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 | |
|---|---|---|---|---|---|---|
501
United Airlines
UAL
$39.4B
| $63.8M | 0.05% |
1,363,447
+24,665
| +2% | +$1.14M |
|
|
ORB
502
DELISTED
ORBITAL SCIENCES CORP
ORB
| $63.6M | 0.05% |
2,286,480
-2,944
| -0.1% | -$81K |
|
|
SAVE
503
DELISTED
Spirit Airlines, Inc.
SAVE
| $63.6M | 0.05% |
919,254
-4,973
| -0.5% | -$340K |
|
|
NBL
504
DELISTED
Noble Energy, Inc.
NBL
| $63.5M | 0.05% |
929,017
+40,199
| +5% | +$2.86M |
|
505
Sensient Technologies
SXT
$5.26B
| $63.5M | 0.05% |
1,213,115
+45,612
| +4% | +$2.49M |
|
506
SunCoke Energy
SXC
$720M
| $63.5M | 0.05% |
2,828,822
+175,740
| +7% | +$4.06M |
|
507
Korn Ferry
KFY
$4.18B
| $63.3M | 0.04% |
2,542,536
+52,834
| +2% | +$1.55M |
|
508
The Mosaic Company
MOS
$7.03B
| $63.2M | 0.04% |
1,422,095
+228,591
| +19% | +$10.7M |
|
509
Moog Inc Class A
MOG.A
$12.4B
| $63M | 0.04% |
920,742
+28,961
| +3% | +$2.01M |
|
510
ING
ING
$99.8B
| $62.8M | 0.04% |
4,427,300
-212,579
| -5% | -$2.93M |
|
|
ENLC
511
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $62.8M | 0.04% |
1,519,621
-66,473
| -4% | -$2.69M |
|
512
Suncor Energy
SU
$79.4B
| $62.8M | 0.04% |
1,736,729
+336,443
| +24% | +$13.5M |
|
513
Rio Tinto
RIO
$158B
| $62.6M | 0.04% |
1,273,604
+165,669
| +15% | +$9.15M |
|
514
Unifirst Corp
UNF
$5.3B
| $62.6M | 0.04% |
648,053
-13,146
| -2% | -$1.31M |
|
|
JNPR
515
DELISTED
Juniper Networks
JNPR
| $62.5M | 0.04% |
2,820,780
-496,865
| -15% | -$11.6M |
|
516
SITE Centers
SITC
$225M
| $62.2M | 0.04% |
2,887,681
+55,583
| +2% | +$1.26M |
|
517
Take-Two Interactive
TTWO
$45.4B
| $62.2M | 0.04% |
2,697,381
+102,581
| +4% | +$2.33M |
|
518
Assured Guaranty
AGO
$3.66B
| $62.2M | 0.04% |
2,807,158
+1,221
| +0% | +$28.4K |
|
519
Werner Enterprises
WERN
$2.24B
| $62.1M | 0.04% |
2,466,178
+264,956
| +12% | +$6.7M |
|
520
Primerica
PRI
$9.98B
| $62M | 0.04% |
1,285,551
+30,912
| +2% | +$1.49M |
|
521
TotalEnergies
TTE
$195B
| $62M | 0.04% |
961,632
| – | – |
|
522
TJX Companies
TJX
$174B
| $61.9M | 0.04% |
2,091,628
+42,722
| +2% | +$1.2M |
|
523
Newmont
NEM
$98.7B
| $61.8M | 0.04% |
2,680,258
+1,115,253
| +71% | +$28.4M |
|
|
CADE
524
DELISTED
Cadence Bank
CADE
| $61.8M | 0.04% |
3,067,117
-98,495
| -3% | -$2.14M |
|
|
ISCA
525
DELISTED
International Speedway Corp
ISCA
| $61.6M | 0.04% |
1,947,886
+12,169
| +0.6% | +$392K |
|
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.