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 | |
|---|---|---|---|---|---|---|
1451
United Fire Group
UFCS
$1.32B
| $47.2M | 0.01% |
1,519,733
-34,408
| -2% | -$913K |
|
1452
HealthEquity
HQY
$8.41B
| $47.2M | 0.01% |
699,519
+159,630
| +30% | +$8.62M |
|
1453
Federal Agricultural Mortgage
AGM
$2.47B
| $47.1M | 0.01% |
434,444
+311
| +0.1% | +$38K |
|
1454
AtriCure
ATRC
$1.92B
| $47.1M | 0.01% |
717,125
+46,705
| +7% | +$3.03M |
|
1455
Newmark Group
NMRK
$2.66B
| $47.1M | 0.01% |
2,957,442
+249,421
| +9% | +$4.06M |
|
|
AVTA
1456
DELISTED
Avantax, Inc. Common Stock
AVTA
| $47M | 0.01% |
2,406,490
-249,366
| -9% | -$4.52M |
|
1457
American Vanguard Corp
AVD
$68.4M
| $47M | 0.01% |
2,312,686
+32,281
| +1% | +$528K |
|
1458
Cognex
CGNX
$10.9B
| $46.9M | 0.01% |
608,049
+80,615
| +15% | +$5.52M |
|
|
SHYF
1459
DELISTED
The Shyft Group
SHYF
| $46.9M | 0.01% |
1,299,057
-20,516
| -2% | -$872K |
|
1460
Halozyme
HALO
$9.79B
| $46.9M | 0.01% |
1,175,014
+36,651
| +3% | +$1.31M |
|
1461
Sabra Healthcare REIT
SBRA
$5.34B
| $46.8M | 0.01% |
3,143,546
-5,528
| -0.2% | -$75.6K |
|
1462
Compass Minerals
CMP
$1.23B
| $46.7M | 0.01% |
744,003
-8,658
| -1% | -$492K |
|
|
NWLI
1463
DELISTED
National Western Life Group, Inc. Class A
NWLI
| $46.7M | 0.01% |
221,961
-96
| -0% | -$20.5K |
|
1464
Fluor
FLR
$7.01B
| $46.7M | 0.01% |
1,627,022
+72,442
| +5% | +$1.75M |
|
1465
Vermilion Energy
VET
$1.82B
| $46.7M | 0.01% |
2,219,701
+65,689
| +3% | +$1.17M |
|
1466
Ducommun
DCO
$2.7B
| $46.6M | 0.01% |
890,134
-7,474
| -0.8% | -$356K |
|
1467
National Grid
NGG
$80.4B
| $46.6M | 0.01% |
674,269
+35,235
| +6% | +$2.34M |
|
1468
Blackbaud
BLKB
$1.94B
| $46.5M | 0.01% |
776,915
+15,170
| +2% | +$989K |
|
1469
Cushman & Wakefield Ltd
CWK
$3.14B
| $46.4M | 0.01% |
2,261,158
+194,867
| +9% | +$4.13M |
|
|
RYZ
1470
Ryerson Holding Corp
RYZ
$1.44B
| $46.3M | 0.01% |
1,321,437
+32,746
| +3% | +$891K |
|
1471
Liberty Energy
LBRT
$3.05B
| $46.2M | 0.01% |
3,120,231
+419,788
| +16% | +$5.37M |
|
1472
Hyatt Hotels
H
$16.4B
| $46.2M | 0.01% |
484,149
+11,901
| +3% | +$1.12M |
|
1473
Preferred Bank
PFBC
$1.24B
| $46.1M | 0.01% |
622,782
+767
| +0.1% | +$59.4K |
|
1474
Magnolia Oil & Gas
MGY
$6.09B
| $46M | 0.01% |
1,946,577
+355,780
| +22% | +$7.81M |
|
1475
Macerich
MAC
$7.33B
| $46M | 0.01% |
2,941,960
-3,748
| -0.1% | -$60.1K |
|
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.