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 | |
|---|---|---|---|---|---|---|
|
MSCC
651
DELISTED
Microsemi Corp
MSCC
| $51.3M | 0.04% |
2,019,178
+19,979
| +1% | +$511K |
|
|
TCF
652
DELISTED
TCF Financial Corporation Common Stock
TCF
| $51.3M | 0.04% |
1,907,655
+24,947
| +1% | +$696K |
|
653
Cheesecake Factory
CAKE
$5.04B
| $51.2M | 0.04% |
1,126,263
+160,282
| +17% | +$7.19M |
|
654
Federal Signal
FSS
$7.63B
| $51.1M | 0.04% |
3,858,771
-13,271
| -0.3% | -$193K |
|
|
WCN
655
Waste Connections
WCN
$42.2B
| $51M | 0.04% |
1,577,775
+358,660
| +29% | +$11.6M |
|
656
Genesco
GCO
$425M
| $50.9M | 0.04% |
680,239
+10,376
| +2% | +$828K |
|
657
REX American Resources
REX
$1.42B
| $50.8M | 0.04% |
4,180,662
-183,420
| -4% | -$2.73M |
|
658
Eastman Chemical
EMN
$8B
| $50.8M | 0.04% |
627,321
+26,097
| +4% | +$2.18M |
|
659
La-Z-Boy
LZB
$1.58B
| $50.7M | 0.04% |
2,563,402
-8,319
| -0.3% | -$180K |
|
660
CTS Corp
CTS
$1.83B
| $50.7M | 0.04% |
3,191,346
-52,919
| -2% | -$939K |
|
|
BBBY
661
DELISTED
Bed Bath & Beyond Inc
BBBY
| $50.7M | 0.04% |
770,094
+481,155
| +167% | +$30.3M |
|
|
PKD
662
DELISTED
Parker Drilling Company
PKD
| $50.5M | 0.04% |
681,708
-2,919
| -0.4% | -$269K |
|
|
AVTA
663
DELISTED
Avantax, Inc. Common Stock
AVTA
| $50.5M | 0.04% |
3,313,936
-2,813
| -0.1% | -$46.5K |
|
|
HCC
664
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
| $50.5M | 0.04% |
1,045,526
+84,149
| +9% | +$4.09M |
|
665
Adeia
ADEA
$2.94B
| $50.4M | 0.04% |
7,169,008
+136,367
| +2% | +$951K |
|
666
Marten Transport
MRTN
$1.21B
| $50.4M | 0.04% |
7,076,200
+75,002
| +1% | +$609K |
|
|
CLD
667
DELISTED
Cloud Peak Energy Inc
CLD
| $50.4M | 0.04% |
3,991,438
+124,471
| +3% | +$1.88M |
|
|
FINL
668
DELISTED
Finish Line
FINL
| $50.4M | 0.04% |
2,011,720
+46,110
| +2% | +$1.32M |
|
|
CONN
669
DELISTED
Conn's Inc.
CONN
| $50.3M | 0.04% |
1,663,090
-67,132
| -4% | -$2.61M |
|
670
Lennar Class A
LEN
$19.8B
| $50.3M | 0.04% |
1,359,830
-188,989
| -12% | -$7.01M |
|
|
NEWP
671
DELISTED
NEWPORT CORP
NEWP
| $50.2M | 0.04% |
2,835,265
+18,406
| +0.7% | +$334K |
|
|
SVC
672
Service Properties Trust
SVC
$1.04B
| $50.2M | 0.04% |
376,783
+12,530
| +3% | +$1.81M |
|
|
CB
673
DELISTED
CHUBB CORPORATION
CB
| $50.2M | 0.04% |
551,005
-107,316
| -16% | -$9.77M |
|
|
Y
674
DELISTED
Alleghany Corp
Y
| $50.2M | 0.04% |
119,962
+28,485
| +31% | +$12.2M |
|
675
Martin Marietta Materials
MLM
$31.5B
| $50.1M | 0.04% |
388,735
+226,547
| +140% | +$29.2M |
|
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.