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 | |
|---|---|---|---|---|---|---|
2326
GDS Holdings
GDS
$6.56B
| $9.34M | ﹤0.01% |
237,549
| – | – |
|
2327
C&F Financial
CFFI
$268M
| $9.3M | ﹤0.01% |
185,674
+681
| +0.4% | +$34.9K |
|
|
ESSA
2328
DELISTED
ESSA Bancorp
ESSA
| $9.28M | ﹤0.01% |
517,146
-4,033
| -0.8% | -$72K |
|
2329
FuelCell Energy
FCEL
$1.73B
| $9.25M | ﹤0.01% |
53,539
+25,366
| +90% | +$4.02M |
|
|
TPIC
2330
DELISTED
TPI Composites
TPIC
| $9.25M | ﹤0.01% |
658,043
-55,967
| -8% | -$714K |
|
|
LBC
2331
DELISTED
Luther Burbank Corporation Common Stock
LBC
| $9.21M | ﹤0.01% |
692,608
+56,094
| +9% | +$752K |
|
2332
First Northwest Bancorp
FNWB
$109M
| $9.18M | ﹤0.01% |
415,402
+10,316
| +3% | +$228K |
|
|
CSII
2333
DELISTED
Cardiovascular Systems, Inc.
CSII
| $9.15M | ﹤0.01% |
404,966
-28,215
| -7% | -$548K |
|
|
KG
2334
Kestrel Group
KG
$69.4M
| $9.08M | ﹤0.01% |
188,450
+43
| +0% | +$2.26K |
|
2335
Daktronics
DAKT
$955M
| $9.07M | ﹤0.01% |
2,362,963
+6,166
| +0.3% | +$28.3K |
|
|
MODN
2336
DELISTED
MODEL N, INC.
MODN
| $9.02M | ﹤0.01% |
335,442
+102,025
| +44% | +$2.66M |
|
|
MIC
2337
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $8.98M | ﹤0.01% |
2,407,713
-1,180,869
| -33% | -$4.32M |
|
2338
Xenon Pharmaceuticals
XENE
$6.06B
| $8.98M | ﹤0.01% |
293,729
+1,783
| +0.6% | +$53.4K |
|
|
AGNT
2339
AGNT Inc
AGNT
$666M
| $8.94M | ﹤0.01% |
422,353
+72,468
| +21% | +$1.9M |
|
2340
Magnachip Semiconductor
MX
$119M
| $8.94M | ﹤0.01% |
528,575
| – | – |
|
|
CMRX
2341
DELISTED
Chimerix, Inc.
CMRX
| $8.94M | ﹤0.01% |
1,951,521
+206,990
| +12% | +$1.15M |
|
|
FRGI
2342
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $8.94M | ﹤0.01% |
1,195,237
+37,567
| +3% | +$360K |
|
|
IIN
2343
DELISTED
IntriCon Corporation
IIN
| $8.92M | ﹤0.01% |
373,815
-3,944
| -1% | -$74.4K |
|
2344
Limoneira
LMNR
$235M
| $8.91M | ﹤0.01% |
607,287
+26,111
| +4% | +$380K |
|
2345
Provident Financial
PROV
$111M
| $8.91M | ﹤0.01% |
538,549
-873
| -0.2% | -$14.5K |
|
2346
BlueLinx
BXC
$422M
| $8.89M | ﹤0.01% |
123,637
+53,217
| +76% | +$4.36M |
|
2347
PLDT
PHI
$4.25B
| $8.87M | ﹤0.01% |
252,294
-17,478
| -6% | -$622K |
|
2348
KVH Industries
KVHI
$181M
| $8.82M | ﹤0.01% |
969,482
-4,567
| -0.5% | -$40.8K |
|
2349
Sinclair Inc
SBGI
$992M
| $8.81M | ﹤0.01% |
314,516
+230,233
| +273% | +$6.39M |
|
|
KYNB
2350
Kyntra Bio
KYNB
$27.2M
| $8.8M | ﹤0.01% |
29,287
+19,669
| +205% | +$6.86M |
|
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.