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 | |
|---|---|---|---|---|---|---|
|
JRN
1251
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $27.6M | 0.02% |
3,277,835
-4,873
| -0.1% | -$46.7K |
|
1252
Mativ Holdings
MATV
$527M
| $27.6M | 0.02% |
668,861
+65,211
| +11% | +$2.78M |
|
|
CMLS
1253
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $27.6M | 0.02% |
857,032
+16,331
| +2% | +$647K |
|
|
MODV
1254
DELISTED
ModivCare
MODV
| $27.6M | 0.02% |
570,822
+50,289
| +10% | +$2.15M |
|
|
GHL
1255
DELISTED
Greenhill & Co., Inc.
GHL
| $27.6M | 0.02% |
593,308
+7,129
| +1% | +$335K |
|
1256
Cummins
CMI
$89.5B
| $27.6M | 0.02% |
208,824
+2,291
| +1% | +$330K |
|
|
SWFT
1257
DELISTED
Swift Transportation Company
SWFT
| $27.6M | 0.02% |
1,313,682
+166,814
| +15% | +$3.66M |
|
1258
LSB Industries
LXU
$698M
| $27.5M | 0.02% |
1,002,702
+111,055
| +12% | +$3.3M |
|
|
EXAR
1259
DELISTED
Exar Corporation
EXAR
| $27.4M | 0.02% |
3,057,214
-86,033
| -3% | -$846K |
|
|
LABL
1260
DELISTED
Multi-Color Corp
LABL
| $27.3M | 0.02% |
601,114
+24,004
| +4% | +$1.04M |
|
|
JWN
1261
DELISTED
Nordstrom
JWN
| $27.3M | 0.02% |
399,756
+16,098
| +4% | +$1.11M |
|
1262
Tenet Healthcare
THC
$21.1B
| $27.3M | 0.02% |
459,761
-13,585
| -3% | -$758K |
|
1263
Evercore
EVR
$12.3B
| $27.3M | 0.02% |
580,703
+4,850
| +0.8% | +$251K |
|
1264
Sempra
SRE
$55.3B
| $27.3M | 0.02% |
517,604
+16,210
| +3% | +$835K |
|
1265
Chemed
CHE
$7.14B
| $27.3M | 0.02% |
264,989
-1,500
| -0.6% | -$152K |
|
|
KW
1266
DELISTED
Kennedy-Wilson Holdings
KW
| $27.3M | 0.02% |
1,137,538
-97,291
| -8% | -$2.46M |
|
1267
NorthWestern Energy
NWE
$4.25B
| $27.3M | 0.02% |
600,795
+18,474
| +3% | +$888K |
|
|
GMCR
1268
DELISTED
KEURIG GREEN MTN INC
GMCR
| $27.3M | 0.02% |
209,410
-69,494
| -25% | -$8.69M |
|
1269
Broadcom
AVGO
$1.99T
| $27.3M | 0.02% |
3,131,950
+101,200
| +3% | +$790K |
|
|
ARG
1270
DELISTED
Airgas Inc
ARG
| $27.2M | 0.02% |
245,807
+26,893
| +12% | +$2.95M |
|
1271
Matrix Service
MTRX
$325M
| $27.2M | 0.02% |
1,126,920
+29,366
| +3% | +$815K |
|
|
NFBK
1272
DELISTED
Northfield Bancorp
NFBK
| $27.2M | 0.02% |
1,995,587
+111,130
| +6% | +$1.46M |
|
1273
Ciena
CIEN
$57.9B
| $27.2M | 0.02% |
1,625,455
+37,054
| +2% | +$726K |
|
|
CLC
1274
DELISTED
Clarcor
CLC
| $27.2M | 0.02% |
430,644
+9,571
| +2% | +$592K |
|
|
PERY
1275
DELISTED
Perry Ellis International Inc
PERY
| $27.1M | 0.02% |
1,333,492
+4,870
| +0.4% | +$94.3K |
|
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.