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 | |
|---|---|---|---|---|---|---|
451
Capitol Federal Financial
CFFN
$1.09B
| $70.4M | 0.05% |
5,956,309
+444,098
| +8% | +$5.36M |
|
452
Safety Insurance
SAFT
$1.52B
| $70.4M | 0.05% |
1,305,678
-7,965
| -0.6% | -$422K |
|
|
OMG
453
DELISTED
OM GROUP INC.
OMG
| $70.3M | 0.05% |
2,710,179
-20,335
| -0.7% | -$572K |
|
454
WesBanco
WSBC
$3.97B
| $70.3M | 0.05% |
2,296,952
+18,017
| +0.8% | +$551K |
|
455
Emerson Electric
EMR
$83.9B
| $70M | 0.05% |
1,118,769
+52,470
| +5% | +$3.41M |
|
456
Northwest Bancshares
NWBI
$2.3B
| $70M | 0.05% |
5,784,709
+291,670
| +5% | +$3.69M |
|
457
Extra Space Storage
EXR
$31.3B
| $69.7M | 0.05% |
1,351,552
+21,007
| +2% | +$1.11M |
|
|
AAWW
458
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $69.7M | 0.05% |
2,110,581
+73,194
| +4% | +$2.53M |
|
|
DRE
459
DELISTED
Duke Realty Corp.
DRE
| $69.6M | 0.05% |
4,051,804
+64,043
| +2% | +$1.16M |
|
460
Lam Research
LRCX
$367B
| $69.6M | 0.05% |
9,313,340
-69,320
| -0.7% | -$494K |
|
|
VER
461
DELISTED
VEREIT, Inc.
VER
| $69.5M | 0.05% |
1,153,219
+238,140
| +26% | +$15.3M |
|
462
Avient
AVNT
$3.33B
| $69.5M | 0.05% |
1,953,894
-103,610
| -5% | -$4.07M |
|
|
BRCD
463
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $69.5M | 0.05% |
6,389,743
-344,116
| -5% | -$3.35M |
|
464
Matsons
MATX
$6.13B
| $69.4M | 0.05% |
2,771,764
+72,337
| +3% | +$1.98M |
|
|
PVTB
465
DELISTED
PrivateBancorp Inc
PVTB
| $69.4M | 0.05% |
2,318,841
-3,126
| -0.1% | -$91.9K |
|
|
MON
466
DELISTED
Monsanto Co
MON
| $69.3M | 0.05% |
615,735
+23,815
| +4% | +$2.78M |
|
|
RTN
467
DELISTED
Raytheon Company
RTN
| $69.2M | 0.05% |
681,088
+85,362
| +14% | +$8.18M |
|
468
Truist Financial
TFC
$63.3B
| $69M | 0.05% |
1,852,931
+16,161
| +0.9% | +$610K |
|
|
IPCC
469
DELISTED
Infinity Property & Casualty C
IPCC
| $68.9M | 0.05% |
1,076,458
-39,423
| -4% | -$2.63M |
|
|
KRFT
470
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $68.6M | 0.05% |
1,216,781
-74,020
| -6% | -$4.28M |
|
471
United Rentals
URI
$67.2B
| $68.5M | 0.05% |
616,507
+33,559
| +6% | +$3.77M |
|
|
CSC
472
DELISTED
Computer Sciences
CSC
| $68.4M | 0.05% |
2,656,180
+164,157
| +7% | +$4.22M |
|
|
BGG
473
DELISTED
Briggs & Stratton Corp.
BGG
| $68.4M | 0.05% |
3,796,826
+74,830
| +2% | +$1.47M |
|
|
AEGN
474
DELISTED
Aegion Corp
AEGN
| $68.3M | 0.05% |
3,067,803
+83,600
| +3% | +$1.97M |
|
475
Molina Healthcare
MOH
$10.2B
| $68.2M | 0.05% |
1,611,407
-3,325
| -0.2% | -$147K |
|
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.