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 | |
|---|---|---|---|---|---|---|
951
Portland General Electric
POR
$5.71B
| $37.5M | 0.03% |
1,168,610
+104,782
| +10% | +$3.48M |
|
952
Texas Roadhouse
TXRH
$13.7B
| $37.5M | 0.03% |
1,346,646
+84,825
| +7% | +$2.21M |
|
|
BRKL
953
DELISTED
Brookline Bancorp
BRKL
| $37.4M | 0.03% |
4,379,224
+124,573
| +3% | +$1.13M |
|
|
TMH
954
DELISTED
Team Health Holdings Inc
TMH
| $37.4M | 0.03% |
645,250
+3,982
| +0.6% | +$222K |
|
|
AAMC
955
DELISTED
Altisource Asset Management Corp
AAMC
| $37.4M | 0.03% |
94,185
-140
| -0.1% | -$55.1K |
|
|
PTRY
956
DELISTED
PANTRY INC (THE)
PTRY
| $37.4M | 0.03% |
1,848,468
+98,322
| +6% | +$1.88M |
|
957
Allegiant Air
ALGT
$2.61B
| $37.3M | 0.03% |
301,487
+4,879
| +2% | +$598K |
|
958
Jabil
JBL
$36.1B
| $37.3M | 0.03% |
1,847,856
+469,058
| +34% | +$9.8M |
|
|
SCHW
959
Charles Schwab
SCHW
$187B
| $37.2M | 0.03% |
1,267,112
-16,913
| -1% | -$479K |
|
960
Cencora
COR
$63.2B
| $37.2M | 0.03% |
481,566
+17,246
| +4% | +$1.31M |
|
|
AXE
961
DELISTED
Anixter International Inc
AXE
| $37.1M | 0.03% |
437,326
+6,395
| +1% | +$581K |
|
|
MWW
962
DELISTED
Monster Worldwide Inc
MWW
| $37.1M | 0.03% |
6,738,311
+13,451
| +0.2% | +$80.1K |
|
963
Albany International
AIN
$1.74B
| $37M | 0.03% |
1,086,579
+8,227
| +0.8% | +$305K |
|
|
MRC
964
DELISTED
MRC Global
MRC
| $37M | 0.03% |
1,585,888
+629,914
| +66% | +$16.2M |
|
965
Flotek Industries
FTK
$1.32B
| $36.8M | 0.03% |
235,467
+16,538
| +8% | +$2.83M |
|
|
AVX
966
DELISTED
AVX Corporation
AVX
| $36.8M | 0.03% |
2,768,980
+84,195
| +3% | +$1.13M |
|
|
MRSH
967
Marsh
MRSH
$92.2B
| $36.8M | 0.03% |
702,166
+26,534
| +4% | +$1.38M |
|
968
Cooper Companies
COO
$14.3B
| $36.7M | 0.03% |
942,864
-10,292
| -1% | -$405K |
|
969
Nexstar Media Group
NXST
$5.74B
| $36.7M | 0.03% |
906,855
+102,664
| +13% | +$4.76M |
|
970
Monolithic Power Systems
MPWR
$66.8B
| $36.6M | 0.03% |
831,188
-2,100
| -0.3% | -$92.4K |
|
|
MZTI
971
The Marzetti Company
MZTI
$3.02B
| $36.6M | 0.03% |
428,908
+22,772
| +6% | +$2.05M |
|
972
NetApp
NTAP
$37.6B
| $36.6M | 0.03% |
851,166
+46,974
| +6% | +$1.88M |
|
|
CBL
973
DELISTED
CBL& Associates Properties, Inc.
CBL
| $36.6M | 0.03% |
2,042,556
+102,347
| +5% | +$1.93M |
|
974
Sonida Senior Living
SNDA
$1.91B
| $36.5M | 0.03% |
114,751
-1,759
| -2% | -$614K |
|
975
Brinker International
EAT
$9.75B
| $36.5M | 0.03% |
717,849
+135,027
| +23% | +$6.48M |
|
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.