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 | |
|---|---|---|---|---|---|---|
476
Teleflex
TFX
$6.05B
| $68.1M | 0.05% |
648,375
-21,992
| -3% | -$2.36M |
|
477
Mitsubishi UFJ Financial
MUFG
$253B
| $67.6M | 0.05% |
12,048,965
-33,872
| -0.3% | -$198K |
|
478
Ameriprise Financial
AMP
$48.3B
| $67M | 0.05% |
543,160
-89,661
| -14% | -$11M |
|
|
PARA
479
DELISTED
Paramount Global Class B
PARA
| $66.7M | 0.05% |
1,246,785
-164,945
| -12% | -$9.72M |
|
480
Tidewater
TDW
$3.73B
| $66.6M | 0.05% |
52,857
+9,242
| +21% | +$14.4M |
|
|
RFMD
481
DELISTED
RF MICRO DEVICES INC
RFMD
| $66.3M | 0.05% |
5,746,287
-41,674
| -0.7% | -$469K |
|
482
G-III Apparel Group
GIII
$1.54B
| $66.3M | 0.05% |
1,599,126
+45,866
| +3% | +$1.88M |
|
|
DGI
483
DELISTED
DigitalGlobe Inc.
DGI
| $66.1M | 0.05% |
2,319,431
+80,530
| +4% | +$2.34M |
|
|
VR
484
DELISTED
Validus Hold Ltd
VR
| $66M | 0.05% |
1,685,414
-17,866
| -1% | -$685K |
|
|
TCF
485
DELISTED
TCF Financial Corporation
TCF
| $65.9M | 0.05% |
4,241,694
+473,947
| +13% | +$7.57M |
|
486
Alexandria Real Estate Equities
ARE
$8.97B
| $65.3M | 0.05% |
885,399
+28,695
| +3% | +$2.23M |
|
|
AXLL
487
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $65.1M | 0.05% |
1,818,976
+378,675
| +26% | +$16M |
|
|
RTI
488
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
| $65M | 0.05% |
2,637,190
-24,041
| -0.9% | -$650K |
|
489
Dycom Industries
DY
$12B
| $65M | 0.05% |
2,115,389
+28,156
| +1% | +$858K |
|
|
UFS
490
DELISTED
DOMTAR CORPORATION (New)
UFS
| $64.8M | 0.05% |
1,845,526
+101,724
| +6% | +$3.88M |
|
491
EnerSys
ENS
$6.78B
| $64.8M | 0.05% |
1,104,163
+24,704
| +2% | +$1.58M |
|
492
Pultegroup
PHM
$24.1B
| $64.6M | 0.05% |
3,656,666
+115,784
| +3% | +$2.18M |
|
|
SNDK
493
DELISTED
SANDISK CORP
SNDK
| $64.6M | 0.05% |
658,954
-7,398
| -1% | -$724K |
|
|
NE
494
DELISTED
Noble Corporation
NE
| $64.5M | 0.05% |
2,902,099
+485,209
| +20% | +$13.1M |
|
495
Western Alliance Bancorporation
WAL
$8.79B
| $64.4M | 0.05% |
2,695,719
+14,449
| +0.5% | +$342K |
|
496
Manhattan Associates
MANH
$11.2B
| $64.3M | 0.05% |
1,923,157
-107,988
| -5% | -$3.38M |
|
497
Lear
LEA
$6.54B
| $64M | 0.05% |
740,358
+11,187
| +2% | +$1.08M |
|
498
Service Corp International
SCI
$11.8B
| $63.9M | 0.05% |
3,024,339
+212,884
| +8% | +$4.54M |
|
499
Vail Resorts
MTN
$5.32B
| $63.9M | 0.05% |
736,442
+48,106
| +7% | +$3.82M |
|
500
Telephone and Data Systems
TDS
$3.82B
| $63.9M | 0.05% |
2,666,240
+355,624
| +15% | +$9.02M |
|
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.