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 | |
|---|---|---|---|---|---|---|
676
OFG Bancorp
OFG
$2.23B
| $50M | 0.04% |
3,336,383
+238,780
| +8% | +$3.9M |
|
|
MDP
677
DELISTED
Meredith Corporation
MDP
| $50M | 0.04% |
1,167,465
+74,284
| +7% | +$3.46M |
|
|
CNVR
678
DELISTED
CONVERSANT INC COM STK (DE)
CNVR
| $49.8M | 0.04% |
1,455,145
+2,597
| +0.2% | +$70.8K |
|
679
Best Buy
BBY
$18.2B
| $49.8M | 0.04% |
1,483,423
+373,735
| +34% | +$11.7M |
|
|
HPY
680
DELISTED
HEARTLAND PAYMENT SYSTEMS, INC. COM STK
HPY
| $49.8M | 0.04% |
1,043,518
+46,912
| +5% | +$2.18M |
|
681
Williams Companies
WMB
$87.5B
| $49.5M | 0.04% |
894,785
+9,095
| +1% | +$523K |
|
|
CST
682
DELISTED
CST Brands, Inc.
CST
| $49.5M | 0.04% |
1,377,755
+194,207
| +16% | +$6.72M |
|
683
Comtech Telecommunications
CMTL
$50.3M
| $49.5M | 0.04% |
1,332,121
-128,015
| -9% | -$4.67M |
|
684
NETSCOUT
NTCT
$2.96B
| $49.5M | 0.04% |
1,080,395
+15,685
| +1% | +$702K |
|
685
Trane Technologies
TT
$100B
| $49.5M | 0.04% |
877,827
+16,890
| +2% | +$1.02M |
|
686
Euronet Worldwide
EEFT
$2.72B
| $49.5M | 0.04% |
1,034,722
-36,299
| -3% | -$1.81M |
|
687
Trustmark
TRMK
$2.76B
| $49.3M | 0.04% |
2,141,425
+255,364
| +14% | +$6.05M |
|
|
RYL
688
DELISTED
RYLAND GROUP INC
RYL
| $49.3M | 0.03% |
1,482,957
+195,432
| +15% | +$7.1M |
|
|
ZINC
689
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $49.3M | 0.03% |
2,980,054
+25,393
| +0.9% | +$483K |
|
|
BIG
690
DELISTED
Big Lots, Inc.
BIG
| $49.2M | 0.03% |
1,142,962
+139,560
| +14% | +$6.35M |
|
|
TRK
691
DELISTED
Speedway Motorsports, Inc.
TRK
| $49.2M | 0.03% |
2,884,065
-563
| -0% | -$10K |
|
|
ACH
692
Accendra Health
ACH
$237M
| $49.2M | 0.03% |
1,502,153
-2,161
| -0.1% | -$73.5K |
|
693
NETGEAR
NTGR
$648M
| $49.1M | 0.03% |
1,572,453
+158,596
| +11% | +$5.24M |
|
694
Renasant Corp
RNST
$3.98B
| $49.1M | 0.03% |
1,813,322
+6,355
| +0.4% | +$182K |
|
695
Tredegar Corp
TG
$265M
| $49M | 0.03% |
2,661,783
+8,840
| +0.3% | +$184K |
|
|
BDBD
696
DELISTED
BOULDER BRANDS INC
BDBD
| $49M | 0.03% |
3,593,006
-180,586
| -5% | -$2.39M |
|
697
W.R. Berkley
WRB
$26.9B
| $48.9M | 0.03% |
3,452,028
+872,094
| +34% | +$12.1M |
|
|
FOE
698
DELISTED
Ferro Corporation
FOE
| $48.9M | 0.03% |
3,371,594
+728,744
| +28% | +$9.72M |
|
|
SWY
699
DELISTED
SAFEWAY INC
SWY
| $48.8M | 0.03% |
1,424,063
| – | – |
|
|
CHS
700
DELISTED
Chicos FAS, Inc.
CHS
| $48.8M | 0.03% |
3,301,334
+805,285
| +32% | +$12.7M |
|
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.