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 |
NVIDIA
NVDA
|
+$851M |
| 2 |
Apple
AAPL
|
+$663M |
| 3 |
UnitedHealth
UNH
|
+$206M |
| 4 |
Cisco
CSCO
|
+$192M |
| 5 |
Johnson & Johnson
JNJ
|
+$183M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Meta Platforms (Facebook)
META
|
+$559M |
| 2 |
Broadcom
AVGO
|
+$224M |
| 3 |
United Rentals
URI
|
+$189M |
| 4 |
CRH
CRH
|
+$177M |
| 5 |
Pfizer
PFE
|
+$174M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 18.61% |
| 2 | Financials | 17.11% |
| 3 | Industrials | 13.24% |
| 4 | Consumer Discretionary | 11.1% |
| 5 | Healthcare | 10.14% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1001
Brink's
BCO
$4.88B
| $92.7M | 0.03% |
1,003,301
+14,604
| +1% | +$1.21M |
|
1002
Columbia Sportswear
COLM
$3.04B
| $92.5M | 0.03% |
1,139,038
+10,780
| +1% | +$856K |
|
|
CSW
1003
CSW Industrials
CSW
$5.2B
| $92.4M | 0.03% |
393,719
-24,356
| -6% | -$5.43M |
|
1004
Valmont Industries
VMI
$9.3B
| $92.4M | 0.03% |
404,554
+3,241
| +0.8% | +$725K |
|
1005
Horace Mann Educators
HMN
$2.1B
| $92.1M | 0.02% |
2,490,710
-44,352
| -2% | -$1.57M |
|
1006
DNOW Inc
DNOW
$2.58B
| $92.1M | 0.02% |
6,055,966
-39,463
| -0.6% | -$477K |
|
1007
Commerce Bancshares
CBSH
$8.53B
| $91.9M | 0.02% |
1,904,162
+55,986
| +3% | +$2.66M |
|
1008
Rollins
ROL
$18.3B
| $91.8M | 0.02% |
1,984,883
+119,761
| +6% | +$5.28M |
|
1009
Clarivate
CLVT
$1.27B
| $91.7M | 0.02% |
12,343,524
+4,535,739
| +58% | +$37.9M |
|
1010
Manhattan Associates
MANH
$11.2B
| $91.3M | 0.02% |
364,936
+356
| +0.1% | +$84.8K |
|
1011
BJs Wholesale Club
BJ
$12.5B
| $91.3M | 0.02% |
1,206,618
+11,812
| +1% | +$823K |
|
|
ENLC
1012
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $91.3M | 0.02% |
6,690,564
-45,611
| -0.7% | -$565K |
|
1013
InterDigital
IDCC
$7.87B
| $90.5M | 0.02% |
850,454
-85,602
| -9% | -$9.05M |
|
1014
Core & Main
CNM
$8.23B
| $90.5M | 0.02% |
1,580,210
+289,335
| +22% | +$13.2M |
|
1015
Ingles Markets
IMKTA
$1.71B
| $90.4M | 0.02% |
1,178,514
-8,447
| -0.7% | -$676K |
|
1016
Ormat Technologies
ORA
$6B
| $90.3M | 0.02% |
1,364,506
+108,202
| +9% | +$7.22M |
|
1017
Xcel Energy
XEL
$48.8B
| $90.3M | 0.02% |
1,679,680
+158,068
| +10% | +$9.03M |
|
1018
Steven Madden
SHOO
$3.37B
| $90.3M | 0.02% |
2,135,346
-64,256
| -3% | -$2.71M |
|
1019
DexCom
DXCM
$31.5B
| $90.3M | 0.02% |
650,848
+3,676
| +0.6% | +$462K |
|
1020
Scholastic
SCHL
$767M
| $90.2M | 0.02% |
2,392,384
-66,594
| -3% | -$2.55M |
|
1021
Maximus
MMS
$3.17B
| $90.2M | 0.02% |
1,074,885
+12,712
| +1% | +$1.05M |
|
1022
Benchmark Electronics
BHE
$2.87B
| $90M | 0.02% |
3,000,605
+4,444
| +0.1% | +$128K |
|
1023
Silicon Laboratories
SLAB
$7.17B
| $90M | 0.02% |
626,385
-15,325
| -2% | -$2.03M |
|
1024
SiteOne Landscape Supply
SITE
$4.12B
| $89.9M | 0.02% |
515,218
+27,088
| +6% | +$4.47M |
|
1025
Forestar Group
FOR
$1.44B
| $89.9M | 0.02% |
2,237,637
+211,047
| +10% | +$7.17M |
|
Similar funds
Dimensional Fund Advisors's Q1 2024 Portfolio in Review
As of Q1 2024, Dimensional Fund Advisors held 3,470 positions worth $369B, up 7.9% from $342B the previous quarter. Its ten largest holdings account for 13% of the portfolio.
Trading was light in Q1 2024: portfolio turnover was 4.1%. Dimensional Fund Advisors opened 58 new positions and exited 83, leaving the 3,470-position portfolio largely intact.
By sector, the portfolio is most concentrated in Technology at 19% of assets, up from 18% a quarter earlier, followed by Financials and Industrials.
- Dimensional Fund Advisors's largest Q1 2024 buy was Arcadium Lithium plc: 8,775,487 shares worth $37.8M.
- Dimensional Fund Advisors added most to NVIDIA in Q1 2024, an estimated $851M increase.
- Dimensional Fund Advisors's biggest Q1 2024 reduction was Meta Platforms (Facebook), cutting an estimated $559M.
- Dimensional Fund Advisors fully exited Textainer Group Holdings limited in Q1 2024, selling an estimated $161M.
- Dimensional Fund Advisors's ten largest holdings make up 13% of its $369B portfolio in Q1 2024.
- Dimensional Fund Advisors opened 58 new positions and closed 83 in Q1 2024.
- Dimensional Fund Advisors's portfolio value rose 7.9% quarter-over-quarter to $369B.
Based on Dimensional Fund Advisors's 13F filing for Q1 2024, filed 10 May 2024.