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 | |
|---|---|---|---|---|---|---|
1526
Global Indemnity Group
GBLI
$398M
| $22.1M | 0.02% |
877,532
-2,908
| -0.3% | -$75.3K |
|
1527
Otter Tail
OTTR
$3.9B
| $22.1M | 0.02% |
829,757
+27,991
| +3% | +$792K |
|
1528
Enovis
ENOV
$1.78B
| $22.1M | 0.02% |
225,552
+910
| +0.4% | +$102K |
|
|
TGH
1529
DELISTED
Textainer Group Holdings limited
TGH
| $22.1M | 0.02% |
710,716
+8,695
| +1% | +$312K |
|
1530
Employers Holdings
EIG
$911M
| $22.1M | 0.02% |
1,148,588
+17,560
| +2% | +$366K |
|
1531
Team
TISI
$76.6M
| $22.1M | 0.02% |
58,269
+3,427
| +6% | +$1.38M |
|
1532
Natural Gas Services Group
NGS
$479M
| $22.1M | 0.02% |
916,757
+12,336
| +1% | +$360K |
|
1533
Commerce Bancshares
CBSH
$8.62B
| $22M | 0.02% |
886,040
+20,699
| +2% | +$528K |
|
1534
Resources Connection
RGP
$158M
| $22M | 0.02% |
1,579,998
+39,432
| +3% | +$581K |
|
1535
Toro Company
TTC
$9.44B
| $22M | 0.02% |
743,396
-6,282
| -0.8% | -$191K |
|
1536
Badger Meter
BMI
$4.07B
| $22M | 0.02% |
872,772
+29,072
| +3% | +$746K |
|
1537
First Financial Corp
THFF
$985M
| $22M | 0.02% |
711,340
+8,302
| +1% | +$264K |
|
|
EGL
1538
DELISTED
Engility Holdings, Inc.
EGL
| $22M | 0.02% |
705,617
+19,945
| +3% | +$701K |
|
|
OME
1539
DELISTED
Omega Protein
OME
| $22M | 0.02% |
1,756,909
+97,111
| +6% | +$1.35M |
|
|
DCOM
1540
DELISTED
Dime Community Bancshares
DCOM
| $21.9M | 0.02% |
1,519,174
+54,523
| +4% | +$831K |
|
1541
Edison International
EIX
$27.2B
| $21.8M | 0.02% |
390,682
+1,332
| +0.3% | +$76.1K |
|
1542
WPP
WPP
$4.44B
| $21.8M | 0.02% |
217,415
-4,897
| -2% | -$507K |
|
1543
Ingles Markets
IMKTA
$1.74B
| $21.8M | 0.02% |
921,254
+9,672
| +1% | +$245K |
|
|
GG
1544
DELISTED
Goldcorp Inc
GG
| $21.8M | 0.02% |
947,270
-223,660
| -19% | -$6.01M |
|
1545
Tesla
TSLA
$1.29T
| $21.8M | 0.02% |
1,345,950
-11,160
| -0.8% | -$184K |
|
1546
National Grid
NGG
$80.9B
| $21.8M | 0.02% |
313,983
+7,665
| +3% | +$545K |
|
1547
Patrick Industries
PATK
$2.88B
| $21.8M | 0.02% |
1,734,760
+55,748
| +3% | +$709K |
|
1548
Harmony Gold Mining
HMY
$10.5B
| $21.8M | 0.02% |
10,072,818
-535,338
| -5% | -$1.56M |
|
1549
WisdomTree
WT
$3.42B
| $21.8M | 0.02% |
1,912,328
+78,211
| +4% | +$890K |
|
1550
Companhia Siderúrgica Nacional
SID
$1.24B
| $21.8M | 0.02% |
6,129,085
+405,493
| +7% | +$1.86M |
|
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.