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 | |
|---|---|---|---|---|---|---|
1351
Cousins Properties
CUZ
$4.66B
| $64.9M | 0.02% |
2,200,196
-14,399
| -0.7% | -$388K |
|
1352
Helios Technologies
HLIO
$2.25B
| $64.9M | 0.02% |
1,359,608
+75,179
| +6% | +$3.31M |
|
1353
Oxford Industries
OXM
$440M
| $64.8M | 0.02% |
746,720
+9,417
| +1% | +$867K |
|
|
CTLT
1354
DELISTED
CATALENT, INC.
CTLT
| $64.8M | 0.02% |
1,069,595
-10,786
| -1% | -$638K |
|
1355
Reynolds Consumer Products
REYN
$4.78B
| $64.7M | 0.02% |
2,080,439
+298,624
| +17% | +$8.84M |
|
1356
Enerpac Tool Group
EPAC
$1.82B
| $64.4M | 0.02% |
1,538,263
-3,737
| -0.2% | -$150K |
|
1357
Sphere Entertainment
SPHR
$5.23B
| $64.3M | 0.02% |
1,455,526
-39,232
| -3% | -$1.69M |
|
1358
Warner Bros
WBD
$70.8B
| $64.2M | 0.02% |
7,778,556
-167,900
| -2% | -$1.31M |
|
1359
Dime Commercial Bancshares
DCOM
$1.8B
| $64.2M | 0.02% |
2,228,106
+55,103
| +3% | +$1.34M |
|
1360
DexCom
DXCM
$33.2B
| $64.2M | 0.02% |
957,030
+37,380
| +4% | +$3.07M |
|
1361
Lattice Semiconductor
LSCC
$15.6B
| $64M | 0.02% |
1,205,375
+111,086
| +10% | +$5.69M |
|
1362
Capri Holdings
CPRI
$1.73B
| $63.9M | 0.02% |
1,506,978
-80,624
| -5% | -$2.83M |
|
|
CCC
1363
CCC Intelligent Solutions
CCC
$3.86B
| $63.9M | 0.02% |
5,782,171
+1,149,203
| +25% | +$12.4M |
|
1364
Kilroy Realty
KRC
$4.04B
| $63.8M | 0.02% |
1,648,345
-71,923
| -4% | -$2.54M |
|
1365
LiveRamp
RAMP
$2.31B
| $63.8M | 0.02% |
2,572,945
+307,554
| +14% | +$8.39M |
|
1366
City Holding Co
CHCO
$2.02B
| $63.2M | 0.02% |
538,602
-12,383
| -2% | -$1.43M |
|
1367
LivaNova
LIVN
$4.32B
| $63.2M | 0.02% |
1,203,297
-146,980
| -11% | -$7.29M |
|
1368
Sabra Healthcare REIT
SBRA
$5.2B
| $62.8M | 0.02% |
3,375,875
-18,687
| -0.6% | -$315K |
|
|
LNW
1369
DELISTED
Light & Wonder
LNW
| $62.8M | 0.02% |
691,953
-110,969
| -14% | -$11.6M |
|
1370
CarGurus
CARG
$3B
| $62.4M | 0.02% |
2,078,769
-72,300
| -3% | -$1.95M |
|
1371
Republic Bancorp
RBCAA
$1.85B
| $62.3M | 0.02% |
953,882
+1,780
| +0.2% | +$109K |
|
|
AVNS
1372
DELISTED
Avanos Medical
AVNS
| $62.2M | 0.02% |
2,589,985
+12,350
| +0.5% | +$282K |
|
1373
Caleres
CAL
$416M
| $62.2M | 0.02% |
1,882,569
-36,923
| -2% | -$1.34M |
|
1374
Ethan Allen Interiors
ETD
$545M
| $61.8M | 0.02% |
1,939,078
-61,157
| -3% | -$1.85M |
|
1375
Qfin Holdings
QFIN
$1.01B
| $61.8M | 0.02% |
2,074,617
-119,276
| -5% | -$2.72M |
|
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.