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 | |
|---|---|---|---|---|---|---|
2701
NI Holdings
NODK
$310M
| $3.04M | ﹤0.01% |
178,963
+771
| +0.4% | +$13.8K |
|
|
SWIR
2702
DELISTED
Sierra Wireless
SWIR
| $3.03M | ﹤0.01% |
168,034
+4,366
| +3% | +$72.9K |
|
|
SOHU
2703
Sohu.com
SOHU
$362M
| $3.03M | ﹤0.01% |
180,390
| – | – |
|
|
SBT
2704
DELISTED
Sterling Bancorp, Inc. Common Stock
SBT
| $3.02M | ﹤0.01% |
425,593
+8,671
| +2% | +$54.2K |
|
|
HALL
2705
DELISTED
Hallmark Financial Services, Inc.
HALL
| $3.02M | ﹤0.01% |
83,231
-3,206
| -4% | -$131K |
|
2706
Telesat
TSAT
$567M
| $3.01M | ﹤0.01% |
182,563
-40,111
| -18% | -$894K |
|
2707
ZipRecruiter
ZIP
$321M
| $3.01M | ﹤0.01% |
131,032
+41,549
| +46% | +$901K |
|
2708
Limbach Holdings
LMB
$855M
| $3M | ﹤0.01% |
431,681
+16,924
| +4% | +$133K |
|
2709
Duluth Holdings
DLTH
$155M
| $2.98M | ﹤0.01% |
243,900
+96,789
| +66% | +$1.35M |
|
2710
Graham Corp
GHM
$1.12B
| $2.97M | ﹤0.01% |
384,616
+13,471
| +4% | +$133K |
|
2711
Farmers & Merchants Bancorp
FMAO
$459M
| $2.96M | ﹤0.01% |
81,878
+13,335
| +19% | +$444K |
|
|
ONC
2712
BeOne Medicines Ltd
ONC
$32.8B
| $2.94M | ﹤0.01% |
15,368
+2,047
| +15% | +$435K |
|
2713
SB Financial Group
SBFG
$164M
| $2.93M | ﹤0.01% |
147,230
+638
| +0.4% | +$12.4K |
|
|
CBAY
2714
DELISTED
Cymabay Therapeutics
CBAY
| $2.93M | ﹤0.01% |
940,806
+145,965
| +18% | +$459K |
|
2715
GSI Technology
GSIT
$215M
| $2.92M | ﹤0.01% |
763,163
+3,296
| +0.4% | +$14.1K |
|
|
EVBG
2716
DELISTED
Everbridge, Inc. Common Stock
EVBG
| $2.92M | ﹤0.01% |
66,937
-16,899
| -20% | -$798K |
|
|
CASA
2717
DELISTED
Casa Systems, Inc. Common Stock
CASA
| $2.9M | ﹤0.01% |
641,790
+89,180
| +16% | +$406K |
|
|
ORAN
2718
DELISTED
Orange
ORAN
| $2.89M | ﹤0.01% |
244,489
-34,411
| -12% | -$402K |
|
|
EB
2719
DELISTED
Eventbrite
EB
| $2.89M | ﹤0.01% |
195,552
-56,634
| -22% | -$840K |
|
2720
Lightspeed Commerce
LSPD
$1.31B
| $2.87M | ﹤0.01% |
94,001
+28,755
| +44% | +$856K |
|
2721
Alerus Financial
ALRS
$831M
| $2.86M | ﹤0.01% |
103,429
+16,896
| +20% | +$488K |
|
|
BMTX
2722
DELISTED
BM Technologies, Inc.
BMTX
| $2.86M | ﹤0.01% |
326,473
-8,597
| -3% | -$79.7K |
|
2723
Vital Farms
VITL
$545M
| $2.85M | ﹤0.01% |
230,334
+132,459
| +135% | +$1.99M |
|
2724
Legacy Housing
LEGH
$625M
| $2.85M | ﹤0.01% |
132,555
+31,109
| +31% | +$770K |
|
|
BRT
2725
BRT Apartments
BRT
$281M
| $2.84M | ﹤0.01% |
118,333
+2,817
| +2% | +$63.3K |
|
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.