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 | |
|---|---|---|---|---|---|---|
|
BCR
1751
DELISTED
CR Bard Inc.
BCR
| $17.9M | 0.01% |
125,171
+11,085
| +10% | +$1.64M |
|
1752
FirstEnergy
FE
$27.9B
| $17.9M | 0.01% |
531,807
+38,788
| +8% | +$1.28M |
|
1753
H&R Block
HRB
$5.84B
| $17.9M | 0.01% |
575,702
+8,666
| +2% | +$283K |
|
1754
Columbus McKinnon
CMCO
$622M
| $17.8M | 0.01% |
811,314
+29,193
| +4% | +$736K |
|
|
SLXP
1755
DELISTED
SALIX PHARMACEUTICALS LTD DEL
SLXP
| $17.8M | 0.01% |
114,174
-439
| -0.4% | -$63.6K |
|
|
AMWD
1756
DELISTED
American Woodmark
AMWD
| $17.8M | 0.01% |
482,850
+21,640
| +5% | +$747K |
|
|
PEI
1757
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $17.8M | 0.01% |
59,447
+1,078
| +2% | +$318K |
|
1758
Boyd Gaming
BYD
$6.27B
| $17.8M | 0.01% |
1,749,493
-189,623
| -10% | -$2.05M |
|
1759
Banco Santander Chile
BSAC
$16.4B
| $17.8M | 0.01% |
803,821
+80,840
| +11% | +$2M |
|
1760
Cogent Communications
CCOI
$666M
| $17.7M | 0.01% |
528,051
+96,297
| +22% | +$3.29M |
|
1761
Synopsys
SNPS
$77.3B
| $17.7M | 0.01% |
446,590
+7,389
| +2% | +$293K |
|
|
WPP
1762
DELISTED
WAUSAU PAPER CORP.
WPP
| $17.7M | 0.01% |
2,235,368
-54,493
| -2% | -$514K |
|
1763
Douglas Dynamics
PLOW
$1.03B
| $17.7M | 0.01% |
908,811
+40,511
| +5% | +$761K |
|
|
TWTC
1764
DELISTED
TW TELECOM INC CL A COM
TWTC
| $17.7M | 0.01% |
425,551
| – | – |
|
1765
Brown-Forman Class B
BF.B
$13.1B
| $17.7M | 0.01% |
613,050
-1,619
| -0.3% | -$47.6K |
|
1766
Urban Outfitters
URBN
$6.75B
| $17.7M | 0.01% |
481,995
+245,398
| +104% | +$9.02M |
|
1767
LPL Financial
LPLA
$27.9B
| $17.7M | 0.01% |
383,871
+25,149
| +7% | +$1.21M |
|
1768
Washington Trust Bancorp
WASH
$761M
| $17.7M | 0.01% |
535,327
+2,359
| +0.4% | +$82.1K |
|
|
SMRT
1769
DELISTED
Stein Mart Inc
SMRT
| $17.7M | 0.01% |
1,528,690
+20,586
| +1% | +$266K |
|
1770
Manulife Financial
MFC
$74.4B
| $17.6M | 0.01% |
916,488
+163,945
| +22% | +$3.3M |
|
1771
Knowles
KN
$3.45B
| $17.6M | 0.01% |
665,410
+341,165
| +105% | +$10.4M |
|
|
SNI
1772
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $17.6M | 0.01% |
225,449
+6,227
| +3% | +$501K |
|
|
WMAR
1773
DELISTED
West Marine Inc
WMAR
| $17.6M | 0.01% |
1,955,854
-5,131
| -0.3% | -$50.4K |
|
|
TBRG
1774
DELISTED
TruBridge
TBRG
| $17.6M | 0.01% |
306,128
+13,113
| +4% | +$818K |
|
1775
Cinemark Holdings
CNK
$4.41B
| $17.6M | 0.01% |
515,537
+13,697
| +3% | +$475K |
|
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.