |
|
1755
Alnylam Pharmaceuticals
ALNY
$29.3B
| $30.4M | 0.01% |
179,160
-8,103
| -4% | -$1.51M |
|
|
AAMI
1756
Acadian Asset Management
AAMI
$3.2B
| $30.3M | 0.01% |
1,184,612
-888,869
| -43% | -$25M |
|
1757
Sphere Entertainment
SPHR
$5.73B
| $30.2M | 0.01% |
429,191
-34,153
| -7% | -$2.4M |
|
1758
QuinStreet
QNST
$1.21B
| $30.2M | 0.01% |
1,657,953
+16,502
| +1% | +$274K |
|
1759
Ares Management
ARES
$30.9B
| $30.2M | 0.01% |
371,045
+10,011
| +3% | +$815K |
|
|
MNDT
1760
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $30.1M | 0.01% |
1,716,943
+206,947
| +14% | +$3.64M |
|
|
HCCI
1761
DELISTED
Heritage-Crystal Clean, Inc.
HCCI
| $30.1M | 0.01% |
939,852
-6,394
| -0.7% | -$208K |
|
1762
Magnolia Oil & Gas
MGY
$5.94B
| $30M | 0.01% |
1,590,797
+161,325
| +11% | +$3.2M |
|
1763
Unisys
UIS
$217M
| $30M | 0.01% |
1,456,252
-36,364
| -2% | -$800K |
|
|
CCF
1764
DELISTED
Chase Corporation
CCF
| $29.9M | 0.01% |
300,532
-508
| -0.2% | -$52K |
|
1765
Protagonist Therapeutics
PTGX
$9.44B
| $29.9M | 0.01% |
874,651
-1,081
| -0.1% | -$34.2K |
|
1766
Covenant Logistics
CVLG
$872M
| $29.8M | 0.01% |
2,257,818
-76,256
| -3% | -$1.05M |
|
1767
Acadia Realty Trust
AKR
$2.84B
| $29.8M | 0.01% |
1,366,565
-12,741
| -0.9% | -$278K |
|
1768
Miller Industries
MLR
$619M
| $29.8M | 0.01% |
892,032
-16,434
| -2% | -$567K |
|
1769
Tanger
SKT
$4.52B
| $29.7M | 0.01% |
1,541,041
+14,116
| +0.9% | +$269K |
|
|
XHR
1770
Xenia Hotels & Resorts
XHR
$1.79B
| $29.7M | 0.01% |
1,640,418
-24,234
| -1% | -$428K |
|
1771
Hyster-Yale Materials Handling
HY
$665M
| $29.7M | 0.01% |
722,404
-23,919
| -3% | -$1.04M |
|
|
NPTN
1772
DELISTED
NEOPHOTONICS CORP
NPTN
| $29.6M | 0.01% |
1,926,988
-14,451
| -0.7% | -$190K |
|
|
NP
1773
DELISTED
Neenah, Inc. Common Stock
NP
| $29.4M | 0.01% |
635,839
-14,017
| -2% | -$688K |
|
1774
Haemonetics
HAE
$4B
| $29.4M | 0.01% |
553,956
+111,878
| +25% | +$6.82M |
|
1775
V2X
VVX
$2.65B
| $29.3M | 0.01% |
641,067
-8,528
| -1% | -$404K |
|
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.