Style
IndexTurnover
Orientation
Index / PassiveDimensional Fund Advisors employs a passive, value-oriented investment style with very low turnover, reflecting a systematic approach that emphasizes broad diversification and long-term exposure to rewarded risk factors. The portfolio is highly concentrated in mega-cap technology names, with NVIDIA, Apple, Microsoft, Amazon, and Meta alone accounting for approximately 11.7% of assets, while the largest sector allocation—Technology at 19.7%—is closely followed by Financial Services at 15.0%. With a total of 13,635 positions across $481.4B in AUM, the extreme diversification and modest top-holding weights (the largest at just 3.4%) underscore a strategy rooted in capturing the market’s aggregate risk premiums rather than making concentrated bets on individual securities or sectors.
| # | Security | Shares | Value | % of Portfolio |
|---|---|---|---|---|
| 1 | Nvidia Corporation(NVDA) | 93,916,646 | $21.4B | 3.89% |
| 2 | Apple Inc(AAPL) | 59,679,250 | $19.9B | 3.61% |
| 3 | Microsoft Corp(MSFT) | 30,734,386 | $15.8B | 2.86% |
| 4 | Amazon COM Inc(AMZN) | 44,798,142 | $11.2B | 2.03% |
Latest filing, equity positions only
| 5 |
| Meta Platforms Inc(META) |
| 11,944,788 |
| $8.7B |
| 1.57% |
| 6 | Micron Technology Inc(MU) | 6,294,330 | $6.7B | 1.22% |
| 7 | JPMorgan Chase & Co(JPM) | 18,914,624 | $6.3B | 1.14% |
| 8 | Alphabet Inc(GOOGL) | 17,618,145 | $6.1B | 1.10% |
| 9 | Broadcom Inc(AVGO) | 14,460,594 | $5.1B | 0.92% |
| 10 | Alphabet Inc(GOOG) | 14,025,254 | $4.8B | 0.87% |
Quarter-over-quarter weight changes
| Sector | Prev % | Curr % | Change |
|---|---|---|---|
| Industrials | 12.11% | 10.77% | -1.34% |
| Unclassified | 5.14% | 6.14% | +1% |
| Technology | 22.91% | 23.77% | +0.86% |
| Consumer Cyclical | 9.59% | 9.15% | -0.44% |
| Healthcare | 9.11% | 9.46% | +0.35% |
| Communication Services | 5.48% | 5.81% | +0.33% |
| Financial Services | 16.13% | 15.82% | -0.31% |
| Real Estate | 4.06% | 3.83% | -0.23% |
| Utilities | 1.54% | 1.37% | -0.17% |
| Energy | 5.84% | 5.72% | -0.12% |
| Basic Materials | 3.53% | 3.59% | +0.06% |
| Consumer Defensive | 4.55% | 4.56% | +0.01% |
Quarter-over-quarter weight changes by market cap
| Cap Size | Prev % | Curr % | Change |
|---|---|---|---|
| Large Cap | 38.1% | 37.78% | -0.32% |
| Mega Cap | 31.73% | 32.36% | +0.63% |
| Mid Cap | 19.79% | 18.77% | -1.02% |
| Unclassified | 5.14% | 6.14% | +1% |
| Small Cap | 4.93% | 4.66% | -0.27% |
| Micro Cap | 0.3% | 0.28% | -0.02% |
Quarter-over-quarter position changes