Institution

Dimensional Fund Advisors LP

13F for the quarter to June 30, 2026, filed August 11, 2026 · SEC CIK 354204

Reported value: $551.8bn
Positions we cover: 2,991
Copy, a year: +12.7%
Copy Sharpe ratio: 0.66

How copying its 13F would have done

CopyS&P 500 $10,000 copying Dimensional Fund Advisors LP's filed holdings in companies we cover from August 16, 2013, buying on the first trading day after each 13F was filed and holding until the next, against the S&P 500 (total return). Marked weekly, log scale. Before costs and taxes; misses trading within each quarter and anything 13F does not show (shorts, cash, bonds, non-US holdings).

Biggest drop −36.9% (S&P 500 −31.8%); beta 1.03; alpha −1.4% a year (t = −0.94); last 12 months +17.8% against +12.1%.

Reported value by quarter

Dimensional Fund Advisors LP: 13F reported value Total value of all positions in each quarter's 13F, as filed (values before 2023 were filed in thousands of dollars and are converted).

View chart data

Period	Reported value
2013-06-30	$106.2B
2013-09-30	$115.5B
2013-12-31	$128.3B
2014-03-31	$133.8B
2014-06-30	$143.9B
2014-09-30	$141.1B
2014-12-31	$152.3B
2015-03-31	$158.4B
2015-06-30	$163.3B
2015-09-30	$152.3B
2015-12-31	$160.4B
2016-03-31	$167.1B
2016-06-30	$173.8B
2016-09-30	$185B
2016-12-31	$200.2B
2017-03-31	$209.2B
2017-06-30	$216.6B
2017-09-30	$228.8B
2017-12-31	$241.2B
2018-03-31	$239.9B
2018-06-30	$250.8B
2018-09-30	$262.7B
2018-12-31	$220.7B
2019-03-31	$251.1B
2019-06-30	$257.5B
2019-09-30	$257.3B
2019-12-31	$274.4B
2020-03-31	$192B
2020-06-30	$227.5B
2020-09-30	$235.8B
2020-12-31	$276.9B
2021-03-31	$302.3B
2021-06-30	$315.8B
2021-09-30	$310.4B
2021-12-31	$330.7B
2022-03-31	$324.6B
2022-06-30	$278.8B
2022-09-30	$260.5B
2022-12-31	$338.5B
2023-03-31	$296.9B
2023-06-30	$313.8B
2023-09-30	$304.9B
2023-12-31	$342.5B
2024-03-31	$369.4B
2024-06-30	$382.9B
2024-09-30	$412.3B
2024-12-31	$416.4B
2025-03-31	$402.3B
2025-06-30	$431.9B
2025-09-30	$466B
2025-12-31	$476.7B
2026-03-31	$481.4B
2026-06-30	$551.8B

