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 | |
|---|---|---|---|---|---|---|
2101
Kinross Gold
KGC
$32.3B
| $16.2M | ﹤0.01% |
2,796,647
+582,993
| +26% | +$3.49M |
|
2102
Alpha Metallurgical Resources
AMR
$1.89B
| $16.2M | ﹤0.01% |
265,705
+14,548
| +6% | +$807K |
|
2103
Ferrari
RACE
$72.2B
| $16.2M | ﹤0.01% |
62,667
+8,209
| +15% | +$2.02M |
|
2104
Timberland Bancorp
TSBK
$356M
| $16.2M | ﹤0.01% |
585,336
-10,076
| -2% | -$283K |
|
2105
Freshpet
FRPT
$3.21B
| $16.1M | ﹤0.01% |
169,518
+34,081
| +25% | +$4.23M |
|
2106
Health Catalyst
HCAT
$129M
| $16.1M | ﹤0.01% |
406,241
+119,481
| +42% | +$5.45M |
|
|
TBRG
2107
DELISTED
TruBridge
TBRG
| $16.1M | ﹤0.01% |
548,389
+1,268
| +0.2% | +$41.4K |
|
|
DLA
2108
DELISTED
Delta Apparel Inc.
DLA
| $16.1M | ﹤0.01% |
540,228
-13,371
| -2% | -$370K |
|
2109
Parsons
PSN
$5.03B
| $16M | ﹤0.01% |
476,851
-49,184
| -9% | -$1.71M |
|
2110
Pinterest
PINS
$13.4B
| $16M | ﹤0.01% |
440,981
+15,111
| +4% | +$672K |
|
|
AMNB
2111
DELISTED
American National Bankshares Inc
AMNB
| $16M | ﹤0.01% |
424,290
-1,006
| -0.2% | -$37.2K |
|
|
EVRI
2112
DELISTED
Everi Holdings
EVRI
| $16M | ﹤0.01% |
747,154
-19,130
| -2% | -$436K |
|
|
COUP
2113
DELISTED
Coupa Software Incorporated
COUP
| $15.9M | ﹤0.01% |
100,795
+8,412
| +9% | +$1.73M |
|
2114
Stratus Properties
STRS
$161M
| $15.9M | ﹤0.01% |
435,386
-19,281
| -4% | -$661K |
|
2115
WisdomTree
WT
$3.27B
| $15.9M | ﹤0.01% |
2,601,254
-166,468
| -6% | -$1.03M |
|
|
CYBE
2116
DELISTED
Cyberoptics Corp
CYBE
| $15.9M | ﹤0.01% |
341,511
-10,310
| -3% | -$431K |
|
2117
Hurco Companies Inc
HURC
$144M
| $15.8M | ﹤0.01% |
532,349
-12,401
| -2% | -$395K |
|
2118
NACCO Industries
NC
$325M
| $15.7M | ﹤0.01% |
432,695
-5,798
| -1% | -$188K |
|
|
AZEK
2119
DELISTED
The AZEK Co
AZEK
| $15.7M | ﹤0.01% |
339,078
+105,005
| +45% | +$4.18M |
|
2120
Construction Partners
ROAD
$6.68B
| $15.7M | ﹤0.01% |
532,595
-11,492
| -2% | -$401K |
|
|
CIO
2121
DELISTED
City Office REIT
CIO
| $15.6M | ﹤0.01% |
792,289
-8,320
| -1% | -$153K |
|
|
VSXY
2122
Victoria's Secret
VSXY
$7.74B
| $15.6M | ﹤0.01% |
280,479
-823
| -0.3% | -$42.9K |
|
2123
Brown-Forman Class A
BF.A
$13.2B
| $15.6M | ﹤0.01% |
229,522
-4,106
| -2% | -$273K |
|
2124
Icon
ICLR
$12.6B
| $15.5M | ﹤0.01% |
50,042
+197
| +0.4% | +$55.1K |
|
2125
Elastic
ESTC
$7.77B
| $15.4M | ﹤0.01% |
125,385
+4,298
| +4% | +$649K |
|
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.