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 | |
|---|---|---|---|---|---|---|
2601
Centrus Energy
LEU
$3.48B
| $3.96M | ﹤0.01% |
117,490
+42,073
| +56% | +$1.77M |
|
2602
Playtika
PLTK
$1.52B
| $3.95M | ﹤0.01% |
204,346
+176,152
| +625% | +$3.14M |
|
|
CMLS
2603
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $3.94M | ﹤0.01% |
395,580
+21,911
| +6% | +$233K |
|
|
INDT
2604
DELISTED
INDUS Realty Trust, Inc. (MD) Common Stock
INDT
| $3.92M | ﹤0.01% |
53,693
-98,621
| -65% | -$7.53M |
|
|
ACB
2605
Aurora Cannabis
ACB
$173M
| $3.92M | ﹤0.01% |
98,104
+31,394
| +47% | +$1.33M |
|
2606
Consolidated Water Co
CWCO
$467M
| $3.92M | ﹤0.01% |
354,034
+4,227
| +1% | +$42.8K |
|
2607
McCormick & Company Voting
MKC.V
$13.7B
| $3.92M | ﹤0.01% |
39,176
+1,233
| +3% | +$121K |
|
|
MN
2608
DELISTED
MANNING & NAPIER, INC.
MN
| $3.9M | ﹤0.01% |
427,983
-13,305
| -3% | -$112K |
|
|
FARM
2609
DELISTED
Farmer Brothers
FARM
| $3.89M | ﹤0.01% |
546,379
+7,080
| +1% | +$46K |
|
|
LEVL
2610
DELISTED
Level One Bancorp, Inc. Common Stock
LEVL
| $3.88M | ﹤0.01% |
97,278
+19,862
| +26% | +$811K |
|
|
SAND
2611
DELISTED
Sandstorm Gold
SAND
| $3.88M | ﹤0.01% |
479,714
+36,875
| +8% | +$254K |
|
2612
Westwood Holdings Group
WHG
$182M
| $3.87M | ﹤0.01% |
252,889
-10,242
| -4% | -$174K |
|
|
CDR
2613
DELISTED
Cedar Realty Trust, Inc
CDR
| $3.87M | ﹤0.01% |
139,906
+2,456
| +2% | +$61.6K |
|
|
SCPL
2614
DELISTED
SciPlay Corporation Class A Common Stock
SCPL
| $3.83M | ﹤0.01% |
296,571
-4,029
| -1% | -$50.9K |
|
|
PBPB
2615
DELISTED
Potbelly
PBPB
| $3.83M | ﹤0.01% |
571,141
-87,681
| -13% | -$509K |
|
2616
Inspire Medical Systems
INSP
$1.45B
| $3.81M | ﹤0.01% |
14,864
+1,754
| +13% | +$401K |
|
2617
Immunovant
IMVT
$7.93B
| $3.81M | ﹤0.01% |
690,965
+412,997
| +149% | +$2.57M |
|
2618
Daily Journal
DJCO
$809M
| $3.79M | ﹤0.01% |
12,164
+1,840
| +18% | +$599K |
|
|
BFX
2619
DELISTED
BowFlex Inc.
BFX
| $3.77M | ﹤0.01% |
915,703
-11,219
| -1% | -$55.8K |
|
2620
PagerDuty
PD
$816M
| $3.73M | ﹤0.01% |
109,135
| – | – |
|
|
IMOS
2621
ChipMOS TECHNOLOGIES
IMOS
$1.65B
| $3.73M | ﹤0.01% |
104,841
-1,391
| -1% | -$48.4K |
|
|
EPAY
2622
DELISTED
Bottomline Technologies Inc
EPAY
| $3.71M | ﹤0.01% |
65,396
-533,076
| -89% | -$30.1M |
|
|
VOLT
2623
DELISTED
Volt Information Sciences, Inc.
VOLT
| $3.68M | ﹤0.01% |
615,465
-8,102
| -1% | -$30.8K |
|
2624
Citizens Community Bancorp
CZWI
$212M
| $3.68M | ﹤0.01% |
243,255
+6,456
| +3% | +$97.1K |
|
2625
Sutro Biopharma
STRO
$401M
| $3.67M | ﹤0.01% |
44,696
+8,619
| +24% | +$820K |
|
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.