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 | |
|---|---|---|---|---|---|---|
|
REXX
976
DELISTED
Rex Energy Corporation
REXX
| $36.4M | 0.03% |
287,627
+20,835
| +8% | +$3.06M |
|
977
Forward Air
FWRD
$563M
| $36.4M | 0.03% |
812,860
+16,905
| +2% | +$790K |
|
978
Fidelity National Financial
FNF
$14.1B
| $36.4M | 0.03% |
1,891,918
-446,375
| -19% | -$8.63M |
|
979
Jacobs Solutions
J
$16.9B
| $36.4M | 0.03% |
902,182
-4,319
| -0.5% | -$188K |
|
980
Greenlight Captial
GLRE
$511M
| $36.4M | 0.03% |
1,123,587
+74,889
| +7% | +$2.52M |
|
981
Banner Corp
BANR
$2.4B
| $36.3M | 0.03% |
943,573
-11,719
| -1% | -$460K |
|
982
Parker-Hannifin
PH
$135B
| $36.3M | 0.03% |
317,935
-14,724
| -4% | -$1.74M |
|
983
Titan International
TWI
$465M
| $36.2M | 0.03% |
3,060,954
+104,815
| +4% | +$1.54M |
|
984
Chord Energy
CHRD
$7.46B
| $36.1M | 0.03% |
862,740
+409,163
| +90% | +$20.4M |
|
|
TFCF
985
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $36M | 0.03% |
1,082,021
-226,273
| -17% | -$7.63M |
|
986
Grupo Cibest SA
CIB
$21.4B
| $36M | 0.03% |
633,964
+31,482
| +5% | +$1.93M |
|
987
RLJ Lodging Trust
RLJ
$1.81B
| $36M | 0.03% |
1,262,835
+174,114
| +16% | +$5.08M |
|
988
Advanced Energy
AEIS
$13B
| $35.9M | 0.03% |
1,912,390
-10,075
| -0.5% | -$186K |
|
989
MarketAxess Holdings
MKTX
$5.72B
| $35.9M | 0.03% |
580,908
+13,796
| +2% | +$777K |
|
990
PPG Industries
PPG
$26B
| $35.9M | 0.03% |
365,020
+13,712
| +4% | +$1.4M |
|
|
LNCE
991
DELISTED
Snyders-Lance, Inc.
LNCE
| $35.8M | 0.03% |
1,352,126
+71,095
| +6% | +$1.91M |
|
992
Iridium Communications
IRDM
$5.12B
| $35.8M | 0.03% |
4,041,229
-3,108
| -0.1% | -$26.9K |
|
993
Home BancShares
HOMB
$6.18B
| $35.7M | 0.03% |
2,430,440
-114,996
| -5% | -$1.76M |
|
|
MCF
994
DELISTED
Contango Oil & Gas Co.
MCF
| $35.7M | 0.03% |
1,073,885
+24,596
| +2% | +$960K |
|
995
Omnicom Group
OMC
$22.6B
| $35.7M | 0.03% |
517,954
+212,167
| +69% | +$15.1M |
|
996
Viasat
VSAT
$11.3B
| $35.5M | 0.03% |
643,374
+6,991
| +1% | +$399K |
|
|
CTRA
997
DELISTED
Coterra Energy
CTRA
| $35.5M | 0.03% |
1,084,530
+18,885
| +2% | +$631K |
|
|
BBL
998
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $35.4M | 0.03% |
637,065
+2,195
| +0.3% | +$143K |
|
999
Astec Industries
ASTE
$1.02B
| $35.4M | 0.03% |
969,461
+49,631
| +5% | +$2.01M |
|
|
ECHO
1000
EchoStar
ECHO
$25.3B
| $35.3M | 0.03% |
892,821
-5,802
| -0.6% | -$238K |
|
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.