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 | |
|---|---|---|---|---|---|---|
1676
TripAdvisor
TRIP
$1.66B
| $33.4M | 0.01% |
1,232,574
+43,103
| +4% | +$1.15M |
|
1677
RadNet
RDNT
$5.2B
| $33.4M | 0.01% |
1,492,261
+2,740
| +0.2% | +$67K |
|
|
INFN
1678
DELISTED
Infinera Corporation Common Stock
INFN
| $33.3M | 0.01% |
3,836,540
+208,779
| +6% | +$1.79M |
|
|
HSKA
1679
DELISTED
Heska Corp
HSKA
| $33.3M | 0.01% |
240,543
+3,835
| +2% | +$543K |
|
1680
International Seaways
INSW
$4.7B
| $33.2M | 0.01% |
1,838,288
+136,964
| +8% | +$2.22M |
|
1681
Zillow
Z
$7.94B
| $33.1M | 0.01% |
671,137
+9,463
| +1% | +$509K |
|
1682
Omega Flex
OFLX
$306M
| $33.1M | 0.01% |
254,537
-603
| -0.2% | -$84.1K |
|
1683
RLJ Lodging Trust
RLJ
$1.87B
| $33M | 0.01% |
2,345,808
-88,975
| -4% | -$1.25M |
|
|
VRN
1684
DELISTED
Veren
VRN
| $33M | 0.01% |
4,549,782
+1,965,940
| +76% | +$13.3M |
|
|
MASI
1685
DELISTED
Masimo
MASI
| $33M | 0.01% |
226,526
+8,501
| +4% | +$1.63M |
|
1686
Clearwater Paper
CLW
$344M
| $32.9M | 0.01% |
1,174,967
+9,524
| +0.8% | +$299K |
|
|
MRC
1687
DELISTED
MRC Global
MRC
| $32.9M | 0.01% |
2,763,762
+188,996
| +7% | +$1.77M |
|
1688
Green Dot
GDOT
$745M
| $32.9M | 0.01% |
1,197,185
+20,611
| +2% | +$626K |
|
1689
Haverty Furniture Companies
HVT
$405M
| $32.9M | 0.01% |
1,198,741
+27,161
| +2% | +$789K |
|
|
CHNG
1690
DELISTED
Change Healthcare Inc. Common Stock
CHNG
| $32.8M | 0.01% |
1,505,169
+6,108
| +0.4% | +$127K |
|
|
CONN
1691
DELISTED
Conn's Inc.
CONN
| $32.8M | 0.01% |
2,127,617
+58,422
| +3% | +$1.26M |
|
1692
Atlanticus Holdings
ATLC
$1.65B
| $32.7M | 0.01% |
631,157
-32,602
| -5% | -$1.96M |
|
|
WCN
1693
Waste Connections
WCN
$42.2B
| $32.6M | 0.01% |
233,586
-2,053
| -0.9% | -$263K |
|
1694
O-I Glass
OI
$1.12B
| $32.6M | 0.01% |
2,474,530
+101,672
| +4% | +$1.33M |
|
1695
Green Brick Partners
GRBK
$3.08B
| $32.6M | 0.01% |
1,648,597
+9,235
| +0.6% | +$214K |
|
|
AXON
1696
Axon Enterprise
AXON
$45.5B
| $32.5M | 0.01% |
236,287
+4,897
| +2% | +$672K |
|
1697
CVR Energy
CVI
$3.49B
| $32.5M | 0.01% |
1,272,306
+144,338
| +13% | +$3M |
|
1698
Shake Shack
SHAK
$2.65B
| $32.5M | 0.01% |
478,055
-348
| -0.1% | -$23.9K |
|
1699
Boyd Gaming
BYD
$6.14B
| $32.4M | 0.01% |
491,839
-11,641
| -2% | -$756K |
|
1700
STAAR Surgical
STAA
$1.2B
| $32.3M | 0.01% |
404,410
-4,345
| -1% | -$324K |
|
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.