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 | |
|---|---|---|---|---|---|---|
2201
Western New England Bancorp
WNEB
$277M
| $12.7M | ﹤0.01% |
1,489,673
-40,110
| -3% | -$328K |
|
2202
Simulations Plus
SLP
$373M
| $12.6M | ﹤0.01% |
394,975
-19,030
| -5% | -$703K |
|
|
PLYM
2203
DELISTED
Plymouth Industrial REIT
PLYM
| $12.6M | ﹤0.01% |
557,953
+20,979
| +4% | +$488K |
|
|
CWBC
2204
Community West Bancshares
CWBC
$707M
| $12.6M | ﹤0.01% |
654,115
+12,768
| +2% | +$251K |
|
2205
Jakks Pacific
JAKK
$278M
| $12.6M | ﹤0.01% |
493,369
+48,881
| +11% | +$1.07M |
|
2206
Eastern Company
EML
$148M
| $12.6M | ﹤0.01% |
387,356
+1,075
| +0.3% | +$31.6K |
|
|
LGF.A
2207
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
| $12.5M | ﹤0.01% |
1,590,938
-896,536
| -36% | -$7.5M |
|
2208
nLIGHT
LASR
$2.25B
| $12.4M | ﹤0.01% |
1,163,394
+15,549
| +1% | +$176K |
|
2209
First Bancorp
FNLC
$398M
| $12.4M | ﹤0.01% |
471,956
+2,266
| +0.5% | +$59.2K |
|
|
FFWM
2210
DELISTED
First Foundation Inc
FFWM
| $12.4M | ﹤0.01% |
1,989,677
+112,581
| +6% | +$720K |
|
2211
Relay Therapeutics
RLAY
$4.23B
| $12.4M | ﹤0.01% |
1,748,663
+228,323
| +15% | +$1.71M |
|
2212
Kura Sushi USA
KRUS
$427M
| $12.3M | ﹤0.01% |
153,262
-30,504
| -17% | -$1.94M |
|
2213
Telkom Indonesia
TLK
$14.1B
| $12.3M | ﹤0.01% |
622,520
-13,870
| -2% | -$267K |
|
2214
Smith & Nephew
SNN
$11.6B
| $12.2M | ﹤0.01% |
393,374
-131,228
| -25% | -$3.89M |
|
|
CWEN.A
2215
DELISTED
Clearway Energy Class A
CWEN.A
| $12.2M | ﹤0.01% |
428,650
+5,344
| +1% | +$137K |
|
2216
NACCO Industries
NC
$288M
| $12.2M | ﹤0.01% |
430,280
-8,418
| -2% | -$238K |
|
2217
OmniAb
OABI
$643M
| $12.2M | ﹤0.01% |
2,883,161
-129,055
| -4% | -$558K |
|
2218
Lincoln Educational Services
LINC
$814M
| $12.2M | ﹤0.01% |
1,020,130
+49,705
| +5% | +$618K |
|
2219
Tactile Systems Technology
TCMD
$507M
| $12.2M | ﹤0.01% |
833,617
+8,121
| +1% | +$105K |
|
2220
Graham Corp
GHM
$990M
| $12.1M | ﹤0.01% |
409,036
-3,758
| -0.9% | -$112K |
|
2221
West Fraser Timber
WFG
$5.67B
| $12.1M | ﹤0.01% |
124,246
-8,310
| -6% | -$712K |
|
2222
Community Health Systems
CYH
$412M
| $12.1M | ﹤0.01% |
1,988,317
+239,531
| +14% | +$1.17M |
|
2223
Regenxbio
RGNX
$533M
| $12.1M | ﹤0.01% |
1,150,188
+42,735
| +4% | +$521K |
|
2224
Alico
ALCO
$289M
| $12.1M | ﹤0.01% |
431,210
+1,901
| +0.4% | +$52.7K |
|
|
ONIT
2225
Onity Group
ONIT
$279M
| $12M | ﹤0.01% |
376,598
+16,384
| +5% | +$447K |
|
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.