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 | |
|---|---|---|---|---|---|---|
|
DTV
601
DELISTED
DIRECTV COM STK (DE)
DTV
| $55.7M | 0.04% |
644,075
+10,630
| +2% | +$914K |
|
|
CLGX
602
DELISTED
Corelogic, Inc.
CLGX
| $55.7M | 0.04% |
2,058,589
+43,307
| +2% | +$1.22M |
|
603
Teva Pharmaceuticals
TEVA
$40.8B
| $55.7M | 0.04% |
1,035,620
+184,849
| +22% | +$9.79M |
|
|
HRC
604
DELISTED
HILL-ROM HOLDINGS, INC.
HRC
| $55.6M | 0.04% |
1,341,953
+125,248
| +10% | +$5.26M |
|
|
PMC
605
DELISTED
PharMerica Corporation
PMC
| $55.6M | 0.04% |
2,275,449
+89,690
| +4% | +$2.38M |
|
|
AGN
606
DELISTED
Allergan Inc
AGN
| $55.5M | 0.04% |
311,535
-118
| -0% | -$19.6K |
|
|
NPBC
607
DELISTED
NATL PENN BANCSHARES INC
NPBC
| $55.5M | 0.04% |
5,714,915
+232,623
| +4% | +$2.37M |
|
608
TETRA Technologies
TTI
$1.14B
| $55M | 0.04% |
5,079,420
+139,007
| +3% | +$1.58M |
|
609
Duke Energy
DUK
$97.8B
| $55M | 0.04% |
735,082
-27,968
| -4% | -$2.04M |
|
610
Jack in the Box
JACK
$312M
| $54.8M | 0.04% |
803,485
-5,531
| -0.7% | -$333K |
|
611
Macy's
M
$6.53B
| $54.7M | 0.04% |
940,887
-29,514
| -3% | -$1.75M |
|
|
B
612
DELISTED
Barnes Group Inc.
B
| $54.7M | 0.04% |
1,802,897
+161,904
| +10% | +$5.68M |
|
|
TAL
613
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| $54.7M | 0.04% |
1,325,620
+163,715
| +14% | +$7.27M |
|
614
Dine Brands
DIN
$456M
| $54.7M | 0.04% |
669,834
+11,094
| +2% | +$901K |
|
615
Churchill Downs
CHDN
$5.88B
| $54.5M | 0.04% |
3,355,794
+49,854
| +2% | +$766K |
|
|
PTR
616
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $54.4M | 0.04% |
423,528
-11,539
| -3% | -$1.56M |
|
617
Apogee Enterprises
APOG
$826M
| $54.4M | 0.04% |
1,366,962
-54,101
| -4% | -$1.92M |
|
618
CNA Financial
CNA
$14.2B
| $54.4M | 0.04% |
1,429,636
-36,328
| -2% | -$1.41M |
|
619
Worthington Enterprises
WOR
$2.77B
| $54.3M | 0.04% |
2,367,006
+87,462
| +4% | +$2.17M |
|
620
Dorman Products
DORM
$3.98B
| $54.3M | 0.04% |
1,355,211
-127,903
| -9% | -$5.71M |
|
621
Sibanye-Stillwater
SBSW
$6.26B
| $53.9M | 0.04% |
6,749,036
+38,740
| +0.6% | +$349K |
|
622
Enpro
NPO
$6.63B
| $53.8M | 0.04% |
889,004
+2,954
| +0.3% | +$201K |
|
623
MasTec
MTZ
$20.8B
| $53.7M | 0.04% |
1,754,931
+78,536
| +5% | +$2.33M |
|
624
Kirby Corp
KEX
$7.01B
| $53.7M | 0.04% |
455,897
+109,081
| +31% | +$13M |
|
625
Baxter International
BAX
$13.5B
| $53.6M | 0.04% |
1,375,731
+89,717
| +7% | +$3.64M |
|
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.