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 | |
|---|---|---|---|---|---|---|
1301
Astec Industries
ASTE
$1.16B
| $57.7M | 0.02% |
1,341,277
+28,651
| +2% | +$1.59M |
|
1302
Black Hills Corp
BKH
$5.42B
| $57.7M | 0.02% |
748,590
+50,038
| +7% | +$3.48M |
|
1303
Imperial Oil
IMO
$62.7B
| $57.5M | 0.02% |
1,189,638
-46,357
| -4% | -$1.99M |
|
1304
Rollins
ROL
$18.3B
| $57.4M | 0.02% |
1,638,664
+20,226
| +1% | +$656K |
|
|
AD
1305
Array Digital Infrastructure
AD
$3.01B
| $57.4M | 0.02% |
1,897,981
+27,697
| +1% | +$836K |
|
1306
Lamb Weston
LW
$7.22B
| $57.2M | 0.02% |
954,765
+57,816
| +6% | +$3.59M |
|
1307
SFL Corp
SFL
$1.64B
| $57.1M | 0.02% |
5,610,917
+511,358
| +10% | +$4.72M |
|
1308
MarketAxess Holdings
MKTX
$5.71B
| $57.1M | 0.02% |
167,692
-4,346
| -3% | -$1.58M |
|
1309
SiteOne Landscape Supply
SITE
$4.12B
| $57M | 0.02% |
352,683
-6,872
| -2% | -$1.25M |
|
1310
NIO
NIO
$12.2B
| $57M | 0.02% |
2,705,563
+48,720
| +2% | +$1.15M |
|
1311
Allegiant Air
ALGT
$2.64B
| $57M | 0.02% |
350,891
+10,019
| +3% | +$1.69M |
|
|
HR
1312
DELISTED
Healthcare Realty Trust Incorporated
HR
| $56.7M | 0.02% |
2,062,854
+21,189
| +1% | +$625K |
|
1313
Warner Bros
WBD
$65.9B
| $56.7M | 0.02% |
2,274,241
+7,932
| +0.3% | +$218K |
|
1314
COPT Defense Properties
CDP
$4.3B
| $56.5M | 0.02% |
1,980,902
-38,654
| -2% | -$1.04M |
|
1315
TC Energy
TRP
$70.2B
| $56.5M | 0.02% |
1,001,700
-292,062
| -23% | -$15.4M |
|
|
MAXR
1316
DELISTED
Maxar Technologies Inc. Common Stock
MAXR
| $56.4M | 0.02% |
1,430,226
+186,938
| +15% | +$5.72M |
|
1317
Teva Pharmaceuticals
TEVA
$40.8B
| $56.4M | 0.02% |
6,006,352
+732,558
| +14% | +$6.11M |
|
1318
APA Corp
APA
$13.2B
| $56.3M | 0.02% |
1,362,836
+29,907
| +2% | +$1.04M |
|
1319
Alkermes
ALKS
$8.22B
| $56.2M | 0.02% |
2,137,564
-47,232
| -2% | -$1.17M |
|
1320
Emergent Biosolutions
EBS
$373M
| $56.2M | 0.02% |
1,368,661
+342,964
| +33% | +$15.1M |
|
1321
Globus Medical
GMED
$10.7B
| $55.7M | 0.02% |
754,957
+150,144
| +25% | +$10.4M |
|
1322
RH
RH
$3.13B
| $55.7M | 0.02% |
170,699
+682
| +0.4% | +$273K |
|
1323
Kratos Defense & Security Solutions
KTOS
$8.74B
| $55.7M | 0.02% |
2,717,623
-24,677
| -0.9% | -$450K |
|
|
HEES
1324
DELISTED
H&E Equipment Services
HEES
| $55.7M | 0.02% |
1,278,747
-2,394
| -0.2% | -$101K |
|
1325
Masco
MAS
$14.1B
| $55.6M | 0.02% |
1,090,136
-8,268
| -0.8% | -$491K |
|
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.