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 | |
|---|---|---|---|---|---|---|
|
SWI
1676
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $19.3M | 0.01% |
458,106
+122,413
| +36% | +$5.09M |
|
|
LVLT
1677
DELISTED
Level 3 Communications Inc
LVLT
| $19.2M | 0.01% |
420,394
+11,953
| +3% | +$531K |
|
|
WEB
1678
DELISTED
Web.com Group, Inc.
WEB
| $19.2M | 0.01% |
962,603
-2,833
| -0.3% | -$63.5K |
|
1679
Johnson Outdoors
JOUT
$506M
| $19.2M | 0.01% |
741,335
+3,475
| +0.5% | +$87.9K |
|
|
EOCC
1680
DELISTED
Enel Generacion Chile S.A.
EOCC
| $19.2M | 0.01% |
630,628
+32,668
| +5% | +$1.04M |
|
|
UTEK
1681
DELISTED
Ultratech Inc.
UTEK
| $19.2M | 0.01% |
842,659
+32,319
| +4% | +$788K |
|
|
PRFT
1682
DELISTED
Perficient Inc
PRFT
| $19.1M | 0.01% |
1,276,405
+18,211
| +1% | +$317K |
|
1683
Build-A-Bear
BBW
$430M
| $19.1M | 0.01% |
1,462,672
+34,785
| +2% | +$429K |
|
1684
Oceaneering
OII
$5.02B
| $19.1M | 0.01% |
293,565
+75,451
| +35% | +$5.21M |
|
|
WFM
1685
DELISTED
Whole Foods Market Inc
WFM
| $19.1M | 0.01% |
501,880
+85
| +0% | +$3.25K |
|
1686
MSCI
MSCI
$41.5B
| $19.1M | 0.01% |
405,824
+2,854
| +0.7% | +$132K |
|
1687
Insperity
NSP
$2.02B
| $19.1M | 0.01% |
1,394,128
+51,304
| +4% | +$781K |
|
|
PNX
1688
DELISTED
PHOENIX COMPANIES INC. NEW
PNX
| $19M | 0.01% |
339,434
-4,868
| -1% | -$269K |
|
1689
Entergy
ETR
$50.8B
| $19M | 0.01% |
491,710
+26,098
| +6% | +$988K |
|
|
WAIR
1690
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $19M | 0.01% |
1,092,256
+129,642
| +13% | +$2.41M |
|
1691
DTE Energy
DTE
$29.5B
| $19M | 0.01% |
293,288
+10,664
| +4% | +$691K |
|
|
AL
1692
DELISTED
Air Lease Corp
AL
| $19M | 0.01% |
583,365
+301,566
| +107% | +$11M |
|
|
ENOC
1693
DELISTED
EnerNOC, Inc.
ENOC
| $19M | 0.01% |
1,117,789
+51,052
| +5% | +$954K |
|
1694
Carpenter Technology
CRS
$28.3B
| $19M | 0.01% |
419,670
+142,756
| +52% | +$7.87M |
|
1695
Greif
GEF
$5.08B
| $18.9M | 0.01% |
431,789
+108,784
| +34% | +$5.43M |
|
1696
Philips
PHG
$25.9B
| $18.9M | 0.01% |
860,290
+39,967
| +5% | +$858K |
|
1697
C.H. Robinson
CHRW
$18.1B
| $18.9M | 0.01% |
284,885
+27,115
| +11% | +$1.81M |
|
|
IQNT
1698
DELISTED
Inteliquent, Inc.
IQNT
| $18.9M | 0.01% |
1,517,277
+62,778
| +4% | +$775K |
|
|
PPO
1699
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $18.8M | 0.01% |
483,513
+17,744
| +4% | +$774K |
|
1700
The GEO Group
GEO
$4.18B
| $18.8M | 0.01% |
736,532
-130,600
| -15% | -$3.18M |
|
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.