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 |
Shell
SHEL
|
+$972M |
| 2 |
Meta Platforms (Facebook)
META
|
+$324M |
| 3 |
Webster Financial
WBS
|
+$279M |
| 4 |
Chevron
CVX
|
+$206M |
| 5 |
Advanced Micro Devices
AMD
|
+$201M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RDS.B
Royal Dutch Shell PLC ADS Class B
RDS.B
|
+$780M |
| 2 |
ATH
Athene Holding Ltd. Class A Common Shares
ATH
|
+$335M |
| 3 |
STL
Sterling Bancorp
STL
|
+$283M |
| 4 |
SC
SANTANDER CONSUMER USA HOLDINGS INC
SC
|
+$252M |
| 5 |
Canadian Pacific Kansas City
CP
|
+$241M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.89% |
| 2 | Technology | 16.14% |
| 3 | Industrials | 12.35% |
| 4 | Healthcare | 10.84% |
| 5 | Consumer Discretionary | 10.08% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2501
Core Molding Technologies
CMT
$202M
| $5.58M | ﹤0.01% |
518,366
-24,946
| -5% | -$228K |
|
|
PCTI
2502
DELISTED
PCTEL, Inc. Common Stock
PCTI
| $5.58M | ﹤0.01% |
1,202,226
+1,583
| +0.1% | +$7.92K |
|
|
CMBM
2503
DELISTED
Cambium Networks
CMBM
| $5.56M | ﹤0.01% |
235,185
+67,553
| +40% | +$1.64M |
|
2504
MeiraGTx Holdings
MGTX
$1.09B
| $5.56M | ﹤0.01% |
401,385
+103,686
| +35% | +$1.6M |
|
2505
Ultralife
ULBI
$86.4M
| $5.54M | ﹤0.01% |
1,032,446
-38,250
| -4% | -$205K |
|
|
LYLT
2506
DELISTED
Loyalty Ventures Inc. Common Stock
LYLT
| $5.5M | ﹤0.01% |
332,871
-32,529
| -9% | -$807K |
|
2507
Alector
ALEC
$168M
| $5.5M | ﹤0.01% |
386,087
+226,182
| +141% | +$3.58M |
|
2508
Castle Biosciences
CSTL
$855M
| $5.49M | ﹤0.01% |
122,378
+8,278
| +7% | +$342K |
|
|
VLRS
2509
Controladora Vuela Compania de Aviacion
VLRS
$900M
| $5.48M | ﹤0.01% |
301,290
-19,853
| -6% | -$352K |
|
2510
Natera
NTRA
$38.3B
| $5.47M | ﹤0.01% |
134,342
+7,835
| +6% | +$471K |
|
2511
United Microelectronic
UMC
$47.7B
| $5.45M | ﹤0.01% |
596,929
+335,240
| +128% | +$3.32M |
|
|
CTO
2512
CTO Realty Growth
CTO
$824M
| $5.45M | ﹤0.01% |
246,483
-71,247
| -22% | -$1.47M |
|
|
GHL
2513
DELISTED
Greenhill & Co., Inc.
GHL
| $5.44M | ﹤0.01% |
351,821
+36,570
| +12% | +$641K |
|
2514
nLIGHT
LASR
$3.88B
| $5.44M | ﹤0.01% |
313,598
+98,433
| +46% | +$1.85M |
|
2515
West Fraser Timber
WFG
$5.08B
| $5.44M | ﹤0.01% |
65,948
| – | – |
|
2516
Albertsons Companies
ACI
$5.62B
| $5.42M | ﹤0.01% |
162,965
+49,356
| +43% | +$1.53M |
|
2517
Culp Inc
CULP
$44.1M
| $5.42M | ﹤0.01% |
682,237
-17,246
| -2% | -$147K |
|
|
PDS
2518
Precision Drilling
PDS
$999M
| $5.37M | ﹤0.01% |
72,662
+34,404
| +90% | +$1.82M |
|
2519
RCM Technologies
RCMT
$201M
| $5.32M | ﹤0.01% |
539,317
+11,603
| +2% | +$83.4K |
|
|
BZUN
2520
Baozun
BZUN
$167M
| $5.31M | ﹤0.01% |
617,716
-6,569
| -1% | -$72.6K |
|
2521
AmeriServ Financial
ASRV
$77.5M
| $5.29M | ﹤0.01% |
1,308,381
+11,921
| +0.9% | +$49.4K |
|
2522
Victory Capital Holdings
VCTR
$6.19B
| $5.28M | ﹤0.01% |
182,759
+65,214
| +55% | +$2.13M |
|
|
CAJ
2523
DELISTED
Canon, Inc.
CAJ
| $5.26M | ﹤0.01% |
216,543
+37,156
| +21% | +$891K |
|
2524
NVE Corp
NVEC
$562M
| $5.26M | ﹤0.01% |
96,594
-4,347
| -4% | -$257K |
|
|
AMK
2525
DELISTED
AssetMark Financial Holdings, Inc.
AMK
| $5.24M | ﹤0.01% |
235,527
+27,346
| +13% | +$645K |
|
Similar funds
Dimensional Fund Advisors's Q1 2022 Portfolio in Review
As of Q1 2022, Dimensional Fund Advisors held 3,635 positions worth $325B, down 1.9% from $331B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q1 2022 filing shows 98 new, 2,062 increased, 1,167 reduced and 121 closed positions. Its largest new stake was Shell: 18,315,111 shares worth $1.01B. The largest sale was Royal Dutch Shell PLC ADS Class B, an estimated $780M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 17% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q1 2022 buy was Shell: 18,315,111 shares worth $1.01B.
- Dimensional Fund Advisors added most to Meta Platforms (Facebook) in Q1 2022, an estimated $324M increase.
- Dimensional Fund Advisors's biggest Q1 2022 reduction was Canadian Pacific Kansas City, cutting an estimated $241M.
- Dimensional Fund Advisors fully exited Royal Dutch Shell PLC ADS Class B in Q1 2022, selling an estimated $780M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $325B portfolio in Q1 2022.
- Dimensional Fund Advisors opened 98 new positions and closed 121 in Q1 2022.
- Dimensional Fund Advisors's portfolio value fell 1.9% quarter-over-quarter to $325B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2022, filed 13 May 2022.