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 | |
|---|---|---|---|---|---|---|
1126
OGE Energy
OGE
$9.5B
| $89.4M | 0.02% |
2,179,461
-18,124
| -0.8% | -$703K |
|
1127
AZZ Inc
AZZ
$3.99B
| $89.3M | 0.02% |
1,081,525
-65,988
| -6% | -$5.22M |
|
1128
Flowers Foods
FLO
$1.3B
| $89.3M | 0.02% |
3,870,668
+150,366
| +4% | +$3.41M |
|
1129
Verra Mobility
VRRM
$538M
| $88.9M | 0.02% |
3,197,698
+17,179
| +0.5% | +$482K |
|
|
SHOE
1130
Shoe Station Group
SHOE
$351M
| $88.9M | 0.02% |
2,027,681
-85,234
| -4% | -$3.48M |
|
1131
Lincoln National
LNC
$8.13B
| $88.8M | 0.02% |
2,819,705
-8,808
| -0.3% | -$275K |
|
1132
Match Group
MTCH
$10B
| $88.5M | 0.02% |
2,337,702
+65,915
| +3% | +$2.31M |
|
1133
CRH
CRH
$57.7B
| $88.4M | 0.02% |
952,869
-1,146,997
| -55% | -$96.3M |
|
1134
Dana Inc
DAN
$3.22B
| $88.3M | 0.02% |
8,365,832
-468,101
| -5% | -$5.16M |
|
1135
Vale
VALE
$60.1B
| $88.2M | 0.02% |
7,552,165
+3,546,640
| +89% | +$38M |
|
1136
First Busey Corp
BUSE
$2.5B
| $88.2M | 0.02% |
3,389,448
+64,365
| +2% | +$1.68M |
|
1137
Ryman Hospitality Properties
RHP
$8.27B
| $88.1M | 0.02% |
821,673
+1,034
| +0.1% | +$105K |
|
1138
United States Lime & Minerals
USLM
$3.27B
| $88.1M | 0.02% |
902,045
-50,760
| -5% | -$4.07M |
|
1139
MasterBrand
MBC
$1.35B
| $88.1M | 0.02% |
4,749,951
+203,799
| +4% | +$3.32M |
|
1140
Hilton Grand Vacations
HGV
$2.88B
| $88M | 0.02% |
2,422,869
+469,699
| +24% | +$18.2M |
|
1141
VF Corp
VFC
$5B
| $87.9M | 0.02% |
4,408,990
+283,573
| +7% | +$4.75M |
|
1142
Ameren
AEE
$28.5B
| $87.9M | 0.02% |
1,004,936
+25,842
| +3% | +$2.07M |
|
1143
Federated Hermes
FHI
$4.23B
| $87.9M | 0.02% |
2,389,247
+905
| +0% | +$31K |
|
1144
DNOW Inc
DNOW
$2.82B
| $87.6M | 0.02% |
6,778,198
+331,561
| +5% | +$4.38M |
|
1145
Entegris
ENTG
$19.9B
| $87.6M | 0.02% |
778,535
+145,784
| +23% | +$17.3M |
|
1146
IPG Photonics
IPGP
$3.27B
| $87.6M | 0.02% |
1,178,662
+182,633
| +18% | +$13.7M |
|
1147
SentinelOne
S
$8.06B
| $87.5M | 0.02% |
3,656,737
-15,663
| -0.4% | -$354K |
|
1148
Vontier
VNT
$4.26B
| $87.4M | 0.02% |
2,591,152
+25,385
| +1% | +$902K |
|
1149
Kite Realty
KRG
$5.14B
| $87.3M | 0.02% |
3,288,710
+7,051
| +0.2% | +$175K |
|
1150
Hexcel
HXL
$6.89B
| $87.3M | 0.02% |
1,412,665
+6,378
| +0.5% | +$401K |
|
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.