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 | |
|---|---|---|---|---|---|---|
|
CTXS
1576
DELISTED
Citrix Systems Inc
CTXS
| $21.3M | 0.02% |
375,499
+40,003
| +12% | +$2.18M |
|
1577
Clean Harbors
CLH
$16.4B
| $21.3M | 0.02% |
394,764
+86,111
| +28% | +$5.06M |
|
1578
Masco
MAS
$15.2B
| $21.2M | 0.02% |
1,008,481
+8,657
| +0.9% | +$171K |
|
1579
Ball Corp
BALL
$17B
| $21.2M | 0.02% |
669,202
+24,804
| +4% | +$790K |
|
|
OKSB
1580
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $21.2M | 0.02% |
1,289,949
+19,090
| +2% | +$310K |
|
1581
Comfort Systems
FIX
$62.5B
| $21.1M | 0.02% |
1,558,945
+40,676
| +3% | +$613K |
|
|
MCRL
1582
DELISTED
MICREL INC
MCRL
| $21.1M | 0.01% |
1,751,868
+67,708
| +4% | +$792K |
|
1583
Healthcare Services Group
HCSG
$1.59B
| $21.1M | 0.01% |
736,459
+150,755
| +26% | +$4.19M |
|
|
IIP
1584
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $21.1M | 0.01% |
3,053,384
+6,581
| +0.2% | +$45.4K |
|
1585
Lincoln Electric
LECO
$15.1B
| $21.1M | 0.01% |
304,490
+18,930
| +7% | +$1.32M |
|
|
HIBB
1586
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $21M | 0.01% |
492,562
+18,891
| +4% | +$902K |
|
|
RVBD
1587
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $21M | 0.01% |
1,131,471
| – | – |
|
|
WG
1588
DELISTED
Willbros Group
WG
| $21M | 0.01% |
2,518,879
+94,419
| +4% | +$1.03M |
|
1589
Armstrong World Industries
AWI
$7.74B
| $21M | 0.01% |
374,528
+61,262
| +20% | +$3.42M |
|
|
RPXC
1590
DELISTED
RPX Corporation
RPXC
| $21M | 0.01% |
1,526,245
+204,168
| +15% | +$3.18M |
|
1591
National Beverage
FIZZ
$2.97B
| $20.9M | 0.01% |
2,147,842
+3,412
| +0.2% | +$31.8K |
|
|
EPAY
1592
DELISTED
Bottomline Technologies Inc
EPAY
| $20.9M | 0.01% |
757,373
-13,232
| -2% | -$371K |
|
|
MOVE
1593
DELISTED
MOVE INC COM STK NEW (DE)
MOVE
| $20.9M | 0.01% |
996,931
-36,156
| -3% | -$543K |
|
1594
Woodward
WWD
$22.1B
| $20.9M | 0.01% |
438,472
+1,408
| +0.3% | +$71.2K |
|
|
OUTR
1595
DELISTED
OUTERWALL INC
OUTR
| $20.9M | 0.01% |
372,217
-13,859
| -4% | -$804K |
|
1596
DHI Group
DHX
$179M
| $20.8M | 0.01% |
2,482,931
+820,463
| +49% | +$6.79M |
|
|
MWIV
1597
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
| $20.8M | 0.01% |
140,133
+10,171
| +8% | +$1.46M |
|
1598
Agilysys
AGYS
$3.14B
| $20.8M | 0.01% |
1,770,911
-18,195
| -1% | -$233K |
|
1599
Polaris
PII
$4.2B
| $20.8M | 0.01% |
138,573
+4,917
| +4% | +$711K |
|
1600
DNOW Inc
DNOW
$2.63B
| $20.7M | 0.01% |
681,805
-33,649
| -5% | -$1.1M |
|
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.