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 | |
|---|---|---|---|---|---|---|
|
EVER
1701
DELISTED
Everbank Financial Corp
EVER
| $18.8M | 0.01% |
1,061,748
+248,499
| +31% | +$4.72M |
|
|
PSB
1702
DELISTED
PS Business Parks, Inc.
PSB
| $18.7M | 0.01% |
245,860
+7,094
| +3% | +$578K |
|
1703
Southside Bancshares
SBSI
$976M
| $18.7M | 0.01% |
635,169
-4,935
| -0.8% | -$135K |
|
|
IPCM
1704
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
| $18.7M | 0.01% |
417,140
+30,078
| +8% | +$1.42M |
|
1705
Ligand Pharmaceuticals
LGND
$6.03B
| $18.7M | 0.01% |
636,559
+41,144
| +7% | +$1.37M |
|
1706
Equinix
EQIX
$104B
| $18.7M | 0.01% |
87,807
| – | – |
|
1707
Intuitive Surgical
ISRG
$130B
| $18.6M | 0.01% |
362,709
+8,766
| +2% | +$435K |
|
|
CTCT
1708
DELISTED
CONSTANT CONTACT, INC COM
CTCT
| $18.6M | 0.01% |
685,144
+9,976
| +1% | +$312K |
|
|
GOV
1709
DELISTED
Government Properties Income Trust
GOV
| $18.5M | 0.01% |
844,469
+150,037
| +22% | +$3.57M |
|
1710
Copa Holdings
CPA
$5.98B
| $18.5M | 0.01% |
172,404
+132,983
| +337% | +$17.7M |
|
1711
QuidelOrtho
QDEL
$1.2B
| $18.5M | 0.01% |
687,231
-26,426
| -4% | -$630K |
|
1712
Globus Medical
GMED
$11.1B
| $18.4M | 0.01% |
937,537
+76,018
| +9% | +$1.56M |
|
|
MXIM
1713
DELISTED
Maxim Integrated Products
MXIM
| $18.4M | 0.01% |
609,538
+86,355
| +17% | +$2.72M |
|
|
EXPR
1714
DELISTED
Express, Inc.
EXPR
| $18.4M | 0.01% |
58,975
| – | – |
|
1715
Broadridge
BR
$19.5B
| $18.4M | 0.01% |
442,104
+31,888
| +8% | +$1.33M |
|
1716
Teradata
TDC
$3.24B
| $18.4M | 0.01% |
438,282
+138,763
| +46% | +$5.97M |
|
1717
Insteel Industries
IIIN
$638M
| $18.3M | 0.01% |
891,168
+8,710
| +1% | +$185K |
|
1718
Astronics
ATRO
$3.73B
| $18.3M | 0.01% |
701,133
-133,219
| -16% | -$3.65M |
|
|
CVGW
1719
DELISTED
Calavo Growers
CVGW
| $18.3M | 0.01% |
405,642
+20,242
| +5% | +$768K |
|
|
TEN
1720
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $18.3M | 0.01% |
349,736
-20,362
| -6% | -$1.29M |
|
1721
Equinor
EQNR
$93.1B
| $18.3M | 0.01% |
672,612
+44,749
| +7% | +$1.29M |
|
1722
Under Armour
UAA
$2.92B
| $18.3M | 0.01% |
532,312
+9,159
| +2% | +$303K |
|
|
ZEUS
1723
DELISTED
Olympic Steel
ZEUS
| $18.3M | 0.01% |
887,381
-3,485
| -0.4% | -$80.8K |
|
1724
Consolidated Edison
ED
$40B
| $18.2M | 0.01% |
321,857
-23,357
| -7% | -$1.33M |
|
1725
FreightCar America
RAIL
$280M
| $18.2M | 0.01% |
546,000
+19,261
| +4% | +$543K |
|
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.