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 | |
|---|---|---|---|---|---|---|
1676
Alamos Gold
AGI
$15B
| $37.1M | 0.01% |
1,859,706
-53,428
| -3% | -$980K |
|
1677
Horizon Bancorp
HBNC
$1B
| $37M | 0.01% |
2,382,246
+105,680
| +5% | +$1.58M |
|
1678
Hovnanian Enterprises
HOV
$694M
| $36.9M | 0.01% |
180,311
+2,158
| +1% | +$414K |
|
|
CFB
1679
DELISTED
CrossFirst Bankshares, Inc. Common Stock
CFB
| $36.8M | 0.01% |
2,204,864
+334,079
| +18% | +$5.63M |
|
1680
Goosehead Insurance
GSHD
$1.27B
| $36.7M | 0.01% |
411,506
+18,413
| +5% | +$1.46M |
|
1681
Ambarella
AMBA
$2.95B
| $36.7M | 0.01% |
651,331
-31,788
| -5% | -$1.69M |
|
1682
Natera
NTRA
$52.8B
| $36.6M | 0.01% |
288,672
+23,871
| +9% | +$2.74M |
|
1683
Shenandoah Telecom
SHEN
$635M
| $36.6M | 0.01% |
2,596,697
+20,407
| +0.8% | +$337K |
|
1684
HCI Group
HCI
$2.34B
| $36.6M | 0.01% |
341,775
+1,824
| +0.5% | +$173K |
|
1685
BlackLine
BL
$1.66B
| $36.6M | 0.01% |
663,466
+83,985
| +14% | +$4.13M |
|
1686
Beazer Homes USA
BZH
$889M
| $36.6M | 0.01% |
1,069,768
-15,889
| -1% | -$489K |
|
1687
AngloGold Ashanti
AU
$51.8B
| $36.5M | 0.01% |
1,369,579
-141,988
| -9% | -$4.08M |
|
1688
Universal Logistics Holdings
ULH
$476M
| $36.5M | 0.01% |
846,634
+18,965
| +2% | +$785K |
|
|
HAYN
1689
DELISTED
Haynes International, Inc.
HAYN
| $36.5M | 0.01% |
612,430
-19,028
| -3% | -$1.13M |
|
1690
Nokia
NOK
$59.3B
| $36.4M | 0.01% |
8,327,310
+9,129
| +0.1% | +$36.9K |
|
1691
Thomson Reuters
TRI
$43.1B
| $36.3M | 0.01% |
209,361
+28,591
| +16% | +$4.83M |
|
1692
Protolabs
PRLB
$2.07B
| $36.2M | 0.01% |
1,232,858
+122,292
| +11% | +$3.73M |
|
1693
Sumitomo Mitsui Financial
SMFG
$169B
| $36.2M | 0.01% |
2,865,791
-65,614
| -2% | -$867K |
|
|
KE
1694
Kimball Electronics
KE
$600M
| $36.1M | 0.01% |
1,949,863
-55,910
| -3% | -$1.12M |
|
1695
Outfront Media
OUT
$4.91B
| $36M | 0.01% |
1,991,039
-44,390
| -2% | -$705K |
|
|
PENG
1696
Penguin Solutions Inc
PENG
$2.69B
| $36M | 0.01% |
1,717,430
+51,661
| +3% | +$1.11M |
|
1697
Bloomin' Brands
BLMN
$689M
| $35.9M | 0.01% |
2,170,382
-383,337
| -15% | -$6.8M |
|
1698
MP Materials
MP
$8.79B
| $35.9M | 0.01% |
2,030,896
-325,086
| -14% | -$4.42M |
|
1699
Ameresco
AMRC
$1.26B
| $35.8M | 0.01% |
944,839
+109,959
| +13% | +$3.4M |
|
1700
Alkami Technology
ALKT
$2.01B
| $35.8M | 0.01% |
1,133,817
+80,250
| +8% | +$2.53M |
|
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.