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 | |
|---|---|---|---|---|---|---|
1801
Vital Farms
VITL
$502M
| $29.5M | 0.01% |
842,140
+31,788
| +4% | +$1.12M |
|
1802
Chemours
CC
$2.17B
| $29.5M | 0.01% |
1,451,288
-886,549
| -38% | -$18.1M |
|
1803
Dole
DOLE
$1.24B
| $29.5M | 0.01% |
1,808,147
+976,195
| +117% | +$14.6M |
|
1804
Old Second Bancorp
OSBC
$1.27B
| $29.4M | 0.01% |
1,884,978
+184,168
| +11% | +$2.96M |
|
1805
Shutterstock
SSTK
$181M
| $29.3M | 0.01% |
829,216
-40,253
| -5% | -$1.48M |
|
1806
Vericel Corp
VCEL
$2.05B
| $29.3M | 0.01% |
693,993
+32,975
| +5% | +$1.57M |
|
1807
Zumiez
ZUMZ
$206M
| $29.2M | 0.01% |
1,371,499
-71,661
| -5% | -$1.72M |
|
1808
Clean Energy Fuels
CLNE
$384M
| $29.2M | 0.01% |
9,374,009
-712,995
| -7% | -$2.02M |
|
1809
Lennar Class B
LEN.B
$18.9B
| $29.1M | 0.01% |
177,165
-22,348
| -11% | -$3.41M |
|
1810
Riot Platforms
RIOT
$8.21B
| $29.1M | 0.01% |
3,920,609
-5,049,824
| -56% | -$43.7M |
|
|
CCRN
1811
DELISTED
Cross Country Healthcare
CCRN
| $29M | 0.01% |
2,158,133
-201,883
| -9% | -$2.98M |
|
1812
AMERISAFE
AMSF
$457M
| $29M | 0.01% |
599,294
-6,031
| -1% | -$287K |
|
1813
Vermilion Energy
VET
$1.93B
| $28.9M | 0.01% |
2,961,494
-501,751
| -14% | -$5.09M |
|
1814
Tejon Ranch
TRC
$433M
| $28.9M | 0.01% |
1,647,181
+35,858
| +2% | +$637K |
|
1815
MongoDB
MDB
$31.7B
| $28.9M | 0.01% |
106,900
-4,587
| -4% | -$1.19M |
|
1816
GFL Environmental
GFL
$18.8B
| $28.8M | 0.01% |
722,435
-9,121
| -1% | -$365K |
|
1817
Middlesex Water
MSEX
$1.06B
| $28.7M | 0.01% |
440,230
-12,096
| -3% | -$750K |
|
1818
Open Text
OTEX
$5.69B
| $28.7M | 0.01% |
860,952
+73,333
| +9% | +$2.31M |
|
1819
Janus International
JBI
$604M
| $28.6M | 0.01% |
2,832,847
+503,733
| +22% | +$5.86M |
|
1820
Greenlight Captial
GLRE
$491M
| $28.6M | 0.01% |
2,093,721
+53,255
| +3% | +$710K |
|
1821
Sunstone Hotel Investors
SHO
$2.05B
| $28.6M | 0.01% |
2,767,592
-60,907
| -2% | -$623K |
|
1822
Northwest Natural Holdings
NWN
$2.05B
| $28.5M | 0.01% |
698,560
-1,931
| -0.3% | -$75.4K |
|
1823
Remitly
RELY
$4.6B
| $28.5M | 0.01% |
2,128,816
-3,416
| -0.2% | -$46.4K |
|
1824
Titan International
TWI
$461M
| $28.5M | 0.01% |
3,501,180
+170,859
| +5% | +$1.36M |
|
|
ROIC
1825
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $28.4M | 0.01% |
1,804,857
-29,267
| -2% | -$428K |
|
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.