Holdings and moves

Company	Share of portfolio	Value	Shares	Change in shares
NVDANVIDIA Corporation	3.44%	$19.0bn	94.85M	+0.3%
AAPLApple Inc.	3.12%	$17.2bn	59.50M	+1.6% Added
MSFTMicrosoft Corporation	2.07%	$11.4bn	30.61M	+4.4% Added
AMZNAmazon	1.81%	$10.0bn	42.00M	+7.6% Added
MUMicron Technology	1.42%	$7.8bn	6.77M	−2.8% Reduced
GOOGLAlphabet Inc. (Class A)	1.15%	$6.4bn	17.81M	−2.6% Reduced
METAMeta Platforms	1.15%	$6.4bn	11.29M	+8.2% Added
JPMJPMorgan Chase	1.15%	$6.4bn	19.42M	+2.4% Added
AVGOBroadcom	0.90%	$4.9bn	13.08M	+2.8% Added
LLYLilly (Eli)	0.87%	$4.8bn	4.00M	+2.8% Added
JNJJohnson & Johnson	0.71%	$3.9bn	15.39M	−2.8% Reduced
VVisa Inc.	0.56%	$3.1bn	9.05M	+2.4% Added
CSCOCisco	0.53%	$2.9bn	25.08M	−9.2% Reduced
CATCaterpillar Inc.	0.53%	$2.9bn	2.74M	−0.1%
LRCXLam Research	0.47%	$2.6bn	5.96M	−5.6% Reduced
INTCIntel	0.45%	$2.5bn	17.67M	+3.0% Added
AMDAdvanced Micro Devices	0.41%	$2.3bn	3.94M	−23.4% Reduced
MRKMerck & Co.	0.41%	$2.2bn	17.49M	+13.1% Added
MAMastercard	0.40%	$2.2bn	4.27M	+1.0% Added
ASMLAsml Holding NV	0.40%	$2.2bn	1.10M	+6.1% Added
CVXChevron Corporation	0.40%	$2.2bn	13.14M	−1.6% Reduced
TSLATesla, Inc.	0.39%	$2.2bn	5.11M	−0.6% Reduced
KLACKLA Corporation	0.38%	$2.1bn	7.01M	+878.6% Added
PGProcter & Gamble	0.36%	$2.0bn	13.58M	+15.1% Added
SHELShell plc	0.36%	$2.0bn	25.36M	+2.7% Added
UNHUnitedHealth Group	0.35%	$1.9bn	4.68M	−6.4% Reduced
AMATApplied Materials	0.35%	$1.9bn	2.69M	−5.7% Reduced
HDThe Home Depot	0.35%	$1.9bn	5.47M	+4.9% Added
WELLWelltower	0.35%	$1.9bn	8.48M	+1.6% Added
GSGoldman Sachs	0.34%	$1.9bn	1.87M	+1.7% Added
WMTWalmart	0.33%	$1.8bn	16.19M	+0.4%
ABBVAbbVie	0.33%	$1.8bn	7.24M	−2.4% Reduced
BACBank of America	0.33%	$1.8bn	31.53M	+1.3% Added
IBMIBM	0.28%	$1.6bn	5.58M	+8.7% Added
WDCWestern Digital	0.28%	$1.6bn	2.45M	−2.2% Reduced
PLDPrologis	0.28%	$1.6bn	11.54M	−0.2%
COSTCostco	0.28%	$1.5bn	1.65M	−1.8% Reduced
WFCWells Fargo	0.28%	$1.5bn	18.70M	+1.2% Added
KOThe Coca-Cola Company	0.27%	$1.5bn	18.61M	−1.1% Reduced
RTXRTX Corporation	0.27%	$1.5bn	7.88M	+3.1% Added
TSMTaiwan Semiconductor Manufacturing Co LTD	0.27%	$1.5bn	3.11M	−0.2%
MSMorgan Stanley	0.27%	$1.5bn	7.02M	−2.9% Reduced
GEGE Aerospace	0.27%	$1.5bn	3.92M	+26.1% Added
LINLinde plc	0.26%	$1.5bn	2.81M	+2.5% Added
VZVerizon	0.26%	$1.4bn	33.63M	+2.7% Added
TXNTexas Instruments	0.24%	$1.3bn	4.39M	+12.6% Added
ORCLOracle Corporation	0.24%	$1.3bn	8.91M	+3.8% Added
EQIXEquinix	0.23%	$1.3bn	1.22M	+1.2% Added
DEDeere & Company	0.23%	$1.2bn	1.97M	+1.1% Added
AMGNAmgen	0.22%	$1.2bn	3.41M	+3.3% Added
