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 | |
|---|---|---|---|---|---|---|
|
ANN
826
DELISTED
ANN INC
ANN
| $42.7M | 0.03% |
1,037,303
+97,597
| +10% | +$3.85M |
|
827
UNIFI
UFI
$128M
| $42.6M | 0.03% |
1,645,954
-9,336
| -0.6% | -$264K |
|
828
SouthState Bank Corp
SSB
$10.5B
| $42.6M | 0.03% |
762,201
+13,430
| +2% | +$793K |
|
829
Piper Sandler
PIPR
$5.02B
| $42.6M | 0.03% |
3,263,520
-7,848
| -0.2% | -$105K |
|
830
Teekay
TK
$981M
| $42.6M | 0.03% |
642,553
-234,454
| -27% | -$13.8M |
|
831
Southern Company
SO
$107B
| $42.5M | 0.03% |
973,227
+34,911
| +4% | +$1.53M |
|
832
Photronics
PLAB
$1.88B
| $42.2M | 0.03% |
5,241,454
-27,129
| -0.5% | -$230K |
|
|
XLS
833
DELISTED
EXELIS INC COM STK
XLS
| $42.2M | 0.03% |
2,550,407
-198,975
| -7% | -$3.23M |
|
834
Centene
CNC
$31.7B
| $42.1M | 0.03% |
2,037,956
+18,004
| +0.9% | +$347K |
|
|
ESND
835
DELISTED
Essendant Inc.
ESND
| $42M | 0.03% |
1,119,104
+55,176
| +5% | +$2.22M |
|
|
FNSR
836
DELISTED
Finisar Corp
FNSR
| $42M | 0.03% |
2,526,842
+39,676
| +2% | +$767K |
|
837
Cabot Corp
CBT
$4.52B
| $42M | 0.03% |
826,486
+21,788
| +3% | +$1.2M |
|
838
Texas Capital Bancshares
TCBI
$4.32B
| $42M | 0.03% |
727,541
-802
| -0.1% | -$43.2K |
|
|
PHIIK
839
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $41.9M | 0.03% |
1,019,158
+3,774
| +0.4% | +$159K |
|
|
TGI
840
DELISTED
Triumph Group
TGI
| $41.9M | 0.03% |
644,547
+22,040
| +4% | +$1.48M |
|
841
Aon
AON
$76.5B
| $41.9M | 0.03% |
477,851
-21,463
| -4% | -$1.87M |
|
842
Terex
TEX
$7.47B
| $41.8M | 0.03% |
1,315,827
-9,224
| -0.7% | -$337K |
|
|
NWLIA
843
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $41.8M | 0.03% |
169,185
+1,710
| +1% | +$422K |
|
844
Hain Celestial
HAIN
$53.5M
| $41.7M | 0.03% |
814,032
-141,214
| -15% | -$6.57M |
|
|
FNFG
845
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $41.7M | 0.03% |
4,999,942
+98,176
| +2% | +$850K |
|
846
Intercontinental Exchange
ICE
$84.1B
| $41.6M | 0.03% |
1,065,880
-64,280
| -6% | -$2.46M |
|
847
Manitowoc
MTW
$510M
| $41.5M | 0.03% |
1,955,857
-91,060
| -4% | -$2.37M |
|
848
Regeneron Pharmaceuticals
REGN
$79.5B
| $41.4M | 0.03% |
114,939
-14,276
| -11% | -$4.78M |
|
849
RenaissanceRe
RNR
$13.4B
| $41.4M | 0.03% |
413,915
+45,632
| +12% | +$4.68M |
|
850
Ziff Davis
ZD
$1.88B
| $41.3M | 0.03% |
963,342
+36,368
| +4% | +$1.61M |
|
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.