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 | |
|---|---|---|---|---|---|---|
|
ABMD
1376
DELISTED
Abiomed Inc
ABMD
| $52.1M | 0.02% |
157,409
-3,532
| -2% | -$1.09M |
|
1377
Wyndham Hotels & Resorts
WH
$5.56B
| $52.1M | 0.02% |
614,996
-7,944
| -1% | -$676K |
|
|
FFIC
1378
DELISTED
Flushing Financial
FFIC
| $52.1M | 0.02% |
2,330,027
+56,474
| +2% | +$1.35M |
|
1379
Southside Bancshares
SBSI
$967M
| $51.6M | 0.02% |
1,262,771
+12,168
| +1% | +$513K |
|
|
TRQ
1380
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $51.5M | 0.02% |
1,714,474
+297,703
| +21% | +$6.22M |
|
1381
Trade Desk
TTD
$8.48B
| $51.5M | 0.02% |
743,430
-59,187
| -7% | -$4.27M |
|
|
NFBK
1382
DELISTED
Northfield Bancorp
NFBK
| $51.4M | 0.02% |
3,582,375
+38,065
| +1% | +$598K |
|
1383
Sibanye-Stillwater
SBSW
$6.26B
| $51.4M | 0.02% |
3,167,466
+512,967
| +19% | +$8.31M |
|
1384
Sony
SONY
$137B
| $51.4M | 0.02% |
2,500,385
-49,440
| -2% | -$1.07M |
|
1385
Hawkins
HWKN
$2.67B
| $51.3M | 0.02% |
1,118,279
+12,488
| +1% | +$526K |
|
1386
Lazard
LAZ
$4.13B
| $51.3M | 0.02% |
1,485,494
-30,068
| -2% | -$1.16M |
|
1387
Digi International
DGII
$2.63B
| $51.1M | 0.02% |
2,375,756
+24,553
| +1% | +$525K |
|
|
JKS
1388
JinkoSolar
JKS
$793M
| $51.1M | 0.02% |
1,057,261
-22,856
| -2% | -$1.05M |
|
1389
JELD-WEN Holding
JELD
$122M
| $51.1M | 0.02% |
2,518,810
-14,898
| -0.6% | -$351K |
|
1390
AMC Global Media
AMCX
$492M
| $51.1M | 0.02% |
1,256,449
+56,282
| +5% | +$2.27M |
|
|
SJI
1391
DELISTED
South Jersey Industries, Inc.
SJI
| $51M | 0.02% |
1,477,359
+78,399
| +6% | +$2.26M |
|
1392
Laureate Education
LAUR
$5.28B
| $51M | 0.02% |
4,304,619
+511,333
| +13% | +$6.2M |
|
1393
Alliant Energy
LNT
$18.3B
| $51M | 0.02% |
815,913
-13,163
| -2% | -$783K |
|
1394
Park National Corp
PRK
$3.76B
| $51M | 0.02% |
387,908
+1,704
| +0.4% | +$230K |
|
|
EQC
1395
DELISTED
Equity Commonwealth
EQC
| $50.9M | 0.02% |
1,803,781
-46,855
| -3% | -$1.25M |
|
1396
TriCo Bancshares
TCBK
$1.84B
| $50.8M | 0.02% |
1,269,618
+35,630
| +3% | +$1.55M |
|
1397
DNOW Inc
DNOW
$2.58B
| $50.8M | 0.02% |
4,607,679
-242,897
| -5% | -$2.35M |
|
1398
PROG Holdings
PRG
$1.75B
| $50.8M | 0.02% |
1,766,450
-8,392
| -0.5% | -$296K |
|
|
SRCL
1399
DELISTED
Stericycle Inc
SRCL
| $50.8M | 0.02% |
862,144
+94,884
| +12% | +$5.5M |
|
|
CDK
1400
DELISTED
CDK Global, Inc.
CDK
| $50.8M | 0.02% |
1,042,893
+126,466
| +14% | +$5.66M |
|
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.