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 | |
|---|---|---|---|---|---|---|
476
DaVita
DVA
$15.3B
| $163M | 0.05% |
1,443,089
-249,247
| -15% | -$28M |
|
|
GTLS
477
DELISTED
Chart Industries
GTLS
| $163M | 0.05% |
948,725
-174,094
| -16% | -$24.5M |
|
478
Graham Holdings Company
GHC
$5.22B
| $163M | 0.05% |
266,437
+3,345
| +1% | +$2.01M |
|
479
Cencora
COR
$60.7B
| $163M | 0.05% |
1,051,659
+71,212
| +7% | +$10.1M |
|
480
United Natural Foods
UNFI
$3.03B
| $163M | 0.05% |
3,931,749
+35,504
| +0.9% | +$1.45M |
|
481
Keysight
KEYS
$54.8B
| $163M | 0.05% |
1,029,064
+8,879
| +0.9% | +$1.48M |
|
|
TPH
482
DELISTED
Tri Pointe Homes
TPH
| $163M | 0.05% |
8,095,662
-46,535
| -0.6% | -$1.08M |
|
483
MGM Resorts International
MGM
$11.3B
| $162M | 0.05% |
3,867,683
-7,047
| -0.2% | -$303K |
|
484
NOV
NOV
$6.85B
| $162M | 0.05% |
8,258,387
+718,146
| +10% | +$12.6M |
|
|
FBC
485
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $162M | 0.05% |
3,816,948
+51,739
| +1% | +$2.38M |
|
486
Duke Energy
DUK
$98.3B
| $162M | 0.05% |
1,448,796
+65,631
| +5% | +$6.82M |
|
487
H.B. Fuller
FUL
$2.93B
| $162M | 0.05% |
2,448,076
+128,755
| +6% | +$9.07M |
|
|
TGNA
488
DELISTED
TEGNA Inc
TGNA
| $161M | 0.05% |
7,204,942
+240,614
| +3% | +$5.05M |
|
489
HCA Healthcare
HCA
$86.4B
| $161M | 0.05% |
643,742
-18,057
| -3% | -$4.53M |
|
|
LSI
490
DELISTED
Life Storage, Inc.
LSI
| $161M | 0.05% |
1,147,880
+8,758
| +0.8% | +$1.18M |
|
491
Synaptics
SYNA
$4.25B
| $161M | 0.05% |
807,898
-31,577
| -4% | -$7M |
|
492
Packaging Corp of America
PKG
$21.9B
| $161M | 0.05% |
1,030,327
-35,489
| -3% | -$5.18M |
|
|
REGI
493
DELISTED
Renewable Energy Group, Inc.
REGI
| $161M | 0.05% |
2,648,987
+86,527
| +3% | +$4.19M |
|
|
MDC
494
DELISTED
M.D.C. Holdings, Inc.
MDC
| $160M | 0.05% |
4,240,693
+55,534
| +1% | +$2.54M |
|
495
CarMax
KMX
$8.13B
| $160M | 0.05% |
1,662,143
+41,832
| +3% | +$4.5M |
|
496
NETSCOUT
NTCT
$2.94B
| $160M | 0.05% |
4,993,316
+65,228
| +1% | +$2.05M |
|
497
Vishay Intertechnology
VSH
$5.23B
| $160M | 0.05% |
8,152,156
+121,911
| +2% | +$2.46M |
|
498
Revvity
RVTY
$12.5B
| $160M | 0.05% |
914,738
+1,441
| +0.2% | +$256K |
|
499
Liberty Broadband Class C
LBRDK
$4.89B
| $159M | 0.05% |
1,172,129
-13,943
| -1% | -$2.03M |
|
500
Onto Innovation
ONTO
$12.8B
| $158M | 0.05% |
1,820,693
-52,843
| -3% | -$4.7M |
|
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.