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 | |
|---|---|---|---|---|---|---|
1551
NCR Atleos
NATL
$3.38B
| $46.4M | 0.01% |
1,625,710
-244,433
| -13% | -$7.11M |
|
1552
MKS Inc
MKSI
$16.2B
| $46.4M | 0.01% |
426,348
+53,954
| +14% | +$6.41M |
|
1553
ACV Auctions
ACVA
$1.78B
| $46.1M | 0.01% |
2,269,086
+165,316
| +8% | +$3.05M |
|
1554
HEICO Corp
HEI
$41.4B
| $46.1M | 0.01% |
176,350
+2,174
| +1% | +$526K |
|
1555
Toyota
TM
$230B
| $46M | 0.01% |
257,367
+7,218
| +3% | +$1.35M |
|
1556
DigitalOcean
DOCN
$15.6B
| $45.9M | 0.01% |
1,136,493
+56,914
| +5% | +$2.03M |
|
1557
Teradata
TDC
$2.72B
| $45.8M | 0.01% |
1,508,284
-153,589
| -9% | -$4.58M |
|
|
VGR
1558
DELISTED
Vector Group Ltd.
VGR
| $45.8M | 0.01% |
3,066,964
-149,096
| -5% | -$2.01M |
|
1559
Ezcorp Inc
EZPW
$1.94B
| $45.6M | 0.01% |
4,068,011
-156,563
| -4% | -$1.71M |
|
1560
Southern Copper
SCCO
$166B
| $45.5M | 0.01% |
422,644
+17,139
| +4% | +$1.67M |
|
1561
e.l.f. Beauty
ELF
$5.51B
| $45.5M | 0.01% |
416,884
-214,029
| -34% | -$33.6M |
|
1562
Denali Therapeutics
DNLI
$3.22B
| $45.4M | 0.01% |
1,559,442
+141,970
| +10% | +$3.52M |
|
|
PARA
1563
DELISTED
Paramount Global Class B
PARA
| $45.2M | 0.01% |
4,258,860
+249,947
| +6% | +$2.72M |
|
1564
HealthStream
HSTM
$893M
| $45.2M | 0.01% |
1,566,838
-3,897
| -0.2% | -$112K |
|
1565
AMN Healthcare
AMN
$1.34B
| $45.2M | 0.01% |
1,065,521
+21,859
| +2% | +$1.15M |
|
1566
Innovative Industrial Properties
IIPR
$1.56B
| $45.1M | 0.01% |
334,851
+6,507
| +2% | +$792K |
|
1567
Hudbay
HBM
$11.7B
| $45M | 0.01% |
4,895,734
+1,350,394
| +38% | +$10.9M |
|
1568
Koppers
KOP
$873M
| $44.9M | 0.01% |
1,229,375
+41,449
| +3% | +$1.55M |
|
1569
CVR Energy
CVI
$5.44B
| $44.8M | 0.01% |
1,943,214
-129,120
| -6% | -$3.19M |
|
1570
Aspen Aerogels
ASPN
$426M
| $44.5M | 0.01% |
1,608,769
+234,138
| +17% | +$5.86M |
|
1571
Nordic American Tanker
NAT
$1.73B
| $44.5M | 0.01% |
12,131,425
+525,086
| +5% | +$1.93M |
|
1572
Agilysys
AGYS
$2.88B
| $44.5M | 0.01% |
407,970
-170,518
| -29% | -$18.2M |
|
1573
Concentrix
CNXC
$1.73B
| $44.4M | 0.01% |
866,668
-34,680
| -4% | -$2.32M |
|
|
RCM
1574
DELISTED
R1 RCM Inc. Common Stock
RCM
| $44.4M | 0.01% |
3,130,817
-24,071
| -0.8% | -$327K |
|
1575
Heritage Financial
HFWA
$1.15B
| $44.3M | 0.01% |
2,034,925
+100,073
| +5% | +$2.13M |
|
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.