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 | |
|---|---|---|---|---|---|---|
|
DAY
1576
DELISTED
Dayforce
DAY
| $40.1M | 0.01% |
383,639
-278
| -0.1% | -$31.9K |
|
1577
Heritage Financial
HFWA
$1.21B
| $39.9M | 0.01% |
1,631,076
+38,169
| +2% | +$942K |
|
|
ABTX
1578
DELISTED
Allegiance Bancshares
ABTX
| $39.8M | 0.01% |
941,975
+28,998
| +3% | +$1.18M |
|
1579
Financial Institutions
FISI
$821M
| $39.7M | 0.01% |
1,249,099
-23,824
| -2% | -$762K |
|
1580
Community Health Systems
CYH
$423M
| $39.5M | 0.01% |
2,970,447
-123,737
| -4% | -$1.55M |
|
1581
Churchill Downs
CHDN
$6.12B
| $39.5M | 0.01% |
328,228
+5,932
| +2% | +$704K |
|
1582
Caesars Entertainment
CZR
$6.14B
| $39.4M | 0.01% |
421,544
-42,017
| -9% | -$4.26M |
|
1583
Cheesecake Factory
CAKE
$5.33B
| $39.2M | 0.01% |
1,001,790
+3,187
| +0.3% | +$134K |
|
1584
Interface
TILE
$2.22B
| $39.2M | 0.01% |
2,454,695
-48,505
| -2% | -$754K |
|
1585
Ichor Holdings
ICHR
$2.56B
| $39.1M | 0.01% |
849,742
-50,806
| -6% | -$2.25M |
|
1586
Idacorp
IDA
$8.2B
| $39M | 0.01% |
344,493
+21,193
| +7% | +$2.26M |
|
1587
PENN Entertainment
PENN
$2.71B
| $39M | 0.01% |
752,355
+46,854
| +7% | +$2.84M |
|
1588
Ennis
EBF
$564M
| $38.8M | 0.01% |
1,987,495
-47,300
| -2% | -$914K |
|
1589
Washington Trust Bancorp
WASH
$741M
| $38.8M | 0.01% |
688,126
-7,210
| -1% | -$401K |
|
1590
Enviri
NVRI
$620M
| $38.7M | 0.01% |
2,314,584
-100,508
| -4% | -$1.62M |
|
1591
WEX
WEX
$6.31B
| $38.6M | 0.01% |
274,865
+29,255
| +12% | +$4.47M |
|
1592
Caleres
CAL
$487M
| $38.6M | 0.01% |
1,701,028
-233,995
| -12% | -$5.58M |
|
1593
Oceaneering
OII
$4.77B
| $38.6M | 0.01% |
3,410,969
-252,759
| -7% | -$3.27M |
|
1594
Bright Horizons
BFAM
$3.86B
| $38.5M | 0.01% |
306,119
+14,822
| +5% | +$2.06M |
|
1595
Westamerica Bancorp
WABC
$1.37B
| $38.5M | 0.01% |
667,082
+1,374
| +0.2% | +$77.4K |
|
1596
Fluor
FLR
$7.96B
| $38.5M | 0.01% |
1,554,580
-463,632
| -23% | -$9.87M |
|
|
VIVO
1597
DELISTED
Meridian Bioscience Inc
VIVO
| $38.5M | 0.01% |
1,886,383
+28,451
| +2% | +$546K |
|
1598
Compass Minerals
CMP
$1.15B
| $38.4M | 0.01% |
752,661
-59,774
| -7% | -$3.64M |
|
1599
Zscaler
ZS
$27.3B
| $38.4M | 0.01% |
119,445
+900
| +0.8% | +$283K |
|
1600
HEICO Corp Class A
HEI.A
$37.2B
| $38.4M | 0.01% |
298,502
-26,817
| -8% | -$3.41M |
|
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.