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 |
ExxonMobil
XOM
|
+$214M |
| 2 |
AT&T
T
|
+$140M |
| 3 |
GE Aerospace
GE
|
+$128M |
| 4 |
Cisco
CSCO
|
+$86.5M |
| 5 |
Chevron
CVX
|
+$81.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$154M |
| 2 |
FRX
FOREST LABORATORIES INC
FRX
|
+$121M |
| 3 |
American International
AIG
|
+$104M |
| 4 |
Avis
CAR
|
+$102M |
| 5 |
Citigroup
C
|
+$91.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 17.56% |
| 2 | Industrials | 13.08% |
| 3 | Energy | 11.62% |
| 4 | Technology | 10.78% |
| 5 | Healthcare | 8.59% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
Universal Corp
UVV
$1.31B
| $87M | 0.06% |
1,959,264
+20,807
| +1% | +$1.07M |
|
|
LTM
352
DELISTED
LIFE TIME FITNESS INC
LTM
| $86.7M | 0.06% |
1,718,029
+157,137
| +10% | +$7.2M |
|
353
CONMED
CNMD
$1.37B
| $86.6M | 0.06% |
2,350,199
-30,727
| -1% | -$1.22M |
|
|
PDCE
354
DELISTED
PDC Energy, Inc.
PDCE
| $86.3M | 0.06% |
1,716,093
+180,897
| +12% | +$10.2M |
|
355
Colgate-Palmolive
CL
$73B
| $86.2M | 0.06% |
1,321,885
+29,226
| +2% | +$1.93M |
|
|
QEP
356
DELISTED
QEP RESOURCES, INC.
QEP
| $85.9M | 0.06% |
2,791,504
+326,712
| +13% | +$10.9M |
|
357
Hilltop Holdings
HTH
$2.25B
| $85.8M | 0.06% |
4,280,733
-42,848
| -1% | -$886K |
|
358
Halliburton
HAL
$27B
| $85.7M | 0.06% |
1,328,197
+49,781
| +4% | +$3.41M |
|
359
Cigna
CI
$74.6B
| $85M | 0.06% |
936,891
+125,527
| +15% | +$11.7M |
|
360
Integer Holdings
ITGR
$3.43B
| $84.7M | 0.06% |
2,180,636
+5,594
| +0.3% | +$239K |
|
361
Provident Financial Services
PFS
$3.21B
| $84.5M | 0.06% |
5,160,554
+43,061
| +0.8% | +$728K |
|
|
CEO
362
DELISTED
CNOOC Limited
CEO
| $84.5M | 0.06% |
489,317
+10,004
| +2% | +$1.85M |
|
|
CNW
363
DELISTED
CON-WAY INC.
CNW
| $84.4M | 0.06% |
1,776,235
+232,750
| +15% | +$11.7M |
|
364
Scholastic
SCHL
$767M
| $84.1M | 0.06% |
2,601,285
-7,957
| -0.3% | -$276K |
|
365
UDR
UDR
$12.2B
| $83.9M | 0.06% |
3,078,577
+57,031
| +2% | +$1.65M |
|
366
Murphy Oil
MUR
$5.62B
| $83.9M | 0.06% |
1,473,480
-130,705
| -8% | -$8.09M |
|
367
Rush Enterprises Class A
RUSHA
$6.23B
| $83.8M | 0.06% |
5,638,700
+91,188
| +2% | +$1.43M |
|
|
NPKI
368
NPK International
NPKI
$1.08B
| $83.6M | 0.06% |
6,720,276
+205,245
| +3% | +$2.53M |
|
369
Spectrum Brands
SPB
$2.04B
| $83M | 0.06% |
917,122
-33,355
| -4% | -$2.86M |
|
|
SWC
370
DELISTED
Stillwater Mining Co
SWC
| $82.8M | 0.06% |
5,511,925
+39,568
| +0.7% | +$710K |
|
371
Infosys
INFY
$49B
| $82.8M | 0.06% |
10,950,136
-434,672
| -4% | -$3.13M |
|
|
DNR
372
DELISTED
Denbury Resources, Inc.
DNR
| $82.6M | 0.06% |
5,496,043
+772,680
| +16% | +$13M |
|
373
ArcBest
ARCB
$3.21B
| $82.3M | 0.06% |
2,205,540
-6,326
| -0.3% | -$240K |
|
374
Watts Water Technologies
WTS
$11.6B
| $82.2M | 0.06% |
1,411,465
-66,511
| -5% | -$4.07M |
|
|
IDTI
375
DELISTED
Integrated Device Technology I
IDTI
| $82.1M | 0.06% |
5,147,781
+75,776
| +1% | +$1.18M |
|
Similar funds
Dimensional Fund Advisors's Q3 2014 Portfolio in Review
As of Q3 2014, Dimensional Fund Advisors held 3,625 positions worth $141B, down 1.9% from $144B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Trading was light in Q3 2014: portfolio turnover was 3.1%. Dimensional Fund Advisors opened 33 new positions and exited 79, leaving the 3,625-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 18% of assets, down from 18% a quarter earlier, followed by Industrials and Energy.
- Dimensional Fund Advisors's largest Q3 2014 buy was Liberty Media Series C: 2,340,661 shares worth $58.8M.
- Dimensional Fund Advisors added most to ExxonMobil in Q3 2014, an estimated $214M increase.
- Dimensional Fund Advisors's biggest Q3 2014 reduction was Bank of America, cutting an estimated $154M.
- Dimensional Fund Advisors fully exited FOREST LABORATORIES INC in Q3 2014, selling an estimated $121M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $141B portfolio in Q3 2014.
- Dimensional Fund Advisors opened 33 new positions and closed 79 in Q3 2014.
- Dimensional Fund Advisors's portfolio value fell 1.9% quarter-over-quarter to $141B.
Based on Dimensional Fund Advisors's 13F filing for Q3 2014, filed 13 Nov 2014.