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 | |
|---|---|---|---|---|---|---|
926
Brown-Forman Class B
BF.B
$13.2B
| $89.8M | 0.03% |
1,339,745
-64,481
| -5% | -$4.29M |
|
927
Forward Air
FWRD
$444M
| $89.8M | 0.03% |
918,173
-11,788
| -1% | -$1.24M |
|
928
Employers Holdings
EIG
$908M
| $89.6M | 0.03% |
2,184,038
+6,685
| +0.3% | +$268K |
|
929
Cenovus Energy
CVE
$55.7B
| $89.5M | 0.03% |
5,364,773
+785,961
| +17% | +$11.9M |
|
930
Towne Bank
TOWN
$3.46B
| $89.4M | 0.03% |
2,984,330
+69,020
| +2% | +$2.17M |
|
|
BCPC
931
Balchem Corp
BCPC
$5.38B
| $89.3M | 0.03% |
653,348
-13,577
| -2% | -$1.95M |
|
932
Archrock
AROC
$6.27B
| $89.3M | 0.03% |
9,675,051
+220,951
| +2% | +$1.89M |
|
933
G-III Apparel Group
GIII
$1.54B
| $89.3M | 0.03% |
3,299,935
+37,415
| +1% | +$1.02M |
|
934
VF Corp
VFC
$5.63B
| $89.1M | 0.03% |
1,567,185
+187,008
| +14% | +$11.6M |
|
935
First Financial Bankshares
FFIN
$5.04B
| $88.9M | 0.03% |
2,013,891
+862
| +0% | +$41.2K |
|
936
Century Aluminum
CENX
$4.43B
| $88.8M | 0.03% |
3,375,432
-447,222
| -12% | -$9.41M |
|
937
Western Alliance Bancorporation
WAL
$8.79B
| $88.8M | 0.03% |
1,071,776
+4,468
| +0.4% | +$437K |
|
938
Integra LifeSciences
IART
$1.29B
| $88.7M | 0.03% |
1,380,036
+23,877
| +2% | +$1.57M |
|
939
St. Joe Company
JOE
$3.54B
| $88.5M | 0.03% |
1,493,700
-31,597
| -2% | -$1.63M |
|
940
Elanco Animal Health
ELAN
$13.2B
| $88.3M | 0.03% |
3,381,855
+736,733
| +28% | +$19.6M |
|
|
HTLF
941
DELISTED
Heartland Financial USA, Inc.
HTLF
| $87.9M | 0.03% |
1,838,023
+102,441
| +6% | +$5.18M |
|
942
Monster Beverage
MNST
$94.3B
| $87.7M | 0.03% |
2,195,180
+55,716
| +3% | +$2.34M |
|
943
Methode Electronics
MEI
$496M
| $87.7M | 0.03% |
2,026,836
+46,480
| +2% | +$2.08M |
|
|
SKX
944
DELISTED
Skechers
SKX
| $87.5M | 0.03% |
2,145,473
+181,445
| +9% | +$7.77M |
|
945
Toyota
TM
$224B
| $87.4M | 0.03% |
485,132
-45,342
| -9% | -$8.48M |
|
946
POSCO
PKX
$16.1B
| $87.4M | 0.03% |
1,473,846
-14,298
| -1% | -$843K |
|
947
Green Plains
GPRE
$1.18B
| $87M | 0.03% |
2,805,680
+76,362
| +3% | +$2.4M |
|
|
GES
948
DELISTED
Guess Inc
GES
| $86.8M | 0.03% |
3,970,545
+50,371
| +1% | +$1.09M |
|
949
MaxLinear
MXL
$6.06B
| $86.6M | 0.03% |
1,484,249
+5,528
| +0.4% | +$337K |
|
950
Alamo Group
ALG
$1.94B
| $86.6M | 0.03% |
602,070
+8,298
| +1% | +$1.2M |
|
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.