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 | |
|---|---|---|---|---|---|---|
776
Applied Industrial Technologies
AIT
$13.3B
| $45M | 0.03% |
985,640
+38,404
| +4% | +$1.88M |
|
777
GSK
GSK
$104B
| $45M | 0.03% |
782,308
+45,822
| +6% | +$2.81M |
|
|
WRI
778
DELISTED
Weingarten Realty Investors
WRI
| $44.9M | 0.03% |
1,423,984
+52,242
| +4% | +$1.74M |
|
|
NTUS
779
DELISTED
Natus Medical Inc
NTUS
| $44.9M | 0.03% |
1,519,977
-20,740
| -1% | -$572K |
|
|
SSI
780
DELISTED
Stage Stores Inc
SSI
| $44.8M | 0.03% |
2,617,259
+70,517
| +3% | +$1.26M |
|
781
NVIDIA
NVDA
$5.3T
| $44.7M | 0.03% |
96,979,400
-2,170,480
| -2% | -$1.02M |
|
|
AKRX
782
DELISTED
Akorn Inc
AKRX
| $44.7M | 0.03% |
1,233,001
-705
| -0.1% | -$25.3K |
|
783
Dominion Energy
D
$58.8B
| $44.7M | 0.03% |
647,290
+18,636
| +3% | +$1.29M |
|
|
CA
784
DELISTED
CA, Inc.
CA
| $44.7M | 0.03% |
1,600,085
+349,261
| +28% | +$9.97M |
|
785
Progressive
PGR
$125B
| $44.7M | 0.03% |
1,767,345
+353,125
| +25% | +$8.7M |
|
786
Biglari Holdings Class B
BH
$1.22B
| $44.7M | 0.03% |
197,255
+16,994
| +9% | +$4.25M |
|
|
PNK
787
DELISTED
Pinnacle Entertainment Inc.
PNK
| $44.6M | 0.03% |
1,778,200
-49,529
| -3% | -$1.21M |
|
788
Matthews International
MATW
$863M
| $44.6M | 0.03% |
1,015,055
+284,950
| +39% | +$12.7M |
|
789
Huron Consulting
HURN
$2.39B
| $44.5M | 0.03% |
729,585
+63,382
| +10% | +$4.05M |
|
790
Kelly Services Class A
KELYA
$542M
| $44.4M | 0.03% |
2,836,092
-42,451
| -1% | -$703K |
|
791
Cracker Barrel
CBRL
$1.3B
| $44.4M | 0.03% |
430,101
+31,968
| +8% | +$3.2M |
|
792
Cognex
CGNX
$11.2B
| $44.3M | 0.03% |
2,202,476
-197,184
| -8% | -$4.07M |
|
793
Thor Industries
THO
$4.04B
| $44.3M | 0.03% |
859,637
+140,413
| +20% | +$7.52M |
|
|
LHO
794
DELISTED
LaSalle Hotel Properties
LHO
| $44.3M | 0.03% |
1,292,460
+36,870
| +3% | +$1.32M |
|
|
ANAT
795
DELISTED
American National Group, Inc. Common Stock
ANAT
| $44.2M | 0.03% |
393,289
-3,905
| -1% | -$442K |
|
|
CAB
796
DELISTED
Cabela's Inc
CAB
| $44.1M | 0.03% |
748,432
-389,735
| -34% | -$23.3M |
|
797
BHP
BHP
$223B
| $44.1M | 0.03% |
884,884
+99,098
| +13% | +$5.76M |
|
798
Lattice Semiconductor
LSCC
$18.3B
| $44.1M | 0.03% |
5,873,749
+14,217
| +0.2% | +$107K |
|
799
Waste Management
WM
$91.5B
| $43.9M | 0.03% |
924,301
+6,638
| +0.7% | +$304K |
|
800
Skyworks Solutions
SWKS
$10.1B
| $43.9M | 0.03% |
755,467
-700
| -0.1% | -$37.3K |
|
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.