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 | |
|---|---|---|---|---|---|---|
1176
Pembina Pipeline
PBA
$28.4B
| $65.5M | 0.02% |
1,742,996
+76,232
| +5% | +$2.57M |
|
|
PPL
1177
PPL Corp
PPL
$26.5B
| $65.5M | 0.02% |
2,292,612
+50,658
| +2% | +$1.43M |
|
1178
Axalta
AXTA
$7.66B
| $65.3M | 0.02% |
2,658,298
+133,210
| +5% | +$3.72M |
|
1179
Griffon
GFF
$3.95B
| $65.3M | 0.02% |
3,258,873
-52,725
| -2% | -$1.22M |
|
1180
Pilgrim's Pride
PPC
$6.51B
| $65.2M | 0.02% |
2,597,703
+442
| +0% | +$11.5K |
|
1181
MarineMax
HZO
$759M
| $64.9M | 0.02% |
1,612,168
+6,278
| +0.4% | +$295K |
|
|
FOE
1182
DELISTED
Ferro Corporation
FOE
| $64.8M | 0.02% |
2,979,427
-57,087
| -2% | -$1.24M |
|
1183
Carriage Services
CSV
$641M
| $64.7M | 0.02% |
1,212,271
-34,056
| -3% | -$1.8M |
|
1184
Ameresco
AMRC
$1.12B
| $64.6M | 0.02% |
812,560
-36,110
| -4% | -$2.28M |
|
|
CTXS
1185
DELISTED
Citrix Systems Inc
CTXS
| $64.6M | 0.02% |
639,998
+10,347
| +2% | +$1.05M |
|
|
LGF.A
1186
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $64.6M | 0.02% |
3,973,451
+97,271
| +3% | +$1.52M |
|
1187
Otter Tail
OTTR
$3.71B
| $64.6M | 0.02% |
1,032,967
+12,769
| +1% | +$801K |
|
1188
Myriad Genetics
MYGN
$270M
| $64.5M | 0.02% |
2,560,944
-74,859
| -3% | -$1.92M |
|
1189
Warrior Met Coal
HCC
$4.19B
| $64.5M | 0.02% |
1,738,554
+78,124
| +5% | +$2.5M |
|
1190
Peoples Bancorp
PEBO
$1.5B
| $64.5M | 0.02% |
2,060,619
+980
| +0% | +$31.8K |
|
1191
La-Z-Boy
LZB
$1.58B
| $64.5M | 0.02% |
2,446,367
+32,185
| +1% | +$1.03M |
|
1192
Amphastar Pharmaceuticals
AMPH
$879M
| $64.5M | 0.02% |
1,796,269
+25,418
| +1% | +$721K |
|
1193
Travel + Leisure Co
TNL
$4.66B
| $64.4M | 0.02% |
1,110,949
+46,408
| +4% | +$2.62M |
|
1194
Safety Insurance
SAFT
$1.52B
| $64.2M | 0.02% |
706,384
+9,265
| +1% | +$791K |
|
1195
Zumiez
ZUMZ
$332M
| $64.2M | 0.02% |
1,679,017
-34,065
| -2% | -$1.48M |
|
1196
Columbia Sportswear
COLM
$3.04B
| $64M | 0.02% |
706,770
+35,690
| +5% | +$3.3M |
|
1197
Papa John's
PZZA
$984M
| $63.9M | 0.02% |
607,022
-768
| -0.1% | -$86K |
|
1198
Visteon
VC
$2.79B
| $63.8M | 0.02% |
584,371
-5,261
| -0.9% | -$572K |
|
1199
Mercury Systems
MRCY
$5.83B
| $63.7M | 0.02% |
988,611
+27,079
| +3% | +$1.61M |
|
1200
Piper Sandler
PIPR
$5.12B
| $63.7M | 0.02% |
1,941,272
+7,580
| +0.4% | +$279K |
|
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.