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 | |
|---|---|---|---|---|---|---|
|
CYN
1426
DELISTED
CITY NATIONAL CORPORATION
CYN
| $24M | 0.02% |
317,216
+1,777
| +0.6% | +$134K |
|
1427
Wolfspeed
WOLF
$1.31B
| $23.9M | 0.02% |
584,602
-13,225
| -2% | -$611K |
|
1428
CNX Resources
CNX
$5.11B
| $23.9M | 0.02% |
758,417
+9,102
| +1% | +$305K |
|
|
DST
1429
DELISTED
DST Systems Inc.
DST
| $23.9M | 0.02% |
569,790
+65,092
| +13% | +$2.95M |
|
1430
First Industrial Realty Trust
FR
$8.51B
| $23.9M | 0.02% |
1,413,318
+71,684
| +5% | +$1.31M |
|
|
VIAS
1431
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
| $23.9M | 0.02% |
1,521,183
-6,302
| -0.4% | -$71.1K |
|
|
DRIV
1432
DELISTED
DIGITAL RIVER INC.
DRIV
| $23.9M | 0.02% |
1,644,451
+49,734
| +3% | +$747K |
|
|
GRMN
1433
Garmin
GRMN
$58.3B
| $23.9M | 0.02% |
459,056
+662
| +0.1% | +$36.7K |
|
|
PNY
1434
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $23.9M | 0.02% |
711,267
+152,051
| +27% | +$5.46M |
|
1435
Brown & Brown
BRO
$23.7B
| $23.8M | 0.02% |
1,482,766
+56,732
| +4% | +$898K |
|
1436
Helios Technologies
HLIO
$2.72B
| $23.8M | 0.02% |
633,979
+18,765
| +3% | +$734K |
|
1437
Teradyne
TER
$60.9B
| $23.8M | 0.02% |
1,226,607
-1,401
| -0.1% | -$27.5K |
|
1438
Forrester Research
FORR
$226M
| $23.8M | 0.02% |
644,304
-10,062
| -2% | -$385K |
|
|
FBC
1439
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $23.7M | 0.02% |
1,409,338
-40,845
| -3% | -$726K |
|
1440
Cleveland-Cliffs
CLF
$7.22B
| $23.7M | 0.02% |
2,284,290
-47,152
| -2% | -$721K |
|
1441
United Therapeutics
UTHR
$22B
| $23.7M | 0.02% |
184,077
+13,549
| +8% | +$1.4M |
|
|
ANK
1442
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $23.7M | 0.02% |
438,801
+28,739
| +7% | +$1.55M |
|
1443
CBIZ
CBZ
$2.97B
| $23.6M | 0.02% |
3,004,476
+117,836
| +4% | +$1M |
|
1444
Franklin Covey
FC
$247M
| $23.6M | 0.02% |
1,205,720
-5,373
| -0.4% | -$103K |
|
|
PAMT
1445
PAMT Corp
PAMT
$301M
| $23.6M | 0.02% |
2,605,184
+56,652
| +2% | +$495K |
|
1446
Flowserve
FLS
$10.1B
| $23.6M | 0.02% |
334,211
+6,690
| +2% | +$496K |
|
1447
World Acceptance Corp
WRLD
$897M
| $23.6M | 0.02% |
349,107
-7,288
| -2% | -$565K |
|
|
ICA
1448
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
| $23.5M | 0.02% |
3,402,246
-193,872
| -5% | -$1.45M |
|
|
CGI
1449
DELISTED
Celadon Group Inc
CGI
| $23.5M | 0.02% |
1,210,413
+107,118
| +10% | +$2.28M |
|
1450
Blackbaud
BLKB
$2.08B
| $23.5M | 0.02% |
599,052
+93,698
| +19% | +$3.49M |
|
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.