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 | |
|---|---|---|---|---|---|---|
1601
Northwest Natural Holdings
NWN
$2.06B
| $38.2M | 0.01% |
739,308
+31,439
| +4% | +$1.58M |
|
1602
MongoDB
MDB
$27.1B
| $38.2M | 0.01% |
86,051
-4,689
| -5% | -$1.83M |
|
|
SJR
1603
DELISTED
Shaw Communications Inc.
SJR
| $38.1M | 0.01% |
1,228,906
| – | – |
|
1604
Financial Institutions
FISI
$816M
| $37.9M | 0.01% |
1,258,738
+9,639
| +0.8% | +$310K |
|
1605
Yeti Holdings
YETI
$3.71B
| $37.8M | 0.01% |
629,304
+122,810
| +24% | +$7.93M |
|
|
XYZ
1606
Block Inc
XYZ
$48.4B
| $37.7M | 0.01% |
278,317
-4,449
| -2% | -$539K |
|
|
PDM
1607
Piedmont Realty Trust
PDM
$1.21B
| $37.6M | 0.01% |
2,184,848
-53,788
| -2% | -$945K |
|
1608
Horizon Bancorp
HBNC
$1.04B
| $37.6M | 0.01% |
2,014,424
+23,227
| +1% | +$481K |
|
1609
Workday
WDAY
$39.6B
| $37.5M | 0.01% |
156,733
+8,031
| +5% | +$1.91M |
|
1610
US Physical Therapy
USPH
$1.2B
| $37.5M | 0.01% |
376,713
-1,739
| -0.5% | -$166K |
|
1611
Donnelley Financial Solutions
DFIN
$1.16B
| $37.4M | 0.01% |
1,125,779
-151,853
| -12% | -$5.41M |
|
1612
Constellation Energy
CEG
$93.8B
| $37.3M | 0.01% |
+663,320
| New | +$32.4M |
|
|
LSXMA
1613
DELISTED
Liberty Media Corporation Series A Liberty SiriusXM Common Stock
LSXMA
| $37.3M | 0.01% |
1,110,034
+2,961
| +0.3% | +$104K |
|
|
ATRI
1614
DELISTED
Atrion Corp
ATRI
| $37.3M | 0.01% |
52,244
-349
| -0.7% | -$238K |
|
1615
Republic Bancorp
RBCAA
$1.95B
| $37.2M | 0.01% |
827,046
+4,892
| +0.6% | +$234K |
|
1616
Nicolet Bankshares
NIC
$3.6B
| $37.1M | 0.01% |
396,597
+7,098
| +2% | +$661K |
|
|
SAIL
1617
DELISTED
SailPoint Technologies Holdings, Inc. Common Stock
SAIL
| $37.1M | 0.01% |
724,351
+12,667
| +2% | +$542K |
|
1618
German American Bancorp
GABC
$1.91B
| $37.1M | 0.01% |
975,747
+1,462
| +0.2% | +$58.2K |
|
1619
Washington Trust Bancorp
WASH
$743M
| $37.1M | 0.01% |
705,739
+17,613
| +3% | +$984K |
|
1620
Ennis
EBF
$552M
| $37M | 0.01% |
2,005,740
+18,245
| +0.9% | +$343K |
|
1621
Helix Energy Solutions
HLX
$1.4B
| $36.9M | 0.01% |
7,729,351
+408,843
| +6% | +$1.68M |
|
1622
Dr. Reddy's Laboratories
RDY
$9.87B
| $36.8M | 0.01% |
3,303,060
+393,815
| +14% | +$4.46M |
|
1623
Churchill Downs
CHDN
$5.88B
| $36.8M | 0.01% |
331,422
+3,194
| +1% | +$351K |
|
|
NTUS
1624
DELISTED
Natus Medical Inc
NTUS
| $36.8M | 0.01% |
1,398,692
+81,995
| +6% | +$2M |
|
|
P
1625
Everpure Inc
P
$25.7B
| $36.6M | 0.01% |
1,035,914
+6,756
| +0.7% | +$197K |
|
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.