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 | |
|---|---|---|---|---|---|---|
1001
Columbia Sportswear
COLM
$2.94B
| $35.3M | 0.03% |
985,936
+101,482
| +11% | +$3.94M |
|
1002
VF Corp
VFC
$5.83B
| $35.1M | 0.02% |
565,154
-53,229
| -9% | -$3.18M |
|
1003
Gibraltar Industries
ROCK
$1.49B
| $35.1M | 0.02% |
2,564,306
-25,794
| -1% | -$395K |
|
1004
Sunstone Hotel Investors
SHO
$2.11B
| $35.1M | 0.02% |
2,537,453
+208,805
| +9% | +$3.03M |
|
1005
Haverty Furniture Companies
HVT
$450M
| $35M | 0.02% |
1,608,539
+8,694
| +0.5% | +$205K |
|
1006
AZZ Inc
AZZ
$4.56B
| $34.8M | 0.02% |
834,111
+24,014
| +3% | +$1.09M |
|
1007
Gray Television
GTN
$445M
| $34.8M | 0.02% |
4,418,367
+52,143
| +1% | +$571K |
|
1008
Edgewell Personal Care
EPC
$1.29B
| $34.8M | 0.02% |
380,995
+1,265
| +0.3% | +$113K |
|
1009
Anika Therapeutics
ANIK
$270M
| $34.8M | 0.02% |
948,932
-2,198
| -0.2% | -$95K |
|
|
POLY
1010
DELISTED
Plantronics, Inc.
POLY
| $34.7M | 0.02% |
727,225
+12,889
| +2% | +$617K |
|
|
ASCMA
1011
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $34.7M | 0.02% |
575,686
+1,047
| +0.2% | +$65.8K |
|
1012
Ross Stores
ROST
$81.4B
| $34.6M | 0.02% |
916,816
+28,486
| +3% | +$992K |
|
1013
Paychex
PAYX
$42.6B
| $34.6M | 0.02% |
783,735
+21,412
| +3% | +$900K |
|
1014
Southwest Gas
SWX
$6.7B
| $34.6M | 0.02% |
712,534
+28,674
| +4% | +$1.46M |
|
|
WMGI
1015
DELISTED
Wright Medical Group Inc
WMGI
| $34.6M | 0.02% |
1,142,357
-196,634
| -15% | -$6.06M |
|
1016
ACI Worldwide
ACIW
$5.65B
| $34.6M | 0.02% |
1,841,933
+87,074
| +5% | +$1.63M |
|
1017
Intuit
INTU
$87.9B
| $34.5M | 0.02% |
393,826
+4,334
| +1% | +$360K |
|
|
PRSU
1018
Pursuit Attractions and Hospitality Inc
PRSU
$1.3B
| $34.5M | 0.02% |
1,669,778
+304
| +0% | +$6.72K |
|
|
LTXB
1019
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $34.5M | 0.02% |
1,439,425
+28,054
| +2% | +$721K |
|
1020
SFL Corp
SFL
$1.61B
| $34.4M | 0.02% |
2,035,370
+195,037
| +11% | +$3.62M |
|
1021
Integra LifeSciences
IART
$1.33B
| $34.4M | 0.02% |
1,697,064
+130,033
| +8% | +$2.59M |
|
|
DO
1022
DELISTED
Diamond Offshore Drilling
DO
| $34.4M | 0.02% |
1,003,921
+619,162
| +161% | +$27.4M |
|
|
PPS
1023
DELISTED
Post Properties
PPS
| $34.3M | 0.02% |
668,674
+20,103
| +3% | +$1.09M |
|
|
TVTY
1024
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $34.2M | 0.02% |
2,137,426
+23,343
| +1% | +$396K |
|
1025
Fluor
FLR
$6.82B
| $34.2M | 0.02% |
512,542
+98,454
| +24% | +$7.24M |
|
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.