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 | |
|---|---|---|---|---|---|---|
|
CZOO
2526
DELISTED
Cazoo Group Ltd
CZOO
| $5.24M | ﹤0.01% |
947
-1
| -0.1% | -$7.62K |
|
2527
Frequency Electronics
FEIM
$635M
| $5.23M | ﹤0.01% |
601,149
-1,868
| -0.3% | -$16.8K |
|
2528
Comscore
SCOR
$106M
| $5.11M | ﹤0.01% |
87,805
+9,540
| +12% | +$547K |
|
2529
Orion Group Holdings
ORN
$396M
| $5.1M | ﹤0.01% |
2,058,099
-66,032
| -3% | -$202K |
|
2530
Telefônica Brasil
VIV
$20.6B
| $5.07M | ﹤0.01% |
451,486
+13,240
| +3% | +$126K |
|
2531
Grid Dynamics Holdings
GDYN
$559M
| $5.02M | ﹤0.01% |
356,565
+117,522
| +49% | +$2.4M |
|
2532
Yext
YEXT
$547M
| $5.02M | ﹤0.01% |
728,203
+545,455
| +298% | +$4.16M |
|
2533
Crawford & Co Class B
CRD.B
$491M
| $5.02M | ﹤0.01% |
688,047
-19,203
| -3% | -$144K |
|
2534
LENSAR
LNSR
$61.5M
| $5.01M | ﹤0.01% |
676,617
-257
| -0% | -$1.61K |
|
2535
iRadimed
IRMD
$1.16B
| $5M | ﹤0.01% |
111,563
+17,285
| +18% | +$799K |
|
|
EMKR
2536
DELISTED
Emcore Corp
EMKR
| $4.98M | ﹤0.01% |
134,674
+7,718
| +6% | +$369K |
|
|
MAG
2537
DELISTED
MAG Silver
MAG
| $4.97M | ﹤0.01% |
307,218
+164,859
| +116% | +$2.62M |
|
|
ONIT
2538
Onity Group
ONIT
$309M
| $4.9M | ﹤0.01% |
206,281
+21,471
| +12% | +$701K |
|
|
OMCC
2539
DELISTED
Old Market Capital Corp
OMCC
| $4.87M | ﹤0.01% |
475,471
-4,454
| -0.9% | -$49.8K |
|
|
RJET
2540
Republic Airways Holdings
RJET
$967M
| $4.85M | ﹤0.01% |
73,476
+17,135
| +30% | +$1.23M |
|
2541
Elbit Systems
ESLT
$37.9B
| $4.84M | ﹤0.01% |
21,953
-334
| -1% | -$63.1K |
|
|
LX
2542
LexinFintech Holdings
LX
$241M
| $4.84M | ﹤0.01% |
1,842,159
+47,563
| +3% | +$157K |
|
|
HT
2543
DELISTED
Hersha Hospitality Trust Priority Class A Common Shares of Beneficial Interest
HT
| $4.83M | ﹤0.01% |
531,942
+236
| +0% | +$2.18K |
|
2544
AudioCodes
AUDC
$244M
| $4.82M | ﹤0.01% |
188,486
+16,889
| +10% | +$485K |
|
|
AKRO
2545
DELISTED
Akero Therapeutics
AKRO
| $4.79M | ﹤0.01% |
337,790
+85,525
| +34% | +$1.5M |
|
2546
AMES National
ATLO
$271M
| $4.78M | ﹤0.01% |
192,291
+14,305
| +8% | +$350K |
|
2547
IDEAYA Biosciences
IDYA
$3.42B
| $4.76M | ﹤0.01% |
425,183
+153,022
| +56% | +$2.26M |
|
|
TAST
2548
DELISTED
Carrols Restaurant Group, Inc.
TAST
| $4.76M | ﹤0.01% |
2,104,993
+137,213
| +7% | +$353K |
|
2549
Aware
AWRE
$26M
| $4.75M | ﹤0.01% |
1,583,497
+11,215
| +0.7% | +$34.8K |
|
2550
Friedman Industries
FRD
$240M
| $4.75M | ﹤0.01% |
539,051
-5,868
| -1% | -$53.7K |
|
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.