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 | |
|---|---|---|---|---|---|---|
1126
KLA
KLAC
$257B
| $30.9M | 0.02% |
3,915,750
-1,480
| -0% | -$11.2K |
|
1127
Viatris
VTRS
$20B
| $30.8M | 0.02% |
677,885
-145,229
| -18% | -$7.06M |
|
1128
Bath & Body Works
BBWI
$4.18B
| $30.8M | 0.02% |
569,092
+8,200
| +1% | +$412K |
|
|
RT
1129
DELISTED
Ruby Tuesday Georgia
RT
| $30.8M | 0.02% |
5,230,346
+11,484
| +0.2% | +$73.9K |
|
1130
Independent Bank
INDB
$4.04B
| $30.8M | 0.02% |
862,133
+32,903
| +4% | +$1.21M |
|
|
MHFI
1131
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $30.8M | 0.02% |
364,654
+4,804
| +1% | +$395K |
|
1132
Middleby
MIDD
$6.02B
| $30.8M | 0.02% |
349,226
-175,651
| -33% | -$14.5M |
|
|
WCC
1133
WESCO International
WCC
$18.3B
| $30.8M | 0.02% |
393,023
+67,608
| +21% | +$5.59M |
|
1134
Ormat Technologies
ORA
$6.7B
| $30.7M | 0.02% |
1,168,216
+24,238
| +2% | +$659K |
|
|
ANR
1135
DELISTED
Alpha Natural Resources Inc
ANR
| $30.7M | 0.02% |
12,368,909
-2,902,608
| -19% | -$10M |
|
|
ATW
1136
DELISTED
Atwood Oceanics
ATW
| $30.7M | 0.02% |
701,821
+216,855
| +45% | +$10.4M |
|
|
NLSN
1137
DELISTED
Nielsen Holdings plc
NLSN
| $30.6M | 0.02% |
690,948
-68,113
| -9% | -$3.2M |
|
1138
Rogers Corp
ROG
$2.38B
| $30.6M | 0.02% |
559,167
+30,620
| +6% | +$1.85M |
|
|
TI
1139
DELISTED
Telecom Italia
TI
| $30.6M | 0.02% |
2,676,282
-2,625
| -0.1% | -$30.3K |
|
1140
Acadia Healthcare
ACHC
$2.9B
| $30.6M | 0.02% |
630,905
+61,307
| +11% | +$3M |
|
|
TXNM
1141
TXNM Energy Inc
TXNM
$5.91B
| $30.6M | 0.02% |
1,227,297
+49,471
| +4% | +$1.31M |
|
1142
Unisys
UIS
$216M
| $30.6M | 0.02% |
1,305,914
-2,926
| -0.2% | -$67.3K |
|
1143
Oil States International
OIS
$522M
| $30.6M | 0.02% |
493,569
+70,816
| +17% | +$4.44M |
|
1144
Haemonetics
HAE
$3.92B
| $30.6M | 0.02% |
874,935
+113,239
| +15% | +$4.04M |
|
1145
Telkom Indonesia
TLK
$14.7B
| $30.5M | 0.02% |
1,270,570
+61,194
| +5% | +$1.42M |
|
1146
Materion
MTRN
$5.77B
| $30.5M | 0.02% |
993,883
+49,227
| +5% | +$1.67M |
|
|
MTSC
1147
DELISTED
MTS Systems Corp
MTSC
| $30.5M | 0.02% |
446,311
+9,029
| +2% | +$617K |
|
|
KOG
1148
DELISTED
KODIAK OIL & GAS CORP
KOG
| $30.4M | 0.02% |
2,239,762
+5,903
| +0.3% | +$88.6K |
|
|
LSI
1149
DELISTED
Life Storage, Inc.
LSI
| $30.4M | 0.02% |
612,285
+21,138
| +4% | +$1.09M |
|
|
HCBK
1150
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $30.3M | 0.02% |
3,116,526
-15,611
| -0.5% | -$154K |
|
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.