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 | |
|---|---|---|---|---|---|---|
1626
Orthofix Medical
OFIX
$493M
| $20.2M | 0.01% |
652,979
+69,178
| +12% | +$2.3M |
|
|
MGAM
1627
DELISTED
MULTIMEDIA GAMES HOLDING COMPANY INC COM STK (TX)
MGAM
| $20.2M | 0.01% |
561,378
-7,025
| -1% | -$211K |
|
1628
HEICO Corp Class A
HEI.A
$37.2B
| $20.2M | 0.01% |
979,572
-14,836
| -1% | -$315K |
|
1629
Hawaiian Electric Industries
HE
$2.2B
| $20.2M | 0.01% |
760,697
+1,717
| +0.2% | +$42.6K |
|
1630
Peoples Bancorp
PEBO
$1.5B
| $20.2M | 0.01% |
850,381
+4,914
| +0.6% | +$120K |
|
1631
Leggett & Platt
LEG
$1.43B
| $20.1M | 0.01% |
576,546
-14,024
| -2% | -$481K |
|
|
CYNO
1632
DELISTED
Cynosure, Inc. Class A
CYNO
| $20.1M | 0.01% |
957,943
+15,426
| +2% | +$339K |
|
1633
Kennametal
KMT
$2.75B
| $20.1M | 0.01% |
486,835
+24,448
| +5% | +$1.07M |
|
|
VAL
1634
DELISTED
Valspar
VAL
| $20.1M | 0.01% |
254,449
-13,590
| -5% | -$1.07M |
|
1635
Wabtec
WAB
$50.5B
| $20.1M | 0.01% |
247,824
-29,137
| -11% | -$2.4M |
|
|
PIR
1636
DELISTED
Pier 1 Imports, Inc.
PIR
| $20.1M | 0.01% |
84,451
+2,983
| +4% | +$894K |
|
1637
Williams-Sonoma
WSM
$29.3B
| $20.1M | 0.01% |
602,836
+82,150
| +16% | +$2.85M |
|
|
SPR
1638
DELISTED
Spirit AeroSystems
SPR
| $20M | 0.01% |
526,600
-70,140
| -12% | -$2.56M |
|
|
ABB
1639
DELISTED
ABB Ltd
ABB
| $20M | 0.01% |
894,378
+97,720
| +12% | +$2.24M |
|
|
FCE.A
1640
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $20M | 0.01% |
1,024,609
-7,940
| -0.8% | -$159K |
|
|
CPLA
1641
DELISTED
Capella Education Company
CPLA
| $20M | 0.01% |
319,916
+3,419
| +1% | +$213K |
|
1642
Carter's
CRI
$1.46B
| $20M | 0.01% |
258,074
-2,435
| -0.9% | -$188K |
|
|
DRC
1643
DELISTED
DRESSER-RAND GROUP INC
DRC
| $20M | 0.01% |
243,009
+11,347
| +5% | +$763K |
|
|
FNHC
1644
DELISTED
FedNat Holding Company Common Stock
FNHC
| $20M | 0.01% |
711,446
+77,090
| +12% | +$1.82M |
|
|
VRE
1645
DELISTED
Veris Residential
VRE
| $20M | 0.01% |
1,045,546
+71,387
| +7% | +$1.49M |
|
1646
Lakeland Financial Corp
LKFN
$1.58B
| $19.9M | 0.01% |
796,763
+11,879
| +2% | +$301K |
|
1647
Affiliated Managers Group
AMG
$10.1B
| $19.9M | 0.01% |
99,175
-11,325
| -10% | -$2.31M |
|
1648
Albemarle
ALB
$14.2B
| $19.9M | 0.01% |
336,959
+10,920
| +3% | +$710K |
|
1649
Newell Brands
NWL
$2.61B
| $19.8M | 0.01% |
576,385
+10,987
| +2% | +$363K |
|
1650
AutoNation
AN
$7.13B
| $19.8M | 0.01% |
393,849
+139,089
| +55% | +$7.62M |
|
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.