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 | |
|---|---|---|---|---|---|---|
1126
Surgery Partners
SGRY
$2.01B
| $70M | 0.02% |
1,271,282
-48,212
| -4% | -$2.38M |
|
|
CSGS
1127
DELISTED
CSG Systems International
CSGS
| $70M | 0.02% |
1,100,610
-5,802
| -0.5% | -$349K |
|
1128
ProPetro Holding
PUMP
$1.36B
| $69.7M | 0.02% |
5,002,856
+713,904
| +17% | +$8.53M |
|
1129
Watsco Inc
WSO
$12.7B
| $69.6M | 0.02% |
228,582
+1,144
| +0.5% | +$326K |
|
1130
NBT Bancorp
NBTB
$2.74B
| $69.6M | 0.02% |
1,925,034
+53,026
| +3% | +$2.06M |
|
|
HMHC
1131
DELISTED
Houghton Mifflin Harcourt Company
HMHC
| $69.5M | 0.02% |
3,306,766
-34,028
| -1% | -$641K |
|
1132
DHT Holdings
DHT
$2.99B
| $69.5M | 0.02% |
11,978,143
+522,016
| +5% | +$2.87M |
|
1133
First Hawaiian
FHB
$3.38B
| $69.4M | 0.02% |
2,488,449
+84,992
| +4% | +$2.45M |
|
1134
Wolfspeed
WOLF
$1.23B
| $69.1M | 0.02% |
606,772
+15,955
| +3% | +$1.61M |
|
1135
Agree Realty
ADC
$9.34B
| $69.1M | 0.02% |
1,040,918
-3,477
| -0.3% | -$226K |
|
1136
Steven Madden
SHOO
$3.37B
| $68.9M | 0.02% |
1,783,019
+3,612
| +0.2% | +$149K |
|
1137
OSI Systems
OSIS
$3.65B
| $68.9M | 0.02% |
809,069
+5,950
| +0.7% | +$500K |
|
1138
Intellia Therapeutics
NTLA
$1.49B
| $68.7M | 0.02% |
945,747
-111,663
| -11% | -$9.46M |
|
1139
CMS Energy
CMS
$22.6B
| $68.7M | 0.02% |
982,606
+56,659
| +6% | +$3.68M |
|
1140
Maximus
MMS
$3.17B
| $68.7M | 0.02% |
916,506
+14,206
| +2% | +$1.09M |
|
1141
QuidelOrtho
QDEL
$1.14B
| $68.7M | 0.02% |
610,752
+100,810
| +20% | +$10.7M |
|
1142
Manhattan Associates
MANH
$11.2B
| $68.5M | 0.02% |
493,745
-7,490
| -1% | -$1M |
|
1143
Apogee Enterprises
APOG
$826M
| $68.5M | 0.02% |
1,442,513
-17,542
| -1% | -$817K |
|
1144
DexCom
DXCM
$31.5B
| $68.3M | 0.02% |
533,960
-57,044
| -10% | -$6.24M |
|
|
TXNM
1145
TXNM Energy Inc
TXNM
$6.41B
| $68.3M | 0.02% |
1,432,452
-14,917
| -1% | -$679K |
|
1146
Comstock Resources
CRK
$3.89B
| $68.1M | 0.02% |
5,216,378
+691,334
| +15% | +$6.15M |
|
1147
Carter's
CRI
$1.42B
| $68M | 0.02% |
739,560
-1,410
| -0.2% | -$132K |
|
1148
First Busey Corp
BUSE
$2.57B
| $68M | 0.02% |
2,684,215
+104,955
| +4% | +$2.89M |
|
1149
SolarEdge
SEDG
$2.51B
| $68M | 0.02% |
210,973
+1,902
| +0.9% | +$522K |
|
|
WBT
1150
DELISTED
Welbilt, Inc.
WBT
| $67.9M | 0.02% |
2,859,426
-134,776
| -5% | -$3.2M |
|
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.