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 | |
|---|---|---|---|---|---|---|
|
RNWK
3201
DELISTED
RealNetworks Inc
RNWK
| $387K | ﹤0.01% |
667,413
-466,100
| -41% | -$340K |
|
|
CTHR
3202
DELISTED
Charles & Colvard Ltd
CTHR
| $386K | ﹤0.01% |
24,582
-6,233
| -20% | -$128K |
|
3203
Avalon Holdings
AWX
$9.71M
| $380K | ﹤0.01% |
116,108
-217
| -0.2% | -$748 |
|
3204
Kamada
KMDA
$414M
| $380K | ﹤0.01% |
68,889
+16,886
| +32% | +$101K |
|
3205
Ryan Specialty Holdings
RYAN
$6.08B
| $380K | ﹤0.01% |
+9,794
| New | +$372K |
|
|
VMEO
3206
DELISTED
Vimeo
VMEO
| $380K | ﹤0.01% |
32,028
-55,643
| -63% | -$741K |
|
3207
Precigen
PGEN
$2.14B
| $379K | ﹤0.01% |
179,680
-41,545
| -19% | -$101K |
|
3208
Willamette Valley Vineyards
WVVI
$13.5M
| $379K | ﹤0.01% |
41,965
-1,707
| -4% | -$16K |
|
3209
Lake Shore Bancorp
LSBK
$135M
| $375K | ﹤0.01% |
25,160
| – | – |
|
3210
Perma-Fix Environmental Services
PESI
$346M
| $372K | ﹤0.01% |
67,318
| – | – |
|
3211
Ferguson
FERG
$44.6B
| $370K | ﹤0.01% |
+2,760
| New | +$426K |
|
|
PPLI
3212
People Inc
PPLI
$3.04B
| $364K | ﹤0.01% |
4,419
-19,605
| -82% | -$1.9M |
|
3213
Ardelyx
ARDX
$1.23B
| $363K | ﹤0.01% |
339,594
-73,326
| -18% | -$65.5K |
|
3214
Dolphin Entertainment
DLPN
$13.7M
| $363K | ﹤0.01% |
34,880
+1,235
| +4% | +$12.9K |
|
|
IROQ
3215
DELISTED
IF Bancorp
IROQ
| $362K | ﹤0.01% |
15,194
| – | – |
|
3216
Coffee Holding Co
JVA
$19.4M
| $362K | ﹤0.01% |
106,246
-3,020
| -3% | -$12.4K |
|
3217
PubMatic
PUBM
$585M
| $360K | ﹤0.01% |
+13,769
| New | +$353K |
|
3218
Battalion Oil
BATL
$32.4M
| $358K | ﹤0.01% |
+18,512
| New | +$296K |
|
3219
CF Bankshares
CFBK
$235M
| $357K | ﹤0.01% |
16,087
| – | – |
|
3220
Natural Health Trends
NHTC
$14.9M
| $354K | ﹤0.01% |
50,043
| – | – |
|
|
BEST
3221
DELISTED
BEST Inc. American Depositary Shares, each representing twenty (20) Class A Ordinary Shares
BEST
| $353K | ﹤0.01% |
27,297
-12,518
| -31% | -$197K |
|
3222
Bioceres Crop Solutions
BIOX
$22M
| $351K | ﹤0.01% |
25,776
| – | – |
|
3223
Affinity Bancshares
AFBI
$140M
| $350K | ﹤0.01% |
22,260
+1,394
| +7% | +$21.6K |
|
3224
American Shared Hospital Services
AMS
$10.1M
| $350K | ﹤0.01% |
149,761
| – | – |
|
3225
Coda Octopus Group
CODA
$114M
| $348K | ﹤0.01% |
52,960
-66
| -0.1% | -$436 |
|
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.