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 |
ExxonMobil
XOM
|
+$272M |
| 2 |
Chevron
CVX
|
+$206M |
| 3 |
Tesla
TSLA
|
+$153M |
| 4 |
NVIDIA
NVDA
|
+$143M |
| 5 |
Pfizer
PFE
|
+$131M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$242M |
| 2 |
First Solar
FSLR
|
+$153M |
| 3 |
Walmart Inc
WMT
|
+$133M |
| 4 |
Steel Dynamics
STLD
|
+$115M |
| 5 |
Alphabet (Google) Class C
GOOG
|
+$109M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.92% |
| 2 | Financials | 15.55% |
| 3 | Industrials | 13.68% |
| 4 | Consumer Discretionary | 11.04% |
| 5 | Healthcare | 10.92% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
901
CNO Financial Group
CNO
$5.14B
| $92.9M | 0.03% |
3,925,058
-673,824
| -15% | -$15M |
|
902
RPM International
RPM
$13.7B
| $92.9M | 0.03% |
1,035,174
+68,613
| +7% | +$5.64M |
|
903
Simply Good Foods
SMPL
$901M
| $92.9M | 0.03% |
2,538,322
+127,410
| +5% | +$4.69M |
|
904
Acushnet Holdings
GOLF
$5.93B
| $92.9M | 0.03% |
1,698,437
-96,975
| -5% | -$4.79M |
|
905
Littelfuse
LFUS
$11.2B
| $92.7M | 0.03% |
318,191
-3,087
| -1% | -$808K |
|
906
Allison Transmission
ALSN
$9.5B
| $92.6M | 0.03% |
1,640,540
-1,274
| -0.1% | -$62.7K |
|
|
RYZ
907
Ryerson Holding Corp
RYZ
$1.44B
| $92.6M | 0.03% |
2,134,882
+191,026
| +10% | +$7.09M |
|
908
East-West Bancorp
EWBC
$17.9B
| $92.3M | 0.03% |
1,749,178
+30,943
| +2% | +$1.57M |
|
909
Ziff Davis
ZD
$1.96B
| $92.3M | 0.03% |
1,317,911
+210,088
| +19% | +$14.4M |
|
910
STAG Industrial
STAG
$7.38B
| $92.1M | 0.03% |
2,566,695
+50,812
| +2% | +$1.76M |
|
911
Kraft Heinz
KHC
$30.7B
| $91.8M | 0.03% |
2,585,068
+33,427
| +1% | +$1.29M |
|
912
Provident Financial Services
PFS
$3.22B
| $91.7M | 0.03% |
5,614,132
-260,280
| -4% | -$4.43M |
|
913
RenaissanceRe
RNR
$13.3B
| $91.7M | 0.03% |
491,665
-14,960
| -3% | -$2.98M |
|
914
Rogers Corp
ROG
$2.21B
| $91.5M | 0.03% |
565,320
+32,059
| +6% | +$5.08M |
|
915
CONMED
CNMD
$1.39B
| $91.5M | 0.03% |
673,320
+19,710
| +3% | +$2.41M |
|
916
World Kinect Corp
WKC
$2.04B
| $91.5M | 0.03% |
4,423,737
-126,476
| -3% | -$3.01M |
|
917
Green Brick Partners
GRBK
$3.04B
| $91M | 0.03% |
1,601,747
-22,171
| -1% | -$1.03M |
|
918
FirstCash
FCFS
$8.85B
| $90.9M | 0.03% |
973,764
+19,071
| +2% | +$1.86M |
|
919
Acuity Brands
AYI
$9.83B
| $90.7M | 0.03% |
556,371
+11,267
| +2% | +$1.8M |
|
920
Kinsale Capital Group
KNSL
$8.12B
| $90.7M | 0.03% |
242,454
-14,127
| -6% | -$4.69M |
|
921
Entegris
ENTG
$18.1B
| $90.1M | 0.03% |
813,237
+59,933
| +8% | +$5.47M |
|
922
Exelixis
EXEL
$13.3B
| $90.1M | 0.03% |
4,715,692
+62,860
| +1% | +$1.21M |
|
923
Qualys
QLYS
$5.1B
| $90.1M | 0.03% |
697,249
+145
| +0% | +$17.8K |
|
924
Schneider National
SNDR
$6.26B
| $90M | 0.03% |
3,134,599
+273,720
| +10% | +$7.29M |
|
|
SGI
925
Somnigroup International
SGI
$13.7B
| $89.9M | 0.03% |
2,244,204
-238,001
| -10% | -$8.95M |
|
Similar funds
Dimensional Fund Advisors's Q2 2023 Portfolio in Review
As of Q2 2023, Dimensional Fund Advisors held 3,572 positions worth $314B, up 5.7% from $297B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Dimensional Fund Advisors's Q2 2023 filing shows 111 new, 1,840 increased, 1,366 reduced and 91 closed positions. Its largest new stake was Knife River: 1,268,239 shares worth $55.2M. The largest sale was Apple, an estimated $242M.
By sector, the portfolio is most concentrated in Technology at 18% of assets, up from 17% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q2 2023 buy was Knife River: 1,268,239 shares worth $55.2M.
- Dimensional Fund Advisors added most to ExxonMobil in Q2 2023, an estimated $272M increase.
- Dimensional Fund Advisors's biggest Q2 2023 reduction was Apple, cutting an estimated $242M.
- Dimensional Fund Advisors fully exited Maxar Technologies Inc. Common Stock in Q2 2023, selling an estimated $102M.
- Dimensional Fund Advisors's ten largest holdings make up 12% of its $314B portfolio in Q2 2023.
- Dimensional Fund Advisors opened 111 new positions and closed 91 in Q2 2023.
- Dimensional Fund Advisors's portfolio value rose 5.7% quarter-over-quarter to $314B.
Based on Dimensional Fund Advisors's 13F filing for Q2 2023, filed 9 Aug 2023.