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 | |
|---|---|---|---|---|---|---|
1501
Highwoods Properties
HIW
$3.4B
| $50.9M | 0.01% |
1,518,743
-12,868
| -0.8% | -$394K |
|
1502
Ennis
EBF
$541M
| $50.8M | 0.01% |
2,090,076
-16,168
| -0.8% | -$374K |
|
1503
Pegasystems
PEGA
$5.93B
| $50.8M | 0.01% |
1,390,750
+609,590
| +78% | +$20.1M |
|
1504
Organon & Co
OGN
$3.6B
| $50.8M | 0.01% |
2,655,217
+247,302
| +10% | +$5.13M |
|
1505
Illumina
ILMN
$37B
| $50.6M | 0.01% |
388,056
+81,003
| +26% | +$9.99M |
|
1506
QuidelOrtho
QDEL
$761M
| $50.6M | 0.01% |
1,109,351
-160,784
| -13% | -$6.5M |
|
1507
Standard Motor Products
SMP
$833M
| $50.6M | 0.01% |
1,523,688
-11,615
| -0.8% | -$363K |
|
|
NSA
1508
DELISTED
National Storage Affiliates Trust
NSA
| $50.6M | 0.01% |
1,049,170
-18,320
| -2% | -$817K |
|
1509
Phillips Edison & Co
PECO
$4.81B
| $50.5M | 0.01% |
1,337,878
+87,147
| +7% | +$3.11M |
|
1510
News Corp Class B
NWS
$17.9B
| $50.4M | 0.01% |
1,804,203
-161,840
| -8% | -$4.56M |
|
1511
JFrog
FROG
$11.6B
| $50.3M | 0.01% |
1,731,779
+63,618
| +4% | +$2M |
|
1512
Estee Lauder
EL
$34B
| $50.2M | 0.01% |
503,931
-80,505
| -14% | -$7.63M |
|
1513
Ceco Environmental
CECO
$4.15B
| $50.1M | 0.01% |
1,777,502
-284,814
| -14% | -$8.01M |
|
1514
Moelis & Co
MC
$4.41B
| $50.1M | 0.01% |
731,104
-61,566
| -8% | -$3.97M |
|
1515
Bank of Hawaii
BOH
$2.94B
| $50.1M | 0.01% |
797,855
+8,369
| +1% | +$538K |
|
1516
Interface
TILE
$1.99B
| $50M | 0.01% |
2,638,180
-53,010
| -2% | -$914K |
|
1517
Lloyds Banking Group
LYG
$85.8B
| $49.8M | 0.01% |
15,950,933
-460,105
| -3% | -$1.38M |
|
1518
Mercantile Bank Corp
MBWM
$1.04B
| $49.7M | 0.01% |
1,137,354
-11,067
| -1% | -$489K |
|
1519
NeoGenomics
NEO
$2.56B
| $49.5M | 0.01% |
3,358,647
+34,023
| +1% | +$532K |
|
1520
Harmonic Inc
HLIT
$1.2B
| $49.5M | 0.01% |
3,398,897
-343,101
| -9% | -$4.58M |
|
|
HBI
1521
DELISTED
Hanesbrands
HBI
| $49.5M | 0.01% |
6,737,736
+76,501
| +1% | +$458K |
|
1522
Apple Hospitality REIT
APLE
$3.68B
| $49.4M | 0.01% |
3,328,659
-46,357
| -1% | -$671K |
|
|
GOLD
1523
Gold.com Inc
GOLD
$1.37B
| $49.4M | 0.01% |
1,118,388
+11,739
| +1% | +$449K |
|
1524
Tiptree Inc
TIPT
$653M
| $49.2M | 0.01% |
2,514,755
-5,010
| -0.2% | -$93K |
|
1525
COPT Defense Properties
CDP
$3.92B
| $49.2M | 0.01% |
1,621,487
-9,312
| -0.6% | -$265K |
|
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.