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 | |
|---|---|---|---|---|---|---|
751
World Kinect Corp
WKC
$1.88B
| $117M | 0.04% |
4,431,525
-176,153
| -4% | -$5.03M |
|
752
Avient
AVNT
$4.21B
| $117M | 0.04% |
2,096,137
+2,119
| +0.1% | +$116K |
|
753
Mueller Industries
MLI
$15.2B
| $117M | 0.04% |
7,882,924
+69,700
| +0.9% | +$942K |
|
754
Hubbell
HUBB
$27.4B
| $117M | 0.04% |
561,467
-10,673
| -2% | -$2.13M |
|
755
Credit Acceptance
CACC
$5.98B
| $117M | 0.04% |
170,019
+189
| +0.1% | +$122K |
|
|
PINC
756
DELISTED
Premier
PINC
| $117M | 0.04% |
2,838,851
+134,138
| +5% | +$5.29M |
|
|
ANSS
757
DELISTED
Ansys
ANSS
| $117M | 0.04% |
291,113
+1,601
| +0.6% | +$615K |
|
|
SASR
758
DELISTED
Sandy Spring Bancorp Inc
SASR
| $117M | 0.04% |
2,425,389
-39,362
| -2% | -$1.91M |
|
759
Advanced Drainage Systems
WMS
$11.3B
| $116M | 0.04% |
855,229
-36,012
| -4% | -$4.43M |
|
760
Ormat Technologies
ORA
$6.7B
| $116M | 0.04% |
1,467,373
-13,035
| -0.9% | -$984K |
|
761
MKS Inc
MKSI
$20.7B
| $116M | 0.04% |
666,917
-12,890
| -2% | -$2.02M |
|
762
Brighthouse Financial
BHF
$3.48B
| $116M | 0.04% |
2,239,956
+203,134
| +10% | +$10.4M |
|
763
Newell Brands
NWL
$2.54B
| $116M | 0.04% |
5,311,375
-57,266
| -1% | -$1.29M |
|
764
Axos Financial
AX
$5.74B
| $116M | 0.04% |
2,071,992
-49,163
| -2% | -$2.75M |
|
765
Central Garden & Pet Co Class A
CENTA
$2.41B
| $116M | 0.04% |
3,025,723
-69,753
| -2% | -$2.58M |
|
|
MANT
766
DELISTED
Mantech International Corp
MANT
| $116M | 0.04% |
1,588,170
-17,129
| -1% | -$1.31M |
|
767
First Solar
FSLR
$27.3B
| $116M | 0.04% |
1,328,343
+95,894
| +8% | +$9.86M |
|
768
Deckers Outdoor
DECK
$13.3B
| $116M | 0.04% |
1,893,744
-34,440
| -2% | -$2.22M |
|
769
Aramark
ARMK
$14.8B
| $115M | 0.03% |
4,340,090
-214,459
| -5% | -$5.61M |
|
770
Brixmor Property Group
BRX
$9.33B
| $115M | 0.03% |
4,535,255
-119,311
| -3% | -$2.86M |
|
771
Western Alliance Bancorporation
WAL
$8.94B
| $115M | 0.03% |
1,067,308
-107,169
| -9% | -$12.1M |
|
772
Horace Mann Educators
HMN
$2.12B
| $115M | 0.03% |
2,968,437
-27,588
| -0.9% | -$1.08M |
|
773
MGIC Investment
MTG
$6.24B
| $115M | 0.03% |
7,950,428
+869,404
| +12% | +$13.2M |
|
|
CCMP
774
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $114M | 0.03% |
596,768
-25,293
| -4% | -$3.67M |
|
775
BJs Wholesale Club
BJ
$12.4B
| $114M | 0.03% |
1,706,628
+5,546
| +0.3% | +$346K |
|
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.