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 | |
|---|---|---|---|---|---|---|
|
EGOV
1451
DELISTED
NIC Inc
EGOV
| $23.5M | 0.02% |
1,365,613
+40,440
| +3% | +$713K |
|
1452
NCR Voyix
VYX
$1.31B
| $23.4M | 0.02% |
1,143,810
+282,228
| +33% | +$5.73M |
|
1453
Cohu
COHU
$2.45B
| $23.4M | 0.02% |
1,958,600
+27,915
| +1% | +$328K |
|
1454
Power Integrations
POWI
$3.45B
| $23.4M | 0.02% |
867,686
+15,092
| +2% | +$425K |
|
|
LO
1455
DELISTED
LORILLARD INC COM STK
LO
| $23.4M | 0.02% |
390,071
+455
| +0.1% | +$27.6K |
|
1456
Ryman Hospitality Properties
RHP
$8.05B
| $23.4M | 0.02% |
493,797
-12,992
| -3% | -$631K |
|
|
SIAL
1457
DELISTED
SIGMA - ALDRICH CORP
SIAL
| $23.3M | 0.02% |
171,583
+6,507
| +4% | +$692K |
|
1458
Lindsay Corp
LNN
$1.17B
| $23.3M | 0.02% |
312,118
-771
| -0.2% | -$60.9K |
|
|
COL
1459
DELISTED
Rockwell Collins
COL
| $23.3M | 0.02% |
297,114
+4,683
| +2% | +$360K |
|
1460
Central Garden & Pet Co Class A
CENTA
$2.41B
| $23.3M | 0.02% |
3,622,713
+75,160
| +2% | +$532K |
|
1461
Choice Hotels
CHH
$5.09B
| $23.3M | 0.02% |
448,063
+16,774
| +4% | +$847K |
|
1462
Sun Communities
SUI
$14.9B
| $23.3M | 0.02% |
460,829
+42,352
| +10% | +$2.22M |
|
|
VG
1463
DELISTED
Vonage Holdings Corporation
VG
| $23.3M | 0.02% |
7,092,914
+135,570
| +2% | +$471K |
|
1464
Raymond James Financial
RJF
$34.7B
| $23.3M | 0.02% |
651,054
-1,326
| -0.2% | -$46.4K |
|
1465
EastGroup Properties
EGP
$10.9B
| $23.2M | 0.02% |
383,071
+8,822
| +2% | +$560K |
|
1466
AMN Healthcare
AMN
$1.27B
| $23.2M | 0.02% |
1,476,786
+23,151
| +2% | +$330K |
|
1467
NACCO Industries
NC
$356M
| $23.1M | 0.02% |
2,036,544
+5,931
| +0.3% | +$70.3K |
|
1468
TechnipFMC
FTI
$27.2B
| $23.1M | 0.02% |
571,740
+65,321
| +13% | +$2.88M |
|
|
IPG
1469
DELISTED
Interpublic Group of Companies
IPG
| $23.1M | 0.02% |
1,260,470
+60,638
| +5% | +$1.18M |
|
1470
Mercer International
MERC
$45.3M
| $23.1M | 0.02% |
2,366,569
+70,453
| +3% | +$723K |
|
|
SD
1471
DELISTED
SANDRIDGE ENERGY, INC.
SD
| $23.1M | 0.02% |
5,372,597
+116,295
| +2% | +$650K |
|
1472
Globe Life
GL
$14.3B
| $23M | 0.02% |
439,922
-71,268
| -14% | -$3.85M |
|
1473
LKQ Corp
LKQ
$6.1B
| $23M | 0.02% |
866,315
+24,649
| +3% | +$663K |
|
|
SHLO
1474
DELISTED
Shiloh Industries Inc
SHLO
| $23M | 0.02% |
1,353,538
-5,644
| -0.4% | -$98.6K |
|
1475
Honda
HMC
$39.7B
| $23M | 0.02% |
671,471
| – | – |
|
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.