QCOMQualcomm	0.22%	$1.2bn	6.67M	−2.1% Reduced
SNDKSandisk	0.22%	$1.2bn	539.1K	−38.5% Reduced
TRVThe Travelers Companies	0.21%	$1.2bn	3.56M	+2.0% Added
COPConocoPhillips	0.21%	$1.2bn	11.23M	+1.7% Added
TAT&T	0.21%	$1.1bn	55.31M	+10.5% Added
BMYBristol Myers Squibb	0.21%	$1.1bn	19.69M	+5.0% Added
PEPPepsiCo	0.20%	$1.1bn	8.30M	+3.2% Added
CCitigroup	0.20%	$1.1bn	7.98M	+0.7% Added
GMGeneral Motors	0.20%	$1.1bn	14.10M	−0.9% Reduced
NFLXNetflix	0.20%	$1.1bn	15.19M	+0.3%
CSXCSX Corporation	0.19%	$1.1bn	22.30M	−6.7% Reduced
URIUnited Rentals	0.19%	$1.0bn	907.6K	+1.8% Added
SPGSimon Property Group	0.18%	$1.0bn	4.55M	−1.2% Reduced
UNPUnion Pacific Corporation	0.18%	$1.0bn	3.74M	+1.3% Added
GILDGilead Sciences	0.18%	$998.1m	7.90M	+2.3% Added
TJXTJX Companies	0.18%	$978.2m	6.46M	+1.3% Added
AXPAmerican Express	0.17%	$965.3m	2.85M	+5.2% Added
AMTAmerican Tower	0.17%	$961.2m	5.88M	+1.1% Added
ADIAnalog Devices	0.17%	$955.5m	2.41M	+3.3% Added
TDToronto Dominion Bank	0.17%	$942.8m	7.76M	+2.6% Added
HSBCHsbc Holdings PLC	0.17%	$933.1m	9.81M	−1.6% Reduced
NEMNewmont	0.17%	$917.9m	9.83M	+5.0% Added
PFEPfizer	0.17%	$916.6m	38.06M	+4.5% Added
STXSeagate Technology	0.17%	$909.6m	942.5K	+12.7% Added
APHAmphenol	0.16%	$905.4m	5.14M	+18.7% Added
GLWCorning Inc.	0.16%	$903.2m	3.54M	−16.7% Reduced
DALDelta Air Lines	0.16%	$899.6m	9.60M	−4.3% Reduced
CMICummins	0.16%	$884.3m	1.24M	−11.3% Reduced
DLRDigital Realty	0.16%	$881.1m	4.91M	+1.1% Added
TMOThermo Fisher Scientific	0.16%	$858.8m	1.71M	+1.4% Added
ORealty Income	0.15%	$835.2m	13.48M	+3.5% Added
FDXFedEx	0.15%	$820.9m	2.62M	−0.4%
MRVLMarvell Technology	0.15%	$819.6m	2.75M	−27.2% Reduced
FCXFreeport-McMoRan	0.15%	$811.8m	12.91M	−1.6% Reduced
VRTVertiv	0.15%	$811.0m	2.42M	+0.1%
BNYBNY Mellon	0.14%	$790.9m	5.47M	+2.7% Added
BWABorgwarner Inc	0.14%	$783.3m	11.80M	−1.1% Reduced
MPCMarathon Petroleum	0.14%	$781.5m	3.06M	−1.0% Reduced
EOGEOG Resources	0.14%	$779.8m	6.01M	+2.5% Added
ABTAbbott Laboratories	0.14%	$771.8m	8.50M	−3.9% Reduced
TGTTarget Corporation	0.14%	$765.4m	5.86M	+8.2% Added
CVSCVS Health	0.14%	$763.7m	7.38M	+2.6% Added
SLBSchlumberger	0.14%	$761.4m	16.38M	+3.0% Added
CBChubb Limited	0.14%	$747.7m	2.19M	+1.9% Added
HPEHewlett Packard Enterprise	0.14%	$745.7m	16.53M	−7.7% Reduced
COFCapital One	0.14%	$743.1m	3.70M	+0.2%
UALUnited Airlines Holdings	0.13%	$732.4m	5.39M	−4.9% Reduced
ALLAllstate	0.13%	$730.9m	3.07M	+9.5% Added
PSAPublic Storage	0.13%	$726.1m	2.28M	0.0%
GEVGE Vernova	0.13%	$724.1m	616.4K	−2.6% Reduced
DISThe Walt Disney Company	0.13%	$715.5m	7.43M	+0.2%
