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 | |
|---|---|---|---|---|---|---|
2226
ASML
ASML
$632B
| $9.6M | 0.01% |
97,108
-735
| -0.8% | -$69.1K |
|
2227
Citizens
CIA
$239M
| $9.6M | 0.01% |
1,485,261
+19,453
| +1% | +$135K |
|
2228
Cass Information Systems
CASS
$723M
| $9.58M | 0.01% |
305,403
+6,723
| +2% | +$238K |
|
2229
eHealth
EHTH
$44.8M
| $9.57M | 0.01% |
396,773
-16,993
| -4% | -$464K |
|
|
WP
2230
DELISTED
Worldpay, Inc.
WP
| $9.53M | 0.01% |
308,356
+108,200
| +54% | +$3.51M |
|
2231
Bright Horizons
BFAM
$4.06B
| $9.49M | 0.01% |
225,716
+64,734
| +40% | +$2.7M |
|
|
TRR
2232
DELISTED
Trc Companies
TRR
| $9.49M | 0.01% |
1,453,679
-3,035
| -0.2% | -$17.4K |
|
2233
Ceco Environmental
CECO
$3.94B
| $9.49M | 0.01% |
708,083
-2,001
| -0.3% | -$28.5K |
|
2234
Enterprise Financial Services Corp
EFSC
$2.43B
| $9.48M | 0.01% |
567,030
+9,175
| +2% | +$161K |
|
|
FFNW
2235
DELISTED
First Financial Northwest, Inc
FFNW
| $9.47M | 0.01% |
927,641
-2,218
| -0.2% | -$23.8K |
|
|
TIBX
2236
DELISTED
TIBCO SOFTWARE INC
TIBX
| $9.42M | 0.01% |
398,765
+41,619
| +12% | +$851K |
|
|
NOR
2237
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
| $9.42M | 0.01% |
297,756
+48,340
| +19% | +$1.49M |
|
2238
Univest Financial
UVSP
$1.23B
| $9.42M | 0.01% |
502,286
+3,956
| +0.8% | +$76.9K |
|
2239
Core Laboratories
CLB
$489M
| $9.41M | 0.01% |
64,288
+100
| +0.2% | +$15.4K |
|
|
NATL
2240
DELISTED
National Interstate Corporation
NATL
| $9.35M | 0.01% |
335,222
-751
| -0.2% | -$21K |
|
2241
AMC Global Media
AMCX
$478M
| $9.34M | 0.01% |
159,848
+1,300
| +0.8% | +$80.2K |
|
2242
Oil-Dri
ODC
$1.44B
| $9.34M | 0.01% |
716,388
+358
| +0% | +$5.3K |
|
2243
American Water Works
AWK
$26.2B
| $9.32M | 0.01% |
193,302
+3,362
| +2% | +$164K |
|
|
UPL
2244
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $9.31M | 0.01% |
400,238
+2,820
| +0.7% | +$70.7K |
|
|
UCTT
2245
Ultra Clean Holdings
UCTT
$4B
| $9.31M | 0.01% |
1,040,453
+7,855
| +0.8% | +$73.2K |
|
|
VGR
2246
DELISTED
Vector Group Ltd.
VGR
| $9.29M | 0.01% |
753,795
+3,941
| +0.5% | +$46.2K |
|
2247
Key Tronic
KTCC
$43M
| $9.29M | 0.01% |
878,802
-1,697
| -0.2% | -$18K |
|
|
RLH
2248
DELISTED
Red Lions Hotel Corporation
RLH
| $9.27M | 0.01% |
1,629,825
-7,349
| -0.4% | -$41.2K |
|
2249
Camden National
CAC
$1.01B
| $9.27M | 0.01% |
397,295
+203
| +0.1% | +$4.92K |
|
|
FRM
2250
DELISTED
FURMANITE CORPORATION COM
FRM
| $9.24M | 0.01% |
1,367,052
+243
| +0% | +$2.27K |
|
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.