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 | |
|---|---|---|---|---|---|---|
|
AMED
1526
DELISTED
Amedisys
AMED
| $49.2M | 0.01% |
509,285
-4,881
| -0.9% | -$476K |
|
1527
Ardmore Shipping
ASC
$776M
| $49.1M | 0.01% |
2,714,123
-35,343
| -1% | -$682K |
|
|
FBMS
1528
DELISTED
The First Bancshares, Inc.
FBMS
| $49M | 0.01% |
1,523,605
+119,114
| +8% | +$3.69M |
|
|
MPT
1529
Medical Properties Trust
MPT
$2.15B
| $48.9M | 0.01% |
8,364,433
-258,250
| -3% | -$1.27M |
|
1530
SiTime
SITM
$18B
| $48.9M | 0.01% |
285,009
+16,166
| +6% | +$2.31M |
|
1531
Pembina Pipeline
PBA
$27.7B
| $48.9M | 0.01% |
1,185,189
-523,836
| -31% | -$20.5M |
|
1532
American Airlines Group
AAL
$8.57B
| $48.8M | 0.01% |
4,336,953
+96,294
| +2% | +$1.02M |
|
1533
Sally Beauty Holdings
SBH
$1.48B
| $48.7M | 0.01% |
3,589,760
+302,086
| +9% | +$3.59M |
|
1534
CRA International
CRAI
$1.04B
| $48.6M | 0.01% |
277,062
-40,565
| -13% | -$6.77M |
|
1535
Metallus
MTUS
$804M
| $48.5M | 0.01% |
3,272,437
-211,965
| -6% | -$3.81M |
|
|
STEL
1536
DELISTED
Stellar Bancorp
STEL
| $48.5M | 0.01% |
1,874,284
+196,379
| +12% | +$5.04M |
|
1537
National Grid
NGG
$78B
| $48.4M | 0.01% |
736,525
+13,648
| +2% | +$836K |
|
1538
Broadstone Net Lease
BNL
$3.69B
| $48.3M | 0.01% |
2,550,794
-4,176
| -0.2% | -$73.9K |
|
1539
Astec Industries
ASTE
$943M
| $48M | 0.01% |
1,502,029
-36,655
| -2% | -$1.18M |
|
1540
Preformed Line Products
PLPC
$2.02B
| $47.7M | 0.01% |
372,287
+881
| +0.2% | +$107K |
|
1541
nCino
NCNO
$2.26B
| $47.6M | 0.01% |
1,507,047
+138,807
| +10% | +$4.39M |
|
1542
AdvanSix
ASIX
$453M
| $47.6M | 0.01% |
1,566,115
+1,806
| +0.1% | +$49.2K |
|
|
DCH
1543
Dauch Corp
DCH
$1.45B
| $47.5M | 0.01% |
7,692,587
-576,064
| -7% | -$3.75M |
|
1544
Brookdale Senior Living
BKD
$2.77B
| $47.4M | 0.01% |
6,976,362
-1,165,362
| -14% | -$8.32M |
|
1545
Insulet
PODD
$9.82B
| $47.2M | 0.01% |
203,002
+56,256
| +38% | +$11.6M |
|
1546
Century Aluminum
CENX
$4.03B
| $47.2M | 0.01% |
2,909,413
-38,179
| -1% | -$578K |
|
|
CSGS
1547
DELISTED
CSG Systems International
CSGS
| $47.2M | 0.01% |
969,996
-19,800
| -2% | -$902K |
|
1548
Kosmos Energy
KOS
$1.69B
| $46.9M | 0.01% |
11,649,549
+1,601,401
| +16% | +$7.8M |
|
|
MRC
1549
DELISTED
MRC Global
MRC
| $46.7M | 0.01% |
3,662,460
-27,051
| -0.7% | -$350K |
|
|
GLDD
1550
DELISTED
Great Lakes Dredge & Dock
GLDD
| $46.6M | 0.01% |
4,421,216
-16,556
| -0.4% | -$154K |
|
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.