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 | |
|---|---|---|---|---|---|---|
1176
Apogee Enterprises
APOG
$787M
| $82.9M | 0.02% |
1,183,955
-32,579
| -3% | -$2.1M |
|
1177
Alnylam Pharmaceuticals
ALNY
$32B
| $82.9M | 0.02% |
301,389
+35,183
| +13% | +$9.16M |
|
1178
Shift4
FOUR
$3.32B
| $82.8M | 0.02% |
934,752
+85,188
| +10% | +$6.46M |
|
1179
Park National Corp
PRK
$3.32B
| $82.6M | 0.02% |
491,943
-3,432
| -0.7% | -$569K |
|
1180
Phinia Inc
PHIN
$2.24B
| $82.6M | 0.02% |
1,794,706
+476,860
| +36% | +$21.5M |
|
1181
Albertsons Companies
ACI
$6.1B
| $82.6M | 0.02% |
4,469,007
-155,685
| -3% | -$3.05M |
|
1182
Valaris
VAL
$5.73B
| $82.5M | 0.02% |
1,479,273
+290,300
| +24% | +$19M |
|
1183
Alliant Energy
LNT
$17.1B
| $82.5M | 0.02% |
1,358,771
+64,805
| +5% | +$3.68M |
|
1184
Ingles Markets
IMKTA
$1.57B
| $82.4M | 0.02% |
1,105,114
-36,115
| -3% | -$2.66M |
|
1185
Core & Main
CNM
$7.9B
| $82.4M | 0.02% |
1,854,977
+36,298
| +2% | +$1.74M |
|
|
SASR
1186
DELISTED
Sandy Spring Bancorp Inc
SASR
| $82M | 0.02% |
2,615,522
+144,901
| +6% | +$4.28M |
|
1187
West Pharmaceutical
WST
$25.5B
| $81.9M | 0.02% |
272,834
-15,805
| -5% | -$4.84M |
|
|
SWI
1188
DELISTED
SolarWinds Corporation Common Stock
SWI
| $81.8M | 0.02% |
6,264,792
+488,483
| +8% | +$5.99M |
|
|
REVG
1189
DELISTED
REV Group
REVG
| $81.5M | 0.02% |
2,902,829
-13,202
| -0.5% | -$362K |
|
1190
Cinemark Holdings
CNK
$3.94B
| $81.4M | 0.02% |
2,924,781
+10,073
| +0.3% | +$256K |
|
1191
Okta
OKTA
$32.9B
| $81.4M | 0.02% |
1,094,513
+64,760
| +6% | +$5.66M |
|
1192
Worthington Steel
WS
$1.7B
| $81.2M | 0.02% |
2,388,919
-4,564
| -0.2% | -$157K |
|
1193
Toro Company
TTC
$8.74B
| $81.2M | 0.02% |
936,434
+35,088
| +4% | +$3.15M |
|
1194
Federal Agricultural Mortgage
AGM
$2.39B
| $81.1M | 0.02% |
432,546
-10,148
| -2% | -$1.94M |
|
1195
APi Group
APG
$15.9B
| $81M | 0.02% |
3,679,650
+115,435
| +3% | +$2.71M |
|
1196
Alkermes
ALKS
$7.73B
| $80.9M | 0.02% |
2,890,807
+6,795
| +0.2% | +$181K |
|
1197
Credit Acceptance
CACC
$6.24B
| $80.7M | 0.02% |
181,885
+2,230
| +1% | +$1.1M |
|
1198
ADMA Biologics
ADMA
$1.99B
| $80.4M | 0.02% |
4,024,659
+866,699
| +27% | +$13.5M |
|
1199
SPS Commerce
SPSC
$2.9B
| $80.2M | 0.02% |
413,290
-84,065
| -17% | -$16.5M |
|
1200
SharkNinja
SN
$24B
| $80.2M | 0.02% |
738,243
-12,191
| -2% | -$1.06M |
|
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.