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 |
Apple
AAPL
|
+$150M |
| 2 |
ExxonMobil
XOM
|
+$121M |
| 3 |
Visa
V
|
+$94.9M |
| 4 |
Columbia Banking Systems
COLB
|
+$94.4M |
| 5 |
GE HealthCare
GEHC
|
+$89.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walmart Inc
WMT
|
+$320M |
| 2 |
JPMorgan Chase
JPM
|
+$209M |
| 3 |
Thermo Fisher Scientific
TMO
|
+$96.7M |
| 4 |
GE Aerospace
GE
|
+$89M |
| 5 |
ConocoPhillips
COP
|
+$88.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 16.82% |
| 2 | Financials | 16.13% |
| 3 | Industrials | 13.26% |
| 4 | Healthcare | 11.06% |
| 5 | Consumer Discretionary | 10.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1026
Helix Energy Solutions
HLX
$1.37B
| $74.5M | 0.03% |
9,621,561
+1,649,169
| +21% | +$12.9M |
|
1027
Photronics
PLAB
$1.89B
| $74.4M | 0.03% |
4,485,908
+59,693
| +1% | +$1.05M |
|
1028
Allison Transmission
ALSN
$9.86B
| $74.3M | 0.03% |
1,641,814
+19,550
| +1% | +$878K |
|
1029
Mercury Systems
MRCY
$6.55B
| $74.2M | 0.03% |
1,451,253
+47,685
| +3% | +$2.41M |
|
1030
Chemours
CC
$2.23B
| $74.2M | 0.03% |
2,477,045
+136,232
| +6% | +$4.49M |
|
1031
ePlus
PLUS
$2.46B
| $74.2M | 0.03% |
1,512,205
+27,067
| +2% | +$1.37M |
|
1032
Integra LifeSciences
IART
$1.37B
| $74.1M | 0.03% |
1,290,647
+87,120
| +7% | +$4.91M |
|
|
CTLT
1033
DELISTED
CATALENT, INC.
CTLT
| $74.1M | 0.03% |
1,127,337
+16,416
| +1% | +$1.01M |
|
1034
Monro
MNRO
$413M
| $73.9M | 0.02% |
1,494,825
+76,612
| +5% | +$3.81M |
|
1035
CTS Corp
CTS
$1.92B
| $73.8M | 0.02% |
1,492,793
-53,202
| -3% | -$2.38M |
|
1036
Skywest
SKYW
$4.6B
| $73.6M | 0.02% |
3,318,727
+370,107
| +13% | +$7.24M |
|
1037
MarketAxess Holdings
MKTX
$5.72B
| $73.5M | 0.02% |
187,856
+66
| +0% | +$23.4K |
|
1038
Oxford Industries
OXM
$580M
| $73.4M | 0.02% |
694,778
+7,832
| +1% | +$875K |
|
1039
Dorman Products
DORM
$4.28B
| $73.2M | 0.02% |
848,992
+25,519
| +3% | +$2.27M |
|
|
BBT
1040
Beacon Financial Corp
BBT
$2.7B
| $73.2M | 0.02% |
2,921,064
-223,470
| -7% | -$6.38M |
|
1041
FirstEnergy
FE
$27.7B
| $73.2M | 0.02% |
1,826,592
+8,499
| +0.5% | +$343K |
|
1042
Entergy
ETR
$50B
| $73.1M | 0.02% |
1,357,686
+27,156
| +2% | +$1.44M |
|
|
HI
1043
DELISTED
Hillenbrand
HI
| $73.1M | 0.02% |
1,537,176
+30,899
| +2% | +$1.42M |
|
1044
S&T Bancorp
STBA
$1.85B
| $72.9M | 0.02% |
2,318,713
+115,721
| +5% | +$4.03M |
|
|
AZEK
1045
DELISTED
The AZEK Co
AZEK
| $72.7M | 0.02% |
3,089,380
+72,042
| +2% | +$1.7M |
|
|
JBTM
1046
JBT Marel
JBTM
$6.37B
| $72.6M | 0.02% |
664,753
+6,411
| +1% | +$678K |
|
1047
Ameren
AEE
$30.1B
| $72.6M | 0.02% |
840,003
+6,473
| +0.8% | +$554K |
|
|
SPTN
1048
DELISTED
SpartanNash
SPTN
| $72.5M | 0.02% |
2,921,418
-1,822
| -0.1% | -$52.5K |
|
1049
Sensient Technologies
SXT
$5.51B
| $72.3M | 0.02% |
944,540
+6,551
| +0.7% | +$488K |
|
1050
Petrobras
PBR
$119B
| $72.2M | 0.02% |
6,920,635
-908
| -0% | -$9.88K |
|
Similar funds
Dimensional Fund Advisors's Q1 2023 Portfolio in Review
As of Q1 2023, Dimensional Fund Advisors held 3,570 positions worth $297B, up 87,611% from $338M the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Dimensional Fund Advisors's Q1 2023 filing shows 79 new, 2,112 increased, 1,113 reduced and 109 closed positions. Its largest new stake was GE HealthCare: 1,253,762 shares worth $103M. The largest sale was Walmart Inc, an estimated $320M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 12% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q1 2023 buy was GE HealthCare: 1,253,762 shares worth $103M.
- Dimensional Fund Advisors added most to Apple in Q1 2023, an estimated $150M increase.
- Dimensional Fund Advisors's biggest Q1 2023 reduction was Walmart Inc, cutting an estimated $320M.
- Dimensional Fund Advisors fully exited Dimensional Emerging Markets Sustainability Core 1 ETF in Q1 2023, selling an estimated $11.3M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $297B portfolio in Q1 2023.
- Dimensional Fund Advisors opened 79 new positions and closed 109 in Q1 2023.
- Dimensional Fund Advisors's portfolio value rose 87,611% quarter-over-quarter to $297B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2023, filed 12 May 2023.