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 | |
|---|---|---|---|---|---|---|
|
SPLS
576
DELISTED
Staples Inc
SPLS
| $57.8M | 0.04% |
4,775,615
+355,096
| +8% | +$4.17M |
|
577
Children's Place
PLCE
$54.3M
| $57.7M | 0.04% |
1,211,210
+131,864
| +12% | +$6.67M |
|
|
DFS
578
DELISTED
Discover Financial Services
DFS
| $57.6M | 0.04% |
894,491
+13,408
| +2% | +$840K |
|
|
WPX
579
DELISTED
WPX Energy, Inc.
WPX
| $57.3M | 0.04% |
2,382,134
+109,127
| +5% | +$2.58M |
|
|
PXD
580
DELISTED
Pioneer Natural Resource Co.
PXD
| $57.1M | 0.04% |
290,025
+3,898
| +1% | +$825K |
|
|
TCO
581
DELISTED
Taubman Centers Inc.
TCO
| $57.1M | 0.04% |
782,506
+20,553
| +3% | +$1.55M |
|
582
AstraZeneca
AZN
$263B
| $57.1M | 0.04% |
799,452
+46,862
| +6% | +$3.43M |
|
583
Deckers Outdoor
DECK
$13.2B
| $56.9M | 0.04% |
3,516,006
-32,982
| -0.9% | -$504K |
|
584
First Merchants
FRME
$2.68B
| $56.9M | 0.04% |
2,816,656
+25,072
| +0.9% | +$511K |
|
585
Atlantic Union Bankshares
AUB
$6.02B
| $56.8M | 0.04% |
2,459,939
+53,975
| +2% | +$1.3M |
|
586
Huntsman Corp
HUN
$1.71B
| $56.8M | 0.04% |
2,186,118
-13,178
| -0.6% | -$359K |
|
587
Azenta
AZTA
$1.3B
| $56.7M | 0.04% |
5,395,106
+74,181
| +1% | +$796K |
|
|
SWN
588
DELISTED
Southwestern Energy Company
SWN
| $56.6M | 0.04% |
1,619,020
+306,893
| +23% | +$12.3M |
|
589
Conagra Brands
CAG
$6.94B
| $56.6M | 0.04% |
2,199,867
+479,333
| +28% | +$11.8M |
|
590
Deere & Co
DE
$160B
| $56.5M | 0.04% |
689,277
+18,536
| +3% | +$1.58M |
|
|
CQB
591
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $56.4M | 0.04% |
3,971,922
-8,797
| -0.2% | -$108K |
|
592
KeyCorp
KEY
$24.2B
| $56.4M | 0.04% |
4,230,235
-376,749
| -8% | -$5.16M |
|
|
PPLI
593
People Inc
PPLI
$3.09B
| $56.3M | 0.04% |
4,784,387
-529,448
| -10% | -$6.4M |
|
|
BGC
594
DELISTED
General Cable Corporation
BGC
| $56.3M | 0.04% |
3,731,737
-101,375
| -3% | -$2.22M |
|
595
Johnson Controls International
JCI
$88.8B
| $55.9M | 0.04% |
1,214,111
+23,132
| +2% | +$1.17M |
|
|
KNGT
596
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $55.9M | 0.04% |
2,039,833
+19,945
| +1% | +$546K |
|
|
CIVI
597
DELISTED
Civitas Resources
CIVI
| $55.8M | 0.04% |
8,794
+576
| +7% | +$3.74M |
|
598
1st Source
SRCE
$2.16B
| $55.8M | 0.04% |
2,156,644
+1,707
| +0.1% | +$45.9K |
|
|
WCG
599
DELISTED
Wellcare Health Plans, Inc.
WCG
| $55.8M | 0.04% |
924,990
+316,781
| +52% | +$21M |
|
|
CJES
600
DELISTED
C&J ENERGY SVCS LTD
CJES
| $55.8M | 0.04% |
1,826,222
+334,712
| +22% | +$10M |
|
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.