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 |
Meta Platforms (Facebook)
META
|
+$360M |
| 2 |
NVIDIA
NVDA
|
+$324M |
| 3 |
Costco
COST
|
+$231M |
| 4 |
Amazon
AMZN
|
+$211M |
| 5 |
Johnson & Johnson
JNJ
|
+$158M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Broadcom
AVGO
|
+$299M |
| 2 |
Super Micro Computer
SMCI
|
+$284M |
| 3 |
JPMorgan Chase
JPM
|
+$178M |
| 4 |
Intel
INTC
|
+$161M |
| 5 |
WIRE
Encore Wire Corp
WIRE
|
+$160M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 19.67% |
| 2 | Financials | 17.53% |
| 3 | Industrials | 12.63% |
| 4 | Consumer Discretionary | 10.7% |
| 5 | Healthcare | 10.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
676
KB Financial Group
KB
$45.6B
| $154M | 0.04% |
2,494,723
-30,409
| -1% | -$1.89M |
|
677
Deckers Outdoor
DECK
$10.8B
| $154M | 0.04% |
965,910
-3,918
| -0.4% | -$598K |
|
678
Omega Healthcare
OHI
$14.2B
| $154M | 0.04% |
3,781,079
+48,689
| +1% | +$1.84M |
|
679
Sempra
SRE
$53.8B
| $153M | 0.04% |
1,829,996
+72,443
| +4% | +$5.79M |
|
680
Brighthouse Financial
BHF
$2.82B
| $153M | 0.04% |
3,396,094
+73,839
| +2% | +$3.32M |
|
681
Dollar General
DG
$27.7B
| $153M | 0.04% |
1,805,319
+542,779
| +43% | +$59.5M |
|
682
Middleby
MIDD
$5.11B
| $153M | 0.04% |
1,096,962
+193,616
| +21% | +$26M |
|
683
MSCI
MSCI
$39.7B
| $152M | 0.04% |
261,447
+7,032
| +3% | +$3.81M |
|
|
SEM
684
DELISTED
Select Medical
SEM
| $152M | 0.04% |
8,108,649
-241,072
| -3% | -$4.62M |
|
685
GoDaddy
GDDY
$12.7B
| $152M | 0.04% |
971,431
+110,365
| +13% | +$16.9M |
|
686
Dentsply Sirona
XRAY
$2.04B
| $152M | 0.04% |
5,620,925
+1,200,480
| +27% | +$30.7M |
|
|
BLD
687
DELISTED
TopBuild
BLD
| $152M | 0.04% |
373,422
-25,865
| -6% | -$10.4M |
|
688
Aptiv
APTV
$9.1B
| $152M | 0.04% |
2,107,167
-88,541
| -4% | -$6.18M |
|
689
Bread Financial
BFH
$4.17B
| $152M | 0.04% |
3,187,403
+14,394
| +0.5% | +$733K |
|
690
Monster Beverage
MNST
$87.9B
| $151M | 0.04% |
5,806,398
+1,692,412
| +41% | +$41.9M |
|
691
H.B. Fuller
FUL
$2.79B
| $151M | 0.04% |
1,904,445
-132,539
| -7% | -$10.8M |
|
692
Werner Enterprises
WERN
$2.18B
| $151M | 0.04% |
3,917,251
+44,466
| +1% | +$1.65M |
|
693
AutoZone
AZO
$47.4B
| $151M | 0.04% |
47,965
-1,698
| -3% | -$5.21M |
|
694
Zebra Technologies
ZBRA
$16.4B
| $151M | 0.04% |
407,894
+17,353
| +4% | +$5.83M |
|
695
MasTec
MTZ
$18.7B
| $151M | 0.04% |
1,223,476
+14,350
| +1% | +$1.57M |
|
696
First Interstate BancSystem
FIBK
$3.59B
| $151M | 0.04% |
4,907,691
+326,891
| +7% | +$9.76M |
|
697
Service Corp International
SCI
$11B
| $150M | 0.04% |
1,905,424
-37,135
| -2% | -$2.82M |
|
698
OFG Bancorp
OFG
$2.23B
| $150M | 0.04% |
3,340,170
-167,605
| -5% | -$7.21M |
|
699
Evercore
EVR
$10.4B
| $150M | 0.04% |
591,874
-206,077
| -26% | -$49.1M |
|
700
Cabot Corp
CBT
$4.1B
| $150M | 0.04% |
1,337,830
-11,142
| -0.8% | -$1.11M |
|
Similar funds
Dimensional Fund Advisors's Q3 2024 Portfolio in Review
As of Q3 2024, Dimensional Fund Advisors held 3,437 positions worth $412B, up 7.7% from $383B the previous quarter. Its ten largest holdings account for 15% of the portfolio.
Trading was light in Q3 2024: portfolio turnover was 4.4%. Dimensional Fund Advisors opened 64 new positions and exited 88, leaving the 3,437-position portfolio largely intact.
By sector, the portfolio is most concentrated in Technology at 20% of assets, down from 21% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q3 2024 buy was Seadrill: 3,075,053 shares worth $122M.
- Dimensional Fund Advisors added most to Meta Platforms (Facebook) in Q3 2024, an estimated $360M increase.
- Dimensional Fund Advisors's biggest Q3 2024 reduction was Broadcom, cutting an estimated $299M.
- Dimensional Fund Advisors fully exited Super Micro Computer in Q3 2024, selling an estimated $284M.
- Dimensional Fund Advisors's ten largest holdings make up 15% of its $412B portfolio in Q3 2024.
- Dimensional Fund Advisors opened 64 new positions and closed 88 in Q3 2024.
- Dimensional Fund Advisors's portfolio value rose 7.7% quarter-over-quarter to $412B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2024, filed 7 Nov 2024.