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 | |
|---|---|---|---|---|---|---|
1201
ICF International
ICFI
$1.56B
| $28.7M | 0.02% |
932,765
+21,652
| +2% | +$744K |
|
1202
Rush Enterprises Class B
RUSHB
$6.16B
| $28.7M | 0.02% |
2,159,757
-3,805
| -0.2% | -$52.6K |
|
1203
InterDigital
IDCC
$8.53B
| $28.7M | 0.02% |
720,514
+180,404
| +33% | +$7.94M |
|
1204
TriMas Corp
TRS
$1.47B
| $28.7M | 0.02% |
1,479,935
+159,775
| +12% | +$4.14M |
|
1205
Snap-on
SNA
$21.7B
| $28.6M | 0.02% |
236,616
+1,045
| +0.4% | +$128K |
|
1206
PENN Entertainment
PENN
$2.63B
| $28.6M | 0.02% |
2,555,422
+379,303
| +17% | +$4.28M |
|
|
CAA
1207
DELISTED
CalAtlantic Group, Inc.
CAA
| $28.6M | 0.02% |
763,103
+397,771
| +109% | +$16M |
|
1208
ArcelorMittal
MT
$56.8B
| $28.6M | 0.02% |
912,839
+45,761
| +5% | +$1.52M |
|
1209
Targa Resources
TRGP
$55.8B
| $28.6M | 0.02% |
209,779
+9,000
| +4% | +$1.24M |
|
|
LTRPA
1210
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
| $28.5M | 0.02% |
+841,841
| New | +$29.4M |
|
1211
Liberty Media Series A
FWONA
$22.1B
| $28.5M | 0.02% |
1,188,216
-2,349,400
| -66% | -$57.7M |
|
|
TTM
1212
DELISTED
Tata Motors Limited
TTM
| $28.5M | 0.02% |
652,125
-11,373
| -2% | -$497K |
|
|
DYN
1213
DELISTED
Dynegy, Inc.
DYN
| $28.5M | 0.02% |
987,220
+428,267
| +77% | +$12.7M |
|
|
HERO
1214
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
| $28.5M | 0.02% |
12,948,784
-316,759
| -2% | -$1.06M |
|
1215
Franklin Resources
BEN
$17.7B
| $28.5M | 0.02% |
521,537
+12,682
| +2% | +$710K |
|
|
GTIV
1216
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $28.5M | 0.02% |
1,695,653
-3,954
| -0.2% | -$69.2K |
|
1217
Interparfums
IPAR
$3.95B
| $28.4M | 0.02% |
1,033,441
-1,512
| -0.1% | -$42.8K |
|
1218
Sherwin-Williams
SHW
$89.7B
| $28.4M | 0.02% |
389,256
+8,163
| +2% | +$579K |
|
1219
Dana Inc
DAN
$3.01B
| $28.4M | 0.02% |
1,482,094
+51,995
| +4% | +$1.18M |
|
|
WIBC
1220
DELISTED
WILSHIRE BANCORP INC
WIBC
| $28.4M | 0.02% |
3,073,603
+181,188
| +6% | +$1.74M |
|
|
CCMP
1221
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $28.3M | 0.02% |
683,671
+6,435
| +1% | +$274K |
|
1222
Aaon
AAON
$7.63B
| $28.3M | 0.02% |
2,496,816
+50,371
| +2% | +$656K |
|
|
ALE
1223
DELISTED
Allete
ALE
| $28.2M | 0.02% |
636,105
+23,333
| +4% | +$1.12M |
|
|
GPX
1224
DELISTED
GP Strategies Corp.
GPX
| $28.2M | 0.02% |
981,766
+2,421
| +0.2% | +$62.4K |
|
|
HR
1225
DELISTED
Healthcare Realty Trust Incorporated
HR
| $28.1M | 0.02% |
1,187,848
+49,790
| +4% | +$1.23M |
|
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.