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 | |
|---|---|---|---|---|---|---|
1501
Artisan Partners
APAM
$2.79B
| $44.3M | 0.01% |
1,126,340
-13,032
| -1% | -$529K |
|
1502
Harmonic Inc
HLIT
$1.25B
| $44.3M | 0.01% |
4,768,594
+51,817
| +1% | +$508K |
|
|
MNDT
1503
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $44.3M | 0.01% |
1,984,029
+267,086
| +16% | +$4.94M |
|
1504
Nabors Industries
NBR
$1.27B
| $44.2M | 0.01% |
289,542
+23,422
| +9% | +$2.94M |
|
1505
Sphere Entertainment
SPHR
$5.14B
| $44.2M | 0.01% |
530,171
+100,980
| +24% | +$7.6M |
|
1506
Community Trust Bancorp
CTBI
$1.42B
| $44.1M | 0.01% |
1,071,085
+15,896
| +2% | +$689K |
|
|
ALE
1507
DELISTED
Allete
ALE
| $44.1M | 0.01% |
658,544
+5,858
| +0.9% | +$377K |
|
1508
Wolverine World Wide
WWW
$1.61B
| $44.1M | 0.01% |
1,953,673
+26,673
| +1% | +$665K |
|
|
BBBY
1509
DELISTED
Bed Bath & Beyond Inc
BBBY
| $44M | 0.01% |
1,951,533
-1,325,271
| -40% | -$23.1M |
|
1510
Burlington
BURL
$23.2B
| $43.9M | 0.01% |
241,049
+26,373
| +12% | +$5.78M |
|
|
IRBT
1511
DELISTED
iRobot
IRBT
| $43.9M | 0.01% |
692,293
+29,549
| +4% | +$1.87M |
|
|
ABTX
1512
DELISTED
Allegiance Bancshares
ABTX
| $43.9M | 0.01% |
981,762
+39,787
| +4% | +$1.74M |
|
1513
Cemex
CX
$17.1B
| $43.8M | 0.01% |
8,277,600
+270,749
| +3% | +$1.53M |
|
|
AVID
1514
DELISTED
Avid Technology Inc
AVID
| $43.8M | 0.01% |
1,255,723
-11,400
| -0.9% | -$354K |
|
1515
Strategic Education
STRA
$1.85B
| $43.8M | 0.01% |
659,560
+105,375
| +19% | +$6.19M |
|
1516
Copa Holdings
CPA
$5.76B
| $43.8M | 0.01% |
523,487
-3,457
| -0.7% | -$284K |
|
1517
Twilio
TWLO
$30B
| $43.8M | 0.01% |
265,429
+48,552
| +22% | +$8.85M |
|
1518
Corcept Therapeutics
CORT
$12.4B
| $43.7M | 0.01% |
1,940,826
+57,360
| +3% | +$1.22M |
|
1519
Cannae Holdings
CNNE
$639M
| $43.7M | 0.01% |
1,826,358
+101,368
| +6% | +$2.85M |
|
1520
Idacorp
IDA
$8.27B
| $43.5M | 0.01% |
376,712
+32,219
| +9% | +$3.51M |
|
1521
IDT Corp
IDT
$1.64B
| $43.5M | 0.01% |
1,274,659
-6,077
| -0.5% | -$226K |
|
1522
Repligen
RGEN
$7.96B
| $43.2M | 0.01% |
229,785
+11,121
| +5% | +$2.11M |
|
1523
Titan International
TWI
$466M
| $43.1M | 0.01% |
2,926,983
-509
| -0% | -$5.95K |
|
1524
SunCoke Energy
SXC
$720M
| $43M | 0.01% |
4,831,209
+189,344
| +4% | +$1.49M |
|
|
SGEN
1525
DELISTED
Seagen Inc. Common Stock
SGEN
| $43M | 0.01% |
298,711
+16,749
| +6% | +$2.27M |
|
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.