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 | |
|---|---|---|---|---|---|---|
301
Mettler-Toledo International
MTD
$28.8B
| $230M | 0.07% |
135,669
-962
| -0.7% | -$1.45M |
|
|
DFS
302
DELISTED
Discover Financial Services
DFS
| $230M | 0.07% |
1,988,598
+106,304
| +6% | +$12.6M |
|
303
Knight Transportation
KNX
$11.7B
| $229M | 0.07% |
3,762,194
+15,027
| +0.4% | +$851K |
|
304
CF Industries
CF
$18.1B
| $229M | 0.07% |
3,236,645
-286,723
| -8% | -$18M |
|
|
FLG
305
Flagstar Bank National Association
FLG
$5.95B
| $229M | 0.07% |
6,244,364
+190,222
| +3% | +$7.25M |
|
306
Korn Ferry
KFY
$4.23B
| $229M | 0.07% |
3,018,891
-113,984
| -4% | -$8.76M |
|
307
Constellation Brands
STZ
$22.4B
| $229M | 0.07% |
910,569
-53,986
| -6% | -$12.3M |
|
308
Cintas
CTAS
$81.5B
| $227M | 0.07% |
2,052,924
-66,752
| -3% | -$7.19M |
|
309
Carlisle Companies
CSL
$15.3B
| $227M | 0.07% |
915,860
+2,536
| +0.3% | +$582K |
|
|
TPH
310
DELISTED
Tri Pointe Homes
TPH
| $227M | 0.07% |
8,142,197
-469,902
| -5% | -$11.8M |
|
311
ICICI Bank
IBN
$109B
| $227M | 0.07% |
11,470,392
-209,754
| -2% | -$4.15M |
|
312
Royal Bank of Canada
RY
$290B
| $225M | 0.07% |
2,124,497
+62,072
| +3% | +$6.44M |
|
313
Boeing
BA
$187B
| $225M | 0.07% |
1,117,925
-21,748
| -2% | -$4.59M |
|
|
FISV
314
Fiserv Inc
FISV
$29.7B
| $225M | 0.07% |
2,166,633
+48,852
| +2% | +$5.05M |
|
|
SUM
315
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $225M | 0.07% |
5,695,603
-353,405
| -6% | -$12.9M |
|
316
Tractor Supply
TSCO
$17.4B
| $225M | 0.07% |
4,706,550
+16,230
| +0.3% | +$710K |
|
317
Lithia Motors
LAD
$8.16B
| $224M | 0.07% |
755,616
-55,326
| -7% | -$17.1M |
|
318
Kimco Realty
KIM
$16.9B
| $224M | 0.07% |
9,096,687
-232,456
| -2% | -$5.38M |
|
319
WillScot Mobile Mini Holdings
WSC
$4.83B
| $224M | 0.07% |
5,488,587
-164,932
| -3% | -$6.09M |
|
320
ArcBest
ARCB
$3.23B
| $224M | 0.07% |
1,865,159
-85,832
| -4% | -$8.74M |
|
321
Western Digital
WDC
$189B
| $223M | 0.07% |
4,526,605
+20,423
| +0.5% | +$887K |
|
322
Ashland
ASH
$3.31B
| $223M | 0.07% |
2,071,330
+10,737
| +0.5% | +$1.08M |
|
|
HES
323
DELISTED
Hess
HES
| $223M | 0.07% |
3,009,703
-16,892
| -0.6% | -$1.37M |
|
|
SIVB
324
DELISTED
SVB Financial Group
SIVB
| $223M | 0.07% |
328,419
-15,638
| -5% | -$11M |
|
325
Westlake Corp
WLK
$10.3B
| $221M | 0.07% |
2,280,323
-29,579
| -1% | -$2.88M |
|
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.