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 | |
|---|---|---|---|---|---|---|
1076
Acushnet Holdings
GOLF
$5.46B
| $77.8M | 0.02% |
1,466,207
+3,677
| +0.3% | +$193K |
|
1077
Chemed
CHE
$7.22B
| $77.8M | 0.02% |
147,047
+15,286
| +12% | +$7.34M |
|
|
CIVI
1078
DELISTED
Civitas Resources
CIVI
| $77.7M | 0.02% |
+1,586,879
| New | +$84.4M |
|
|
DOOR
1079
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $77.7M | 0.02% |
658,664
-22,789
| -3% | -$2.61M |
|
1080
Jack Henry & Associates
JKHY
$11.1B
| $77.7M | 0.02% |
465,022
+9,325
| +2% | +$1.51M |
|
1081
Eagle Bancorp
EGBN
$845M
| $77.6M | 0.02% |
1,329,872
-22,036
| -2% | -$1.28M |
|
1082
Fair Isaac
FICO
$22.5B
| $77.5M | 0.02% |
178,639
-6,514
| -4% | -$2.59M |
|
1083
Coty
COTY
$2.48B
| $77.5M | 0.02% |
7,377,105
-2,262,547
| -23% | -$21.2M |
|
1084
Fox Class B
FOX
$23.9B
| $77.3M | 0.02% |
2,256,111
-35,064
| -2% | -$1.28M |
|
1085
Essent Group
ESNT
$6.33B
| $77.2M | 0.02% |
1,695,584
+113,260
| +7% | +$5.19M |
|
1086
Masco
MAS
$15.3B
| $77.1M | 0.02% |
1,098,404
-117,209
| -10% | -$7.58M |
|
1087
Advanced Energy
AEIS
$13B
| $76.8M | 0.02% |
843,808
-29,159
| -3% | -$2.59M |
|
1088
American States Water
AWR
$3.46B
| $76.6M | 0.02% |
740,873
+13,034
| +2% | +$1.23M |
|
1089
Benchmark Electronics
BHE
$2.96B
| $76.5M | 0.02% |
2,821,882
-24,006
| -0.8% | -$617K |
|
1090
Center Bancorp
CNOB
$1.78B
| $76.4M | 0.02% |
2,336,433
-16,357
| -0.7% | -$540K |
|
1091
Mercury Insurance
MCY
$6.07B
| $76.3M | 0.02% |
1,438,743
-30,671
| -2% | -$1.65M |
|
1092
Pricesmart
PSMT
$5.46B
| $76.3M | 0.02% |
1,042,224
+3,418
| +0.3% | +$257K |
|
1093
Evertec
EVTC
$1.78B
| $76.2M | 0.02% |
1,524,777
-19,886
| -1% | -$920K |
|
1094
WEC Energy
WEC
$35.1B
| $76M | 0.02% |
783,118
+2,997
| +0.4% | +$274K |
|
1095
AptarGroup
ATR
$8.61B
| $76M | 0.02% |
620,301
-21,957
| -3% | -$2.73M |
|
1096
LivaNova
LIVN
$4.2B
| $75.6M | 0.02% |
864,585
+11,806
| +1% | +$984K |
|
1097
Commerce Bancshares
CBSH
$8.5B
| $75.5M | 0.02% |
1,334,802
+184
| +0% | +$10.4K |
|
|
AZPN
1098
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $75.2M | 0.02% |
494,284
+337
| +0.1% | +$51.3K |
|
1099
Elanco Animal Health
ELAN
$11.1B
| $75.1M | 0.02% |
2,645,122
+180,282
| +7% | +$5.61M |
|
1100
TechTarget
TTGT
$278M
| $75.1M | 0.02% |
784,684
-21,735
| -3% | -$2.04M |
|
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.