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 | |
|---|---|---|---|---|---|---|
1726
ADT
ADT
$5.74B
| $31.1M | 0.01% |
4,097,912
+221,289
| +6% | +$1.68M |
|
1727
SiriusPoint
SPNT
$2.76B
| $31M | 0.01% |
4,150,092
-186,612
| -4% | -$1.48M |
|
1728
Argan
AGX
$8.28B
| $31M | 0.01% |
763,161
+69,059
| +10% | +$2.71M |
|
1729
Hamilton Lane
HLNE
$5.11B
| $30.9M | 0.01% |
399,262
+9,495
| +2% | +$792K |
|
1730
Midland States Bancorp
MSBI
$709M
| $30.8M | 0.01% |
1,067,037
+68,066
| +7% | +$1.95M |
|
1731
Enviri
NVRI
$641M
| $30.8M | 0.01% |
2,515,618
+201,034
| +9% | +$2.95M |
|
1732
B&G Foods
BGS
$287M
| $30.7M | 0.01% |
1,139,534
-16,883
| -1% | -$508K |
|
1733
Herbalife
HLF
$1.31B
| $30.7M | 0.01% |
1,011,947
+17,482
| +2% | +$684K |
|
|
XHR
1734
Xenia Hotels & Resorts
XHR
$1.9B
| $30.7M | 0.01% |
1,591,174
-49,244
| -3% | -$901K |
|
1735
HubSpot
HUBS
$12.5B
| $30.6M | 0.01% |
64,334
+253
| +0.4% | +$123K |
|
|
HTBK
1736
DELISTED
Heritage Commerce
HTBK
| $30.4M | 0.01% |
2,706,613
+47,252
| +2% | +$567K |
|
|
ELME
1737
Elme Communities
ELME
$146M
| $30.4M | 0.01% |
1,194,083
-34,323
| -3% | -$846K |
|
1738
Ares Management
ARES
$30.4B
| $30.4M | 0.01% |
374,767
+3,722
| +1% | +$286K |
|
1739
Brookfield
BN
$106B
| $30.4M | 0.01% |
997,240
+37,683
| +4% | +$1.13M |
|
|
SWCH
1740
DELISTED
Switch, Inc. Class A Common Stock
SWCH
| $30.4M | 0.01% |
986,216
+143,255
| +17% | +$3.82M |
|
1741
SiriusXM
SIRI
$10.4B
| $30.4M | 0.01% |
458,632
-49
| -0% | -$3.08K |
|
1742
LSB Industries
LXU
$738M
| $30.3M | 0.01% |
1,389,435
+74,748
| +6% | +$1.1M |
|
|
NXRT
1743
NexPoint Residential Trust
NXRT
$667M
| $30.3M | 0.01% |
335,470
-1,068
| -0.3% | -$89K |
|
1744
BILL Holdings
BILL
$4.64B
| $30.2M | 0.01% |
133,171
+31,949
| +32% | +$6.66M |
|
1745
HEICO Corp
HEI
$50.2B
| $30.2M | 0.01% |
196,607
+3,233
| +2% | +$469K |
|
1746
Wynn Resorts
WYNN
$10.1B
| $30.2M | 0.01% |
378,363
+19,255
| +5% | +$1.62M |
|
1747
Diamondrock Hospitality Co
DRH
$2.77B
| $30M | 0.01% |
2,972,333
-64,329
| -2% | -$622K |
|
1748
Lloyds Banking Group
LYG
$90.6B
| $30M | 0.01% |
12,445,976
+4,519,448
| +57% | +$12M |
|
1749
Frontdoor
FTDR
$5.25B
| $29.9M | 0.01% |
1,002,674
+71,651
| +8% | +$2.39M |
|
|
TRST
1750
Trustco Bank Corp NY
TRST
$977M
| $29.8M | 0.01% |
933,905
+16,088
| +2% | +$544K |
|
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.