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 | |
|---|---|---|---|---|---|---|
1051
Federal Agricultural Mortgage
AGM
$2.47B
| $87.5M | 0.02% |
444,272
+903
| +0.2% | +$168K |
|
1052
Concentrix
CNXC
$1.5B
| $87.5M | 0.02% |
1,320,848
-76,235
| -5% | -$6.19M |
|
1053
Veralto
VLTO
$23B
| $87.3M | 0.02% |
984,880
+23,649
| +2% | +$1.96M |
|
1054
Supernus Pharmaceuticals
SUPN
$2.59B
| $87.2M | 0.02% |
2,556,921
+100,552
| +4% | +$2.99M |
|
1055
Dell
DELL
$262B
| $87.2M | 0.02% |
764,276
-125,209
| -14% | -$11.7M |
|
1056
Enbridge
ENB
$119B
| $86.9M | 0.02% |
2,401,969
+53,905
| +2% | +$1.91M |
|
1057
BancFirst
BANF
$3.79B
| $86.8M | 0.02% |
985,496
+22,333
| +2% | +$1.99M |
|
1058
Federated Hermes
FHI
$4.55B
| $86.7M | 0.02% |
2,400,225
-9,903
| -0.4% | -$348K |
|
1059
Glaukos
GKOS
$9.83B
| $86.6M | 0.02% |
918,156
-5,370
| -0.6% | -$480K |
|
1060
Teleflex
TFX
$6.05B
| $86.4M | 0.02% |
382,183
+25,651
| +7% | +$6.09M |
|
1061
Cushman & Wakefield Ltd
CWK
$3.14B
| $86.4M | 0.02% |
8,262,959
+1,189,111
| +17% | +$12M |
|
1062
Donaldson
DCI
$10.9B
| $86.4M | 0.02% |
1,157,030
-25,021
| -2% | -$1.7M |
|
1063
CVB Financial
CVBF
$3.94B
| $86.2M | 0.02% |
4,833,515
+543,460
| +13% | +$9.64M |
|
1064
Comstock Resources
CRK
$3.89B
| $85.9M | 0.02% |
9,258,288
+1,118,937
| +14% | +$9.2M |
|
1065
New York Times
NYT
$12.1B
| $85.8M | 0.02% |
1,986,020
+92,503
| +5% | +$4.21M |
|
1066
Schneider National
SNDR
$6.26B
| $85.7M | 0.02% |
3,784,340
+378,721
| +11% | +$8.98M |
|
1067
Scansource
SCSC
$1.15B
| $85.6M | 0.02% |
1,944,092
+9,834
| +0.5% | +$401K |
|
1068
Mueller Water Products
MWA
$3.95B
| $85.5M | 0.02% |
5,315,332
-101,673
| -2% | -$1.51M |
|
1069
Mattel
MAT
$4.38B
| $85.5M | 0.02% |
4,314,911
+275,340
| +7% | +$5.22M |
|
1070
Synaptics
SYNA
$4.19B
| $85.4M | 0.02% |
875,704
-106,016
| -11% | -$11.1M |
|
1071
MSC Industrial Direct
MSM
$6.89B
| $85.2M | 0.02% |
877,958
+48,179
| +6% | +$4.72M |
|
1072
Worthington Steel
WS
$1.83B
| $85.2M | 0.02% |
2,375,700
-71,465
| -3% | -$2.17M |
|
1073
Grocery Outlet
GO
$909M
| $85.1M | 0.02% |
2,958,552
+209,492
| +8% | +$5.52M |
|
1074
Terreno Realty
TRNO
$7.57B
| $85M | 0.02% |
1,279,429
+56,182
| +5% | +$3.52M |
|
1075
REX American Resources
REX
$1.42B
| $84.6M | 0.02% |
2,882,304
-22,266
| -0.8% | -$490K |
|
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.