DIMENSIONAL FUND ADVISORS LPDIMENSIONAL FUND ADVISORS LP

Institutional investor · Portfolio as of Q2 2024

SEC EDGAR SourceSEC Filings
$382.9B
AUM
3,373
Positions
Q2 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+4%Q2'24$382.9B
Activity profile
$ moved · Q2'24
New1%Increased69%Decreased25%Exited4%
Composition
Equity vs derivatives
Equity100%Puts0%Calls0%
Holding period
Avg 1.2 years
<1Q2%1-4Q4%1-2Y93%2Y+1%

DIMENSIONAL FUND ADVISORS LP manages $382.9B across 3373 positions as of Q2 2024. Top holdings: NVDA (3.0%), AAPL (2.9%), MSFT (2.8%). Fund DNA: Steady Compounder. HoldingsIntel Rating: 3.5/5.0.

Q2 2024 Summary

Active quarter - 72 new positions, 86 exits, 1988 increased. Top move: NVDA (INCREASED, conviction 88). Portfolio: $382.9B across 3373 positions.

Top holdings by portfolio weight

Total AUM$383B
NVDA2.97%
AAPL2.92%
MSFT2.81%
AMZN1.35%
JPM1.20%
XOM1.11%
META1.02%
LLY0.85%
GOOGL0.83%
BRK/B0.82%
Other0.70%

Portfolio allocation by GICS sector

Sectors11
Technology20.25%
Financial Services16.38%
Industrials11.84%
Consumer Cyclical10.29%
Healthcare9.88%
Energy7.00%
Communication Services5.50%
Consumer Defensive5.18%
Real Estate5.03%
Basic Materials4.39%
Other4.25%

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.

Holdings3,373 positions

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

NVIDIA CORPORATION

92M$11.4B3.0%$116.96+5.58%
6 qtrssince 2023-Q1
Increased
88

APPLE INC

53M$11.2B2.9%$163.29+27.99%
6 qtrssince 2023-Q1
Increased
58

MICROSOFT CORP

24.1M$10.8B2.8%$289.08+52.89%
6 qtrssince 2023-Q1
Increased
59

AMAZON COM INC

26.7M$5.2B1.3%$112.44+71.87%
6 qtrssince 2023-Q1
Increased
54

JPMORGAN CHASE & CO

22.7M$4.6B1.2%$126.49+54.08%
6 qtrssince 2023-Q1
Increased
53

EXXON MOBIL CORP

36.8M$4.2B1.1%$100.24+8.28%
6 qtrssince 2023-Q1
Increased
58

META PLATFORMS INC

7.8M$3.9B1.0%$214.35+134.08%
6 qtrssince 2023-Q1
Increased
52

ELI LILLY & CO

3.6M$3.2B0.8%$369.87+141.83%
6 qtrssince 2023-Q1
Increased
47

ALPHABET INC

17.5M$3.2B0.8%$108.51+66.79%
6 qtrssince 2023-Q1
Increased
48

BERKSHIRE HATHAWAY INC DEL

7.7M$3.1B0.8%$312.61+30.13%
6 qtrssince 2023-Q1
Increased
48

ALPHABET INC

14.7M$2.7B0.7%$105.08+73.44%
6 qtrssince 2023-Q1
Increased
47

CHEVRON CORPORATION

13M$2B0.5%$142.84+1.45%
6 qtrssince 2023-Q1
Increased
45

VISA INC

7.7M$2B0.5%$224.92+15.18%
6 qtrssince 2023-Q1
Increased
49

BROADCOM INC

1.2M$2B0.5%$63.97+147.25%
6 qtrssince 2023-Q1
Decreased
0

UNITEDHEALTH GROUP INC

3.8M$1.9B0.5%$461.64+6.87%
6 qtrssince 2023-Q1
Increased
57

JOHNSON & JOHNSON

13.1M$1.9B0.5%$142.58-2.07%
6 qtrssince 2023-Q1
Increased
52

MASTERCARD INCORPORATED

4M$1.8B0.5%$360.56+21.13%
6 qtrssince 2023-Q1
Increased
41
SHELSHEL
ADR

SHELL PLC

22.7M$1.6B0.4%$51.95+30.75%
6 qtrssince 2023-Q1
Increased
38

PROCTER & GAMBLE CO

9.7M$1.6B0.4%$139.01+13.42%
6 qtrssince 2023-Q1
Increased
41

HOME DEPOT INC

4.6M$1.6B0.4%$276.24+20.22%
6 qtrssince 2023-Q1
Increased
41
Showing 20 of 3,373 results.3,353 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