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 | |
|---|---|---|---|---|---|---|
1551
Fortune Brands Innovations
FBIN
$6.29B
| $21.7M | 0.02% |
617,781
-176,751
| -22% | -$6.18M |
|
1552
PG&E
PCG
$38.4B
| $21.7M | 0.02% |
481,781
+11,646
| +2% | +$536K |
|
|
CBR
1553
DELISTED
CIBER Inc.
CBR
| $21.7M | 0.02% |
6,323,440
-42,719
| -0.7% | -$169K |
|
|
K
1554
DELISTED
Kellanova
K
| $21.7M | 0.02% |
374,438
+48,381
| +15% | +$2.92M |
|
|
CBD
1555
DELISTED
Companhia Brasileira de Distribuicao
CBD
| $21.6M | 0.02% |
495,985
+7,799
| +2% | +$375K |
|
|
RSTI
1556
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $21.6M | 0.02% |
937,327
+42,321
| +5% | +$977K |
|
1557
Allison Transmission
ALSN
$10.2B
| $21.6M | 0.02% |
757,122
+354,732
| +88% | +$10.8M |
|
|
SBNY
1558
DELISTED
Signature Bank
SBNY
| $21.6M | 0.02% |
192,470
+3,593
| +2% | +$423K |
|
1559
Saic
SAIC
$5.09B
| $21.5M | 0.02% |
487,150
+181,091
| +59% | +$7.97M |
|
|
CERN
1560
DELISTED
Cerner Corp
CERN
| $21.5M | 0.02% |
361,700
+19,013
| +6% | +$1.07M |
|
1561
TripAdvisor
TRIP
$1.67B
| $21.5M | 0.02% |
235,539
+28,367
| +14% | +$2.81M |
|
1562
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $21.5M | 0.02% |
1,886,666
-34,710
| -2% | -$405K |
|
1563
SLM Corp
SLM
$5.24B
| $21.5M | 0.02% |
2,512,531
+17,959
| +0.7% | +$157K |
|
1564
Cavco Industries
CVCO
$4.36B
| $21.5M | 0.02% |
316,296
+5,285
| +2% | +$391K |
|
|
PPL
1565
PPL Corp
PPL
$26.5B
| $21.5M | 0.02% |
702,889
+1,290
| +0.2% | +$40.3K |
|
1566
National CineMedia
NCMI
$388M
| $21.5M | 0.02% |
147,959
+8,943
| +6% | +$1.37M |
|
1567
Brookdale Senior Living
BKD
$3.4B
| $21.5M | 0.02% |
666,000
+136,601
| +26% | +$4.66M |
|
1568
Unilever
UL
$138B
| $21.5M | 0.02% |
455,182
+45,309
| +11% | +$2.24M |
|
|
REIS
1569
DELISTED
Reis, Inc.
REIS
| $21.5M | 0.02% |
909,444
-137
| -0% | -$3.13K |
|
1570
Community Trust Bancorp
CTBI
$1.44B
| $21.4M | 0.02% |
637,566
+5,605
| +0.9% | +$196K |
|
1571
Ethan Allen Interiors
ETD
$608M
| $21.4M | 0.02% |
939,881
+70,684
| +8% | +$1.71M |
|
1572
Global Payments
GPN
$24.1B
| $21.4M | 0.02% |
612,482
+14,014
| +2% | +$501K |
|
|
HBI
1573
DELISTED
Hanesbrands
HBI
| $21.4M | 0.02% |
795,884
+10,768
| +1% | +$274K |
|
1574
Cimpress
CMPR
$2.49B
| $21.4M | 0.02% |
390,186
-2,998
| -0.8% | -$137K |
|
1575
AES
AES
$10.5B
| $21.3M | 0.02% |
1,504,324
-290,476
| -16% | -$4.32M |
|
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.