NSCNorfolk Southern	0.13%	$710.9m	2.26M	0.0%
CMCSAComcast	0.13%	$709.8m	28.91M	−1.9% Reduced
DVNDevon Energy	0.13%	$698.7m	16.91M	+76.0% Added
KRKroger	0.13%	$695.6m	12.53M	+1.9% Added
WCCWesco International Inc	0.13%	$695.6m	2.01M	−9.8% Reduced
AMKRAmkor Technology, Inc.	0.13%	$695.3m	8.06M	−26.6% Reduced
CICigna	0.13%	$692.6m	2.51M	+3.5% Added
VLOValero Energy	0.12%	$684.8m	2.63M	+5.6% Added
SUSuncor Energy Inc	0.12%	$683.5m	12.73M	+1.0% Added
RCLRoyal Caribbean Group	0.12%	$678.7m	2.14M	+9.2% Added
FFord Motor Company	0.12%	$678.1m	48.78M	+2.8% Added
KNXKnight-swift Transportation Holdings Inc.	0.12%	$666.5m	8.56M	+1.2% Added
DINOHF Sinclair Corp	0.12%	$664.0m	9.53M	+3.1% Added
TMUST-Mobile US	0.12%	$658.6m	3.93M	+2.9% Added
FTNTFortinet	0.12%	$658.3m	4.29M	−2.2% Reduced
APPApplovin Corp	0.12%	$657.6m	1.28M	−3.6% Reduced
VTRVentas	0.12%	$656.6m	7.39M	+2.8% Added
ARWArrow Electronics, Inc.	0.12%	$649.2m	3.04M	+1.1% Added
ROSTRoss Stores	0.12%	$647.9m	3.04M	+1.3% Added
BMOBank Of Montreal	0.12%	$646.6m	3.66M	−0.8% Reduced
BKRBaker Hughes	0.12%	$641.0m	11.55M	+1.2% Added
LMTLockheed Martin	0.12%	$640.1m	1.26M	+3.7% Added
NXPINXP Semiconductors	0.12%	$635.1m	2.26M	−4.2% Reduced
WMBWilliams Companies	0.12%	$634.8m	8.54M	−0.2%
HIGThe Hartford	0.12%	$634.5m	4.79M	+1.9% Added
USBU.S. Bancorp	0.11%	$631.6m	10.45M	+0.8% Added
ELANElanco Animal Health Inc	0.11%	$625.5m	25.42M	+3.6% Added
TELTE Connectivity	0.11%	$624.5m	3.10M	+4.7% Added
FLEXFlex Ltd.	0.11%	$619.1m	3.82M	−31.6% Reduced
PCARPaccar	0.11%	$618.5m	5.15M	+0.1%
TRGPTarga Resources	0.11%	$614.1m	2.29M	+2.4% Added
EMREmerson Electric	0.11%	$611.3m	4.27M	+6.4% Added
METMetLife	0.11%	$608.5m	7.19M	+0.9% Added
PMPhilip Morris International	0.11%	$606.3m	3.35M	+2.2% Added
ITWIllinois Tool Works	0.11%	$602.8m	2.23M	+9.0% Added
ELVElevance Health	0.11%	$601.1m	1.55M	−5.6% Reduced
FITBFifth Third Bancorp	0.11%	$599.8m	10.64M	−2.5% Reduced
CRMSalesforce	0.11%	$598.6m	3.82M	−4.1% Reduced
UPSUnited Parcel Service	0.11%	$592.9m	5.51M	+9.5% Added
CRHCRH plc	0.11%	$592.1m	5.53M	+14.5% Added
IRMIron Mountain	0.11%	$584.3m	4.63M	+1.6% Added
SCHWCharles Schwab Corporation	0.10%	$582.1m	6.31M	+9.9% Added
VRTXVertex Pharmaceuticals	0.10%	$580.7m	1.17M	+18.2% Added
MDTMedtronic	0.10%	$579.9m	7.41M	−1.4% Reduced
IVZInvesco	0.10%	$573.1m	21.72M	+1.7% Added
SHWSherwin-Williams	0.10%	$571.6m	1.66M	+17.1% Added
GDGeneral Dynamics	0.10%	$571.4m	1.61M	+2.1% Added
UBERUber	0.10%	$568.1m	7.87M	+34.9% Added
FIXComfort Systems USA	0.10%	$565.7m	285.4K	+2.0% Added

