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 | |
|---|---|---|---|---|---|---|
1551
Bath & Body Works
BBWI
$4.06B
| $41.3M | 0.01% |
864,433
-25,279
| -3% | -$1.36M |
|
|
BKI
1552
DELISTED
Black Knight, Inc. Common Stock
BKI
| $41.3M | 0.01% |
712,479
+20,312
| +3% | +$1.34M |
|
|
AMWD
1553
DELISTED
American Woodmark
AMWD
| $41.2M | 0.01% |
842,476
+103,815
| +14% | +$5.97M |
|
1554
NETGEAR
NTGR
$648M
| $41.2M | 0.01% |
1,670,410
+73,225
| +5% | +$1.95M |
|
1555
Philips
PHG
$25.7B
| $41.2M | 0.01% |
1,631,999
+568,204
| +53% | +$15.5M |
|
|
ARNC
1556
DELISTED
Arconic Corporation
ARNC
| $41.2M | 0.01% |
1,606,336
-75,710
| -5% | -$2.25M |
|
|
ECHO
1557
EchoStar
ECHO
$24.4B
| $41.1M | 0.01% |
1,688,661
+63,135
| +4% | +$1.56M |
|
1558
Westamerica Bancorp
WABC
$1.38B
| $40.9M | 0.01% |
676,037
+8,955
| +1% | +$534K |
|
1559
Mercantile Bank Corp
MBWM
$1.04B
| $40.9M | 0.01% |
1,153,934
+5,838
| +0.5% | +$218K |
|
1560
Uber
UBER
$143B
| $40.8M | 0.01% |
1,144,337
+168,475
| +17% | +$6.06M |
|
1561
Talos Energy
TALO
$2.53B
| $40.8M | 0.01% |
2,583,922
+409,881
| +19% | +$5.41M |
|
1562
PG&E
PCG
$38.3B
| $40.8M | 0.01% |
3,416,184
+910,918
| +36% | +$10.8M |
|
1563
Bright Horizons
BFAM
$3.92B
| $40.7M | 0.01% |
306,952
+833
| +0.3% | +$108K |
|
|
AXNX
1564
DELISTED
Axonics, Inc. Common Stock
AXNX
| $40.7M | 0.01% |
650,040
+18,992
| +3% | +$1.02M |
|
|
CNR
1565
DELISTED
Cornerstone Building Brands, Inc.
CNR
| $40.7M | 0.01% |
1,672,964
+235,039
| +16% | +$4.67M |
|
1566
City Holding Co
CHCO
$2.05B
| $40.6M | 0.01% |
515,908
+5,088
| +1% | +$409K |
|
1567
Dave & Buster's
PLAY
$377M
| $40.6M | 0.01% |
826,702
+127,170
| +18% | +$5.09M |
|
1568
Resources Connection
RGP
$151M
| $40.6M | 0.01% |
2,367,044
-1,993
| -0.1% | -$34.3K |
|
|
AY
1569
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $40.5M | 0.01% |
1,154,714
+959
| +0.1% | +$32.1K |
|
1570
Veeva Systems
VEEV
$33.1B
| $40.4M | 0.01% |
190,289
+3,286
| +2% | +$713K |
|
|
CS
1571
DELISTED
Credit Suisse Group
CS
| $40.3M | 0.01% |
5,131,757
+192,576
| +4% | +$1.71M |
|
1572
Perdoceo Education
PRDO
$1.99B
| $40.3M | 0.01% |
3,508,521
+283,804
| +9% | +$3.15M |
|
1573
LG Display
LPL
$3B
| $40.1M | 0.01% |
4,857,248
-191,703
| -4% | -$1.63M |
|
|
JOYY
1574
JOYY Inc
JOYY
$3.71B
| $40M | 0.01% |
1,088,604
-12,614
| -1% | -$570K |
|
|
CPE
1575
DELISTED
Callon Petroleum Company
CPE
| $40M | 0.01% |
676,857
+56,936
| +9% | +$3.12M |
|
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.