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 | |
|---|---|---|---|---|---|---|
1151
Silicon Laboratories
SLAB
$7.22B
| $30.2M | 0.02% |
744,088
+35,747
| +5% | +$1.57M |
|
1152
Mine Safety
MSA
$7.47B
| $30.2M | 0.02% |
611,924
+16,514
| +3% | +$914K |
|
1153
Exelon
EXC
$46.9B
| $30.2M | 0.02% |
1,242,852
-4,178
| -0.3% | -$97.8K |
|
1154
Bristow Group
VTOL
$1.38B
| $30.2M | 0.02% |
694,337
+29,080
| +4% | +$1.53M |
|
1155
Pricesmart
PSMT
$5.79B
| $30.2M | 0.02% |
352,446
+48,261
| +16% | +$4.2M |
|
1156
First Financial Bancorp
FFBC
$3.61B
| $30.1M | 0.02% |
1,903,745
+80,971
| +4% | +$1.34M |
|
1157
MGE Energy Inc
MGEE
$3.05B
| $30.1M | 0.02% |
808,431
+18,650
| +2% | +$729K |
|
1158
AMERISAFE
AMSF
$553M
| $30.1M | 0.02% |
769,384
+11,843
| +2% | +$455K |
|
1159
Altisource Portfolio Solutions
ASPS
$65.8M
| $30.1M | 0.02% |
37,313
+2,905
| +8% | +$2.37M |
|
|
BTU
1160
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $30.1M | 0.02% |
161,999
-4,101
| -2% | -$932K |
|
1161
NatWest
NWG
$77B
| $30M | 0.02% |
2,334,833
+57,699
| +3% | +$717K |
|
1162
LCI Industries
LCII
$2.59B
| $30M | 0.02% |
709,931
+14,689
| +2% | +$666K |
|
|
SGI
1163
Somnigroup International
SGI
$14B
| $29.9M | 0.02% |
2,126,856
+12,420
| +0.6% | +$182K |
|
1164
FirstCash
FCFS
$8.86B
| $29.9M | 0.02% |
533,289
+55,115
| +12% | +$3.13M |
|
|
BECN
1165
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $29.8M | 0.02% |
1,169,688
-178
| -0% | -$5.03K |
|
1166
Adobe
ADBE
$101B
| $29.8M | 0.02% |
430,651
-25,755
| -6% | -$1.83M |
|
|
APOL
1167
DELISTED
Apollo Education Group Inc Class A
APOL
| $29.7M | 0.02% |
1,179,195
+3,338
| +0.3% | +$92.9K |
|
1168
Quaker Houghton
KWR
$2.98B
| $29.6M | 0.02% |
412,194
+2,254
| +0.5% | +$169K |
|
|
ASNA
1169
DELISTED
Ascena Retail Group, Inc.
ASNA
| $29.5M | 0.02% |
111,053
+15,899
| +17% | +$5.21M |
|
1170
Cousins Properties
CUZ
$5.02B
| $29.5M | 0.02% |
875,562
+90,760
| +12% | +$3.23M |
|
|
AFFX
1171
DELISTED
Affymetrix Inc
AFFX
| $29.5M | 0.02% |
3,699,459
-193,825
| -5% | -$1.66M |
|
|
GLDD
1172
DELISTED
Great Lakes Dredge & Dock
GLDD
| $29.5M | 0.02% |
4,765,507
+74,446
| +2% | +$550K |
|
|
ESGR
1173
DELISTED
Enstar Group
ESGR
| $29.4M | 0.02% |
215,971
+11,836
| +6% | +$1.69M |
|
1174
Sysco
SYY
$40.6B
| $29.4M | 0.02% |
775,253
+44,269
| +6% | +$1.65M |
|
|
TYPE
1175
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $29.4M | 0.02% |
1,038,446
+23,009
| +2% | +$671K |
|
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.