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 |
Kenvue
KVUE
|
+$396M |
| 2 |
JPMorgan Chase
JPM
|
+$167M |
| 3 |
Extra Space Storage
EXR
|
+$148M |
| 4 |
GE HealthCare
GEHC
|
+$120M |
| 5 |
Patterson-UTI
PTEN
|
+$102M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
PDCE
PDC Energy, Inc.
PDCE
|
+$313M |
| 2 |
Super Micro Computer
SMCI
|
+$310M |
| 3 |
UNVR
Univar Solutions Inc.
UNVR
|
+$176M |
| 4 |
LSI
Life Storage, Inc.
LSI
|
+$160M |
| 5 |
Walmart Inc
WMT
|
+$112M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.3% |
| 2 | Financials | 16.14% |
| 3 | Industrials | 13.38% |
| 4 | Consumer Discretionary | 10.82% |
| 5 | Healthcare | 10.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
HONE
1901
DELISTED
HarborOne Bancorp
HONE
| $20.7M | 0.01% |
2,175,965
-62,541
| -3% | -$611K |
|
1902
Interface
TILE
$1.99B
| $20.7M | 0.01% |
2,109,658
-5,980
| -0.3% | -$58K |
|
1903
Goosehead Insurance
GSHD
$1.27B
| $20.7M | 0.01% |
277,464
+35,699
| +15% | +$2.39M |
|
1904
Datadog
DDOG
$84.7B
| $20.6M | 0.01% |
225,682
-13,943
| -6% | -$1.38M |
|
1905
RCI Hospitality Holdings
RICK
$218M
| $20.5M | 0.01% |
338,680
-5,438
| -2% | -$364K |
|
|
HDSN
1906
Hudson Technologies
HDSN
$217M
| $20.5M | 0.01% |
1,544,552
+128,308
| +9% | +$1.38M |
|
1907
Protolabs
PRLB
$2.07B
| $20.5M | 0.01% |
777,468
-68,608
| -8% | -$2.07M |
|
1908
Franklin Covey
FC
$198M
| $20.4M | 0.01% |
476,329
-1,467
| -0.3% | -$65.1K |
|
1909
Outfront Media
OUT
$4.91B
| $20.4M | 0.01% |
2,055,615
-12,530
| -0.6% | -$157K |
|
1910
Wheaton Precious Metals
WPM
$69.1B
| $20.4M | 0.01% |
503,905
+16,322
| +3% | +$704K |
|
1911
Rogers Communications
RCI
$19B
| $20.4M | 0.01% |
530,100
-26,535
| -5% | -$1.11M |
|
1912
Sinclair Inc
SBGI
$984M
| $20.3M | 0.01% |
1,811,070
+14,134
| +0.8% | +$182K |
|
|
PACW
1913
DELISTED
PacWest Bancorp
PACW
| $20.3M | 0.01% |
2,568,438
-34,614
| -1% | -$289K |
|
|
HBI
1914
DELISTED
Hanesbrands
HBI
| $20.3M | 0.01% |
5,116,568
+352,913
| +7% | +$1.71M |
|
1915
Omega Flex
OFLX
$261M
| $20.2M | 0.01% |
257,177
+1,602
| +0.6% | +$138K |
|
1916
Denali Therapeutics
DNLI
$3.22B
| $20.1M | 0.01% |
973,234
+218,433
| +29% | +$5.54M |
|
1917
Credo Technology Group
CRDO
$31.6B
| $20M | 0.01% |
1,311,048
+1,131,348
| +630% | +$17.9M |
|
1918
Liquidity Services
LQDT
$1.35B
| $20M | 0.01% |
1,132,781
-14,644
| -1% | -$255K |
|
1919
PAR Technology
PAR
$661M
| $20M | 0.01% |
517,638
+41,722
| +9% | +$1.58M |
|
1920
GameStop
GME
$11.5B
| $19.9M | 0.01% |
1,211,581
+693,373
| +134% | +$13.8M |
|
1921
Mirion Technologies
MIR
$3.95B
| $19.9M | 0.01% |
2,667,090
+1,307,273
| +96% | +$10.3M |
|
1922
Cameco
CCJ
$40.4B
| $19.9M | 0.01% |
502,491
+4,766
| +1% | +$169K |
|
1923
Twist Bioscience
TWST
$10.3B
| $19.9M | 0.01% |
982,824
+590,321
| +150% | +$13M |
|
1924
Horizon Bancorp
HBNC
$1B
| $19.9M | 0.01% |
1,861,362
-153,203
| -8% | -$1.72M |
|
1925
Woodside Energy
WDS
$44.9B
| $19.9M | 0.01% |
853,504
+3,114
| +0.4% | +$75.9K |
|
Similar funds
Dimensional Fund Advisors's Q3 2023 Portfolio in Review
As of Q3 2023, Dimensional Fund Advisors held 3,560 positions worth $305B, down 2.8% from $314B the previous quarter. Its ten largest holdings account for 12% of the portfolio.
Trading was light in Q3 2023: portfolio turnover was 4.9%. Dimensional Fund Advisors opened 80 new positions and exited 93, leaving the 3,560-position portfolio largely intact.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q3 2023 buy was Kenvue: 17,128,393 shares worth $344M.
- Dimensional Fund Advisors added most to JPMorgan Chase in Q3 2023, an estimated $167M increase.
- Dimensional Fund Advisors's biggest Q3 2023 reduction was Super Micro Computer, cutting an estimated $310M.
- Dimensional Fund Advisors fully exited PDC Energy, Inc. in Q3 2023, selling an estimated $313M.
- Dimensional Fund Advisors's ten largest holdings make up 12% of its $305B portfolio in Q3 2023.
- Dimensional Fund Advisors opened 80 new positions and closed 93 in Q3 2023.
- Dimensional Fund Advisors's portfolio value fell 2.8% quarter-over-quarter to $305B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2023, filed 9 Nov 2023.