Company	Bought (value)	Shares
KLACKLA Corporation	$1.9bn	6.29M
AMZNAmazon	$708.9m	2.97M
AZNAstrazeneca PLC	$551.0m	2.90M
CCLCarnival Corporation	$494.4m	17.30M
METAMeta Platforms	$484.5m	860.1K
MSFTMicrosoft Corporation	$480.1m	1.29M
BKNGBooking Holdings	$394.1m	2.21M
HONHoneywell Technologies	$392.3m	1.75M
HONAHoneywell Aerospace	$387.1m	1.75M
GEGE Aerospace	$303.9m	813.2K
DVNDevon Energy	$301.7m	7.30M
AAPLApple Inc.	$275.0m	950.4K
PGProcter & Gamble	$261.6m	1.78M
MRKMerck & Co.	$260.9m	2.03M
UBSUBS Group AG	$242.5m	4.89M

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Sold (value)	Shares
SNDKSandisk	−$766.9m	−337.8K
AMDAdvanced Micro Devices	−$700.1m	−1.21M
TTMITTM Technologies Inc	−$311.5m	−1.67M
MRVLMarvell Technology	−$306.0m	−1.03M
CSCOCisco	−$298.1m	−2.54M
FLEXFlex Ltd.	−$285.9m	−1.76M
STRLSterling Infrastructure, Inc.	−$261.2m	−311.3K
AMKRAmkor Technology, Inc.	−$252.4m	−2.93M
SNXTD Synnex Corp	−$229.6m	−858.6K
MUMicron Technology	−$228.6m	−198.1K
SANMSanmina Corp	−$211.3m	−835.0K
GLWCorning Inc.	−$181.1m	−709.1K
GOOGLAlphabet Inc. (Class A)	−$166.8m	−466.7K
COMPCompass, Inc.	−$161.1m	−13.07M
LRCXLam Research	−$154.3m	−356.2K

Change in shares on the previous quarter's 13F, valued at this quarter's reported price.

Company	Value last quarter	Shares
NATHNathans Famous, Inc.	$4.3m	42.9K
AIVApartment Investment & Management Co	$3.8m	930.8K
FUBOFubotv Inc.	$3.3m	354.1K
CRMTAmericas Carmart Inc	$2.3m	177.2K
OMEROmeros Corp	$1.9m	179.6K
IDRIdaho Strategic Resources, Inc.	$1.9m	58.3K
AAUCAllied Gold Corp	$1.4m	44.3K
BKSYBlacksky Technology Inc.	$789,244	31.4K
AEVAAeva Technologies, Inc.	$759,688	58.1K
ALMSAlumis Inc.	$509,223	23.1K
BEKEKE Holdings Inc.	$377,813	25.2K
ELMEElme Communities	$324,386	161.4K
TUTelus Corp	$275,588	21.5K
BLSHBullish	$252,861	7.1K
DQDaqo NEW Energy Corp.	$211,310	9.9K
TRVITrevi Therapeutics, Inc.	$192,085	16.1K
CTEVClaritev Corp	$186,410	11.4K
RGTIRigetti Computing, Inc.	$159,593	11.4K
QUIKQuicklogic Corp	$158,475	16.9K
ACHVAchieve Life Sciences, Inc.	$154,115	52.4K
FGBIFirst Guaranty Bancshares, Inc.	$93,698	11.6K
UONEUrban ONE, Inc.	$91,457	15.6K
EOSEEos Energy Enterprises, Inc.	$90,793	18.3K
MTEXMannatech Inc	$71,550	11.9K
CMCMCheetah Mobile Inc.	$62,996	11.4K
TOPSTOP Ships Inc.	$61,222	19.7K
SKILSkillsoft Corp.	$55,754	13.0K
SLNDSouthland Holdings, Inc.	$50,035	36.5K
EPEmpire Petroleum Corp	$45,096	15.2K
INUVInuvo, Inc.	$42,522	20.5K

Technology24.6%
Financials16.8%
Industrials13.7%
Health Care9.9%
Consumer Discretionary9.9%
Energy5.5%
Consumer Staples4.7%
Communication Services4.6%
Materials4.5%
Real Estate4.2%
Utilities1.6%

Share of the value held in companies we cover, by sector.

Period	Copy, a year	S&P 500	Sharpe	S&P 500	Biggest drop	Beta
Whole backtestAugust 16, 2013 to November 2, 2026	+12.7%	+14.1%	0.66	0.78	−36.9%	1.03
2018 onwardsJanuary 5, 2018 to November 2, 2026	+11.6%	+13.9%	0.52	0.66	−36.9%	1.02
Last three yearsNovember 3, 2023 to November 2, 2026	+19.4%	+21.8%	1.03	1.16	−17.9%	0.88
Last yearNovember 7, 2025 to November 2, 2026	+18.8%	+14.2%	1.34	0.84	−7.5%	0.71

From SEC Form 13F data sets. A 13F lists long positions in US-listed shares at the quarter's end, filed up to 45 days later; it does not show shorts, cash, bonds, non-US holdings or trades within the quarter. Positions in companies outside our coverage are not listed here. Research, not investment advice.