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 | |
|---|---|---|---|---|---|---|
|
AXON
1376
Axon Enterprise
AXON
$49.1B
| $24.9M | 0.02% |
1,613,832
-39,659
| -2% | -$561K |
|
1377
TTM Technologies
TTMI
$13.6B
| $24.9M | 0.02% |
3,659,080
+189,572
| +5% | +$1.44M |
|
1378
Dollar Tree
DLTR
$24.7B
| $24.9M | 0.02% |
443,537
+46,823
| +12% | +$2.58M |
|
1379
Ameris Bancorp
ABCB
$5.97B
| $24.9M | 0.02% |
1,132,611
+35,747
| +3% | +$793K |
|
1380
Fastenal
FAST
$57.4B
| $24.9M | 0.02% |
2,214,020
+175,580
| +9% | +$2.01M |
|
1381
T. Rowe Price
TROW
$24.5B
| $24.9M | 0.02% |
316,955
+16,758
| +6% | +$1.34M |
|
1382
Becton Dickinson
BDX
$47B
| $24.8M | 0.02% |
223,458
+3,033
| +1% | +$346K |
|
|
LNW
1383
DELISTED
Light & Wonder
LNW
| $24.8M | 0.02% |
2,302,895
-3,651
| -0.2% | -$37.3K |
|
|
PGI
1384
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $24.8M | 0.02% |
2,069,326
+40,205
| +2% | +$525K |
|
1385
LXP Industrial Trust
LXP
$3.58B
| $24.8M | 0.02% |
505,657
+584
| +0.1% | +$31.7K |
|
|
BEAV
1386
DELISTED
B/E Aerospace Inc
BEAV
| $24.7M | 0.02% |
406,684
-2,642
| -0.6% | -$167K |
|
|
GTI
1387
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $24.7M | 0.02% |
5,396,578
+303,104
| +6% | +$2.6M |
|
1388
AutoZone
AZO
$50.1B
| $24.7M | 0.02% |
48,413
+1,284
| +3% | +$676K |
|
1389
Forestar Group
FOR
$1.51B
| $24.6M | 0.02% |
1,390,096
+68,529
| +5% | +$1.31M |
|
1390
Federal Agricultural Mortgage
AGM
$2.58B
| $24.6M | 0.02% |
766,150
-1,894
| -0.2% | -$59.6K |
|
1391
Carriage Services
CSV
$657M
| $24.6M | 0.02% |
1,420,268
-656
| -0% | -$11.5K |
|
1392
FerroAtlántica
GSM
$775M
| $24.6M | 0.02% |
1,353,088
+7,114
| +0.5% | +$142K |
|
1393
Autoliv
ALV
$9.02B
| $24.6M | 0.02% |
371,273
-930
| -0.2% | -$68.3K |
|
1394
LiveRamp
RAMP
$2.3B
| $24.6M | 0.02% |
1,485,487
-14,130
| -0.9% | -$266K |
|
1395
Royal Gold
RGLD
$18.3B
| $24.6M | 0.02% |
378,432
+17,967
| +5% | +$1.34M |
|
1396
Park-Ohio Holdings
PKOH
$599M
| $24.6M | 0.02% |
513,431
+16,422
| +3% | +$942K |
|
|
EE
1397
DELISTED
El Paso Electric Company
EE
| $24.6M | 0.02% |
672,195
+38,829
| +6% | +$1.47M |
|
|
DBD
1398
DELISTED
Diebold Nixdorf Incorporated
DBD
| $24.6M | 0.02% |
695,073
-107,656
| -13% | -$4.06M |
|
|
AD
1399
Array Digital Infrastructure
AD
$3.04B
| $24.5M | 0.02% |
691,423
-10,143
| -1% | -$386K |
|
1400
Campbell Soup
CPB
$6.87B
| $24.5M | 0.02% |
573,629
+27,436
| +5% | +$1.2M |
|
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.