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 | |
|---|---|---|---|---|---|---|
|
FREE
2801
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
| $2.23M | ﹤0.01% |
311,010
+198,392
| +176% | +$1.78M |
|
2802
Sabesp
SBS
$19.1B
| $2.23M | ﹤0.01% |
1,180,385
| – | – |
|
|
SURF
2803
DELISTED
Surface Oncology, Inc. Common Stock
SURF
| $2.18M | ﹤0.01% |
742,962
+337,985
| +83% | +$1.18M |
|
|
TEF
2804
DELISTED
Telefonica
TEF
| $2.18M | ﹤0.01% |
468,798
-262,932
| -36% | -$1.17M |
|
|
YMAB
2805
DELISTED
Y-mAbs Therapeutics
YMAB
| $2.18M | ﹤0.01% |
183,368
-8,434
| -4% | -$86.6K |
|
|
YRD
2806
Yiren Digital
YRD
$98M
| $2.17M | ﹤0.01% |
854,757
+6,293
| +0.7% | +$16.5K |
|
|
MGIC
2807
DELISTED
Magic Software Enterprises
MGIC
| $2.17M | ﹤0.01% |
125,734
+16,244
| +15% | +$304K |
|
2808
CytomX Therapeutics
CTMX
$675M
| $2.16M | ﹤0.01% |
809,140
+287,113
| +55% | +$1.1M |
|
|
ITI
2809
DELISTED
Iteris, Inc.
ITI
| $2.16M | ﹤0.01% |
724,361
+57,487
| +9% | +$199K |
|
2810
Immersion
IMMR
$251M
| $2.15M | ﹤0.01% |
386,877
-16,042
| -4% | -$83.1K |
|
2811
Innodata
INOD
$2.05B
| $2.15M | ﹤0.01% |
306,832
+13,584
| +5% | +$79.8K |
|
2812
Rayonier
RYN
$6.55B
| $2.13M | ﹤0.01% |
57,002
+15,704
| +38% | +$558K |
|
2813
Suzano
SUZ
$10.5B
| $2.13M | ﹤0.01% |
182,886
-63,294
| -26% | -$714K |
|
2814
Gray Media Inc
GTN.A
$699M
| $2.12M | ﹤0.01% |
103,244
-5,447
| -5% | -$112K |
|
2815
GameStop
GME
$9.75B
| $2.11M | ﹤0.01% |
50,620
+18,192
| +56% | +$538K |
|
2816
MetroCity Bankshares
MCBS
$1.01B
| $2.1M | ﹤0.01% |
89,524
+20,336
| +29% | +$513K |
|
|
CGC
2817
Canopy Growth
CGC
$387M
| $2.1M | ﹤0.01% |
27,710
-94
| -0.3% | -$7.17K |
|
|
PTVE
2818
DELISTED
Pactiv Evergreen Inc. Common stock
PTVE
| $2.1M | ﹤0.01% |
208,782
+128,984
| +162% | +$1.37M |
|
|
CWBC
2819
DELISTED
Community West BanCshares
CWBC
| $2.08M | ﹤0.01% |
148,754
-1,250
| -0.8% | -$17.4K |
|
|
VIA
2820
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $2.07M | ﹤0.01% |
50,350
+655
| +1% | +$34.8K |
|
2821
Eagle Bancorp Montana
EBMT
$187M
| $2.07M | ﹤0.01% |
92,765
+2,550
| +3% | +$57.8K |
|
2822
Bridgford Foods
BRID
$57.6M
| $2.07M | ﹤0.01% |
194,033
-2,030
| -1% | -$23.3K |
|
2823
CSP Inc
CSPI
$79.7M
| $2.06M | ﹤0.01% |
528,152
+28
| +0% | +$112 |
|
2824
CEMIG Preferred Shares
CIG
$6.26B
| $2.06M | ﹤0.01% |
1,080,022
| – | – |
|
|
NETI
2825
DELISTED
Eneti Inc.
NETI
| $2.05M | ﹤0.01% |
322,348
-1,811
| -0.6% | -$12.3K |
|
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.