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 | |
|---|---|---|---|---|---|---|
376
FTI Consulting
FCN
$4.4B
| $81.7M | 0.06% |
2,335,924
+146,186
| +7% | +$5.4M |
|
377
Medtronic
MDT
$109B
| $81.6M | 0.06% |
1,316,759
+19,308
| +1% | +$1.23M |
|
378
Post Holdings
POST
$4.14B
| $81.5M | 0.06% |
3,753,228
+52,751
| +1% | +$1.41M |
|
|
ODP
379
DELISTED
ODP
ODP
| $81.4M | 0.06% |
1,582,741
+50,431
| +3% | +$2.67M |
|
|
SHLM
380
DELISTED
Schulman (A.) Inc
SHLM
| $81.2M | 0.06% |
2,246,885
+23,115
| +1% | +$913K |
|
381
Kinder Morgan
KMI
$71.7B
| $81.2M | 0.06% |
2,118,101
+789,918
| +59% | +$30M |
|
382
AAR Corp
AIR
$5.59B
| $81.2M | 0.06% |
3,361,827
+2,517
| +0.1% | +$68.3K |
|
383
Starbucks
SBUX
$120B
| $81.1M | 0.06% |
2,149,026
+359,172
| +20% | +$13.9M |
|
384
Toyota
TM
$224B
| $81M | 0.06% |
688,967
+21,555
| +3% | +$2.54M |
|
385
Televisa
TV
$1.48B
| $80.5M | 0.06% |
2,377,778
-2,744
| -0.1% | -$97.6K |
|
|
WOOF
386
DELISTED
VCA Inc.
WOOF
| $80.2M | 0.06% |
2,037,943
-24,283
| -1% | -$937K |
|
|
MW
387
DELISTED
THE MENS WAREHOUSE INC
MW
| $79.8M | 0.06% |
1,690,504
+5,989
| +0.4% | +$320K |
|
388
Blackrock
BLK
$169B
| $79.7M | 0.06% |
242,689
-15,186
| -6% | -$4.89M |
|
|
MAGN
389
Magnera Corp
MAGN
$472M
| $79.5M | 0.06% |
278,741
-1,922
| -0.7% | -$612K |
|
|
TIVO
390
DELISTED
Tivo Inc
TIVO
| $79.5M | 0.06% |
4,027,190
+144,428
| +4% | +$3.26M |
|
391
Pinnacle Financial Partners Inc
PNFP
$15.9B
| $79.4M | 0.06% |
2,200,510
-58,690
| -3% | -$2.16M |
|
|
IBKC
392
DELISTED
IBERIABANK Corp
IBKC
| $79.4M | 0.06% |
1,270,445
+47,447
| +4% | +$3.13M |
|
|
ADT
393
DELISTED
ADT Corp
ADT
| $79.4M | 0.06% |
2,239,089
+642,087
| +40% | +$22.8M |
|
394
eBay
EBAY
$50.6B
| $78.8M | 0.06% |
3,310,412
+5,348
| +0.2% | +$119K |
|
|
WBA
395
DELISTED
Walgreens Boots Alliance
WBA
| $78.8M | 0.06% |
1,328,858
-33,128
| -2% | -$2.17M |
|
396
Vulcan Materials
VMC
$34.8B
| $78.4M | 0.06% |
1,302,247
-76,231
| -6% | -$4.81M |
|
|
FMBI
397
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $78.4M | 0.06% |
4,869,516
+156,762
| +3% | +$2.63M |
|
|
BEL
398
DELISTED
Belmond Ltd.
BEL
| $78.3M | 0.06% |
6,719,328
+72,672
| +1% | +$940K |
|
|
FL
399
DELISTED
Foot Locker
FL
| $78M | 0.06% |
1,402,026
+21,743
| +2% | +$1.14M |
|
400
Nike
NKE
$61.9B
| $78M | 0.06% |
1,749,412
+170,596
| +11% | +$6.77M |
|
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.