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 | |
|---|---|---|---|---|---|---|
1726
Illumina
ILMN
$30.7B
| $18.2M | 0.01% |
113,910
+556
| +0.5% | +$92.9K |
|
|
NVO
1727
Novo Nordisk
NVO
$196B
| $18.1M | 0.01% |
761,852
| – | – |
|
1728
Pebblebrook Hotel Trust
PEB
$2.15B
| $18.1M | 0.01% |
485,093
+78,830
| +19% | +$2.98M |
|
|
XCRA
1729
DELISTED
Xcerra Corporation
XCRA
| $18.1M | 0.01% |
1,849,108
-61,833
| -3% | -$612K |
|
1730
ENI
E
$77.5B
| $18.1M | 0.01% |
382,948
-1,554
| -0.4% | -$78.5K |
|
1731
Advance Auto Parts
AAP
$3.55B
| $18.1M | 0.01% |
138,741
+1,087
| +0.8% | +$143K |
|
|
MRLN
1732
DELISTED
Marlin Business Services Corp
MRLN
| $18.1M | 0.01% |
985,730
+97
| +0% | +$1.85K |
|
1733
Stride
LRN
$3.42B
| $18M | 0.01% |
1,129,316
+196,449
| +21% | +$3.98M |
|
|
TRNX
1734
DELISTED
TORNIER N V SHARES (NLD)
TRNX
| $18M | 0.01% |
753,966
+79,981
| +12% | +$1.79M |
|
1735
Akamai
AKAM
$17.9B
| $18M | 0.01% |
301,177
-70,553
| -19% | -$4.24M |
|
1736
Electronic Arts
EA
$52.9B
| $18M | 0.01% |
505,504
-2,869
| -0.6% | -$105K |
|
|
PSEM
1737
DELISTED
PERICOM SEMICONDUCTOR CP
PSEM
| $18M | 0.01% |
1,848,063
+1,099
| +0.1% | +$10.3K |
|
|
EQY
1738
DELISTED
Equity One
EQY
| $18M | 0.01% |
831,785
+23,617
| +3% | +$550K |
|
|
CBST
1739
DELISTED
CUBIST PHARMACEUTICALS INC
CBST
| $18M | 0.01% |
271,147
-6,204
| -2% | -$408K |
|
|
GFIG
1740
DELISTED
GFI GROUP INC
GFIG
| $18M | 0.01% |
3,324,506
-19,458
| -0.6% | -$85.4K |
|
|
CNL
1741
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $18M | 0.01% |
373,229
+28,027
| +8% | +$1.55M |
|
|
AVG
1742
DELISTED
AVG Technologies N.V.
AVG
| $18M | 0.01% |
1,083,966
+247,143
| +30% | +$4.49M |
|
1743
Hurco Companies Inc
HURC
$139M
| $18M | 0.01% |
477,168
+19,490
| +4% | +$648K |
|
1744
STRATTEC Security
STRT
$370M
| $17.9M | 0.01% |
220,647
+6,138
| +3% | +$448K |
|
1745
Edwards Lifesciences
EW
$51.6B
| $17.9M | 0.01% |
1,053,834
+88,452
| +9% | +$1.4M |
|
1746
FMC
FMC
$1.32B
| $17.9M | 0.01% |
361,132
+1,670
| +0.5% | +$95K |
|
1747
Coca-Cola Femsa
KOF
$22.8B
| $17.9M | 0.01% |
177,606
+11,701
| +7% | +$1.28M |
|
1748
Coca-Cola Consolidated
COKE
$12B
| $17.9M | 0.01% |
2,395,370
+30,260
| +1% | +$224K |
|
|
ORBC
1749
DELISTED
ORBCOMM, Inc.
ORBC
| $17.9M | 0.01% |
3,108,689
+54,528
| +2% | +$340K |
|
|
XXIA
1750
DELISTED
Ixia
XXIA
| $17.9M | 0.01% |
1,954,634
+83,303
| +4% | +$836K |
|
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.