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 | |
|---|---|---|---|---|---|---|
1226
NiSource
NI
$21.3B
| $62.1M | 0.02% |
1,952,676
+447,102
| +30% | +$13M |
|
1227
StoneX
SNEX
$9.26B
| $62.1M | 0.02% |
4,233,895
+28,086
| +0.7% | +$391K |
|
1228
Super Micro Computer
SMCI
$18.4B
| $62M | 0.02% |
16,293,860
+1,713,350
| +12% | +$7.09M |
|
1229
Cogent Communications
CCOI
$676M
| $62M | 0.02% |
934,323
+16,205
| +2% | +$1.04M |
|
1230
M/I Homes
MHO
$3.74B
| $61.9M | 0.02% |
1,396,451
-38,643
| -3% | -$1.97M |
|
|
SGI
1231
Somnigroup International
SGI
$13.7B
| $61.8M | 0.02% |
2,211,638
-362,313
| -14% | -$13.3M |
|
1232
Acushnet Holdings
GOLF
$5.93B
| $61.6M | 0.02% |
1,530,671
+64,464
| +4% | +$2.91M |
|
1233
TechTarget
TTGT
$325M
| $61.6M | 0.02% |
757,547
-27,137
| -3% | -$2.19M |
|
1234
Hilton Grand Vacations
HGV
$3.59B
| $61.4M | 0.02% |
1,181,210
-67,022
| -5% | -$3.38M |
|
1235
Brady Corp
BRC
$4.44B
| $61.2M | 0.02% |
1,322,381
-4,676
| -0.4% | -$228K |
|
|
NVEE
1236
DELISTED
NV5 Global
NVEE
| $61.2M | 0.02% |
1,835,860
+10,076
| +0.6% | +$296K |
|
|
SLCA
1237
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $60.9M | 0.02% |
3,262,638
+318,136
| +11% | +$4.02M |
|
1238
Mattel
MAT
$4.38B
| $60.9M | 0.02% |
2,739,385
-15,526
| -0.6% | -$355K |
|
1239
Ambarella
AMBA
$3.77B
| $60.8M | 0.02% |
579,807
-9,948
| -2% | -$1.27M |
|
1240
Seacoast Banking Corp of Florida
SBCF
$3.36B
| $60.8M | 0.02% |
1,736,447
+49,648
| +3% | +$1.81M |
|
1241
News Corp Class B
NWS
$16.9B
| $60.8M | 0.02% |
2,698,222
+67,899
| +3% | +$1.52M |
|
1242
MillerKnoll
MLKN
$1.53B
| $60.7M | 0.02% |
1,756,285
-154,000
| -8% | -$5.68M |
|
1243
Essential Utilities
WTRG
$11.3B
| $60.7M | 0.02% |
1,186,342
+127,695
| +12% | +$6.16M |
|
1244
Kforce
KFRC
$1.02B
| $60.7M | 0.02% |
819,920
+12,263
| +2% | +$874K |
|
|
GAP
1245
The Gap Inc
GAP
$7.23B
| $60.6M | 0.02% |
4,306,516
+642,559
| +18% | +$10.2M |
|
|
AMED
1246
DELISTED
Amedisys
AMED
| $60.5M | 0.02% |
351,383
+17,499
| +5% | +$2.61M |
|
1247
Domino's
DPZ
$11.5B
| $60.5M | 0.02% |
148,523
-7,367
| -5% | -$3.21M |
|
|
RFP
1248
DELISTED
Resolute Forest Products Inc.
RFP
| $60.3M | 0.02% |
4,674,292
+196,327
| +4% | +$2.64M |
|
|
LTHM
1249
DELISTED
Livent Corporation
LTHM
| $60.3M | 0.02% |
2,313,394
-148,463
| -6% | -$3.46M |
|
|
MODV
1250
DELISTED
ModivCare
MODV
| $60.3M | 0.02% |
522,629
-14,313
| -3% | -$1.65M |
|
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.