DIMENSIONAL FUND ADVISORS LPDIMENSIONAL FUND ADVISORS LP

Institutional investor · Portfolio as of Q1 2024

SEC EDGAR SourceSEC Filings
$369.4B
AUM
3,387
Positions
Q1 2024
Filing
Rating · 3.5
Quarterly Portfolio Change
+6%Q2'23$313.8B-3%Q3'23$304.9B+12%Q4'23$342.5B+8%Q1'24$369.4B
Activity profile
$ moved · Q1'24
New1%Increased58%Decreased39%Exited2%
Composition
Equity vs derivatives
Equity100%Puts0%Calls0%
Holding period
Avg 3.9 quarters
<1Q1%1-4Q6%1-2Y91%2Y+2%

DIMENSIONAL FUND ADVISORS LP manages $369.4B across 3387 positions as of Q1 2024. Top holdings: MSFT (2.6%), AAPL (2.3%), NVDA (1.8%). Fund DNA: Steady Compounder. HoldingsIntel Rating: 3.5/5.0.

Q1 2024 Summary

Active quarter - 62 new positions, 87 exits, 1818 increased. Top move: AAPL (INCREASED, conviction 59). Portfolio: $369.4B across 3387 positions.

Top holdings by portfolio weight

Total AUM$369B
MSFT2.57%
AAPL2.33%
NVDA1.84%
AMZN1.22%
JPM1.17%
META0.99%
XOM0.99%
BRK/B0.83%
LLY0.72%
AVGO0.69%
Other0.67%

Portfolio allocation by GICS sector

Sectors11
Technology18.17%
Financial Services16.43%
Industrials12.46%
Consumer Cyclical10.79%
Healthcare9.96%
Energy7.14%
Real Estate5.21%
Communication Services5.15%
Consumer Defensive5.08%
Basic Materials4.75%
Other4.86%

Behavioral investing profile

7-dimension quality assessment
Strong(3.5 / 5.0)
Track Record61
Conviction40
Concentration0
Upgrade to see all dimensions

Position Outcomes

Best and worst performing positions by estimated return

Cost basis estimates based on full filing history using quarter-end prices. Actual transaction prices are not disclosed in 13F filings.

Holdings3,387 positions

Activity:
Stock
Shares
Value
Weight
Avg Buy
Est. P&L
Held
Conviction

MICROSOFT CORP

22.5M$9.5B2.6%$278.47+49.14%
5 qtrssince 2023-Q1
Decreased
0

APPLE INC

50.2M$8.6B2.3%$160.76+5.71%
5 qtrssince 2023-Q1
Increased
59

NVIDIA CORPORATION

7.5M$6.8B1.8%$43.66+106.84%
5 qtrssince 2023-Q1
Increased
59

AMAZON COM INC

24.9M$4.5B1.2%$106.80+68.89%
5 qtrssince 2023-Q1
Increased
51

JPMORGAN CHASE & CO

21.7M$4.3B1.2%$123.21+55.75%
5 qtrssince 2023-Q1
Increased
51

META PLATFORMS INC

7.5M$3.7B1.0%$206.40+133.88%
5 qtrssince 2023-Q1
Decreased
0

EXXON MOBIL CORP

31.5M$3.7B1.0%$98.83+10.00%
5 qtrssince 2023-Q1
Decreased
0

BERKSHIRE HATHAWAY INC DEL

7.3M$3.1B0.8%$306.66+37.13%
5 qtrssince 2023-Q1
Increased
45

ELI LILLY & CO

3.4M$2.7B0.7%$343.47+123.38%
5 qtrssince 2023-Q1
Increased
45

BROADCOM INC

1.9M$2.5B0.7%$63.97+103.47%
5 qtrssince 2023-Q1
Decreased
0

ALPHABET INC

16.4M$2.5B0.7%$103.65+44.53%
5 qtrssince 2023-Q1
Increased
47

ALPHABET INC

14M$2.1B0.6%$101.58+48.77%
5 qtrssince 2023-Q1
Increased
46

CHEVRON CORPORATION

12.9M$2B0.6%$142.82+1.31%
5 qtrssince 2023-Q1
Decreased
0

VISA INC

7M$1.9B0.5%$221.57+24.10%
5 qtrssince 2023-Q1
Increased
46

MASTERCARD INCORPORATED

3.8M$1.8B0.5%$355.95+33.75%
5 qtrssince 2023-Q1
Increased
38

JOHNSON & JOHNSON

11.3M$1.8B0.5%$143.06+4.79%
5 qtrssince 2023-Q1
Increased
42
PLDPLD
REIT

PROLOGIS INC.

12.9M$1.7B0.5%$111.71+9.82%
5 qtrssince 2023-Q1
Increased
38

HOME DEPOT INC

4.3M$1.7B0.4%$271.93+35.15%
5 qtrssince 2023-Q1
Increased
39

COMCAST CORP NEW

37.3M$1.6B0.4%$31.52+19.99%
5 qtrssince 2023-Q1
Decreased
0
SHELSHEL
ADR

SHELL PLC

22.6M$1.5B0.4%$51.89+20.46%
5 qtrssince 2023-Q1
Increased
38
Showing 20 of 3,387 results.3,367 more with Pro.PROUpgrade to see all →

Accumulation Streaks

Positions with 2+ consecutive quarters of increases - persistent directional conviction.

Security
7Q
ACNBACNB CORP
Q3 2024 Q1 2026+81,538 shares+$6.8M
7Q
ADTADT INC DEL
Q3 2024 Q1 2026+27.5M shares+$168.1M
7Q
AGCOAGCO CORP
Q3 2024 Q1 2026+1.3M shares+$188.7M

Upgrade to Pro to see all accumulation streaks

Data sourced from SEC EDGAR 13F filings. Not financial advice. Full disclaimer

Analytics tracking helps us improve the product. Essential functions stay on either way. How analytics data is used