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 | |
|---|---|---|---|---|---|---|
|
CALY
726
Callaway Golf Company
CALY
$3.32B
| $47.2M | 0.03% |
6,525,997
+131,954
| +2% | +$1.04M |
|
|
ROSE
727
DELISTED
ROSETTA RESOURCES INC
ROSE
| $47.2M | 0.03% |
1,058,578
+265,435
| +33% | +$13.2M |
|
728
H.B. Fuller
FUL
$2.97B
| $47.1M | 0.03% |
1,187,573
+43,899
| +4% | +$2M |
|
|
TRW
729
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $47.1M | 0.03% |
465,042
+1,080
| +0.2% | +$108K |
|
|
RJET
730
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
| $47.1M | 0.03% |
4,237,083
+37,979
| +0.9% | +$400K |
|
731
Super Micro Computer
SMCI
$18.4B
| $47M | 0.03% |
15,990,770
+874,780
| +6% | +$2.27M |
|
|
DF
732
DELISTED
Dean Foods Company
DF
| $47M | 0.03% |
3,548,656
+591,630
| +20% | +$9.4M |
|
|
STFC
733
DELISTED
State Auto Financial Corp
STFC
| $47M | 0.03% |
2,292,082
-2,507
| -0.1% | -$54.5K |
|
|
AYR
734
DELISTED
Aircastle Ltd
AYR
| $47M | 0.03% |
2,870,584
-127,157
| -4% | -$2.31M |
|
735
Oneok
OKE
$57.2B
| $46.9M | 0.03% |
715,962
+41,048
| +6% | +$2.75M |
|
736
Grand Canyon Education
LOPE
$3.79B
| $46.9M | 0.03% |
1,150,946
+69,592
| +6% | +$3.03M |
|
737
Meritage Homes
MTH
$4.58B
| $46.9M | 0.03% |
2,639,392
+315,326
| +14% | +$6.33M |
|
738
Hope Bancorp
HOPE
$1.79B
| $46.8M | 0.03% |
3,210,306
+157,586
| +5% | +$2.37M |
|
|
MDR
739
DELISTED
McDermott International
MDR
| $46.8M | 0.03% |
2,728,460
-353,629
| -11% | -$7.63M |
|
740
Emcor
EME
$35.2B
| $46.8M | 0.03% |
1,170,917
+142,603
| +14% | +$6.13M |
|
|
SEM
741
DELISTED
Select Medical
SEM
| $46.7M | 0.03% |
7,211,074
+634,626
| +10% | +$4.9M |
|
742
Community Bank
CBU
$3.41B
| $46.7M | 0.03% |
1,389,255
+75,693
| +6% | +$2.68M |
|
|
KG
743
Kestrel Group
KG
$69.4M
| $46.7M | 0.03% |
210,534
+7,511
| +4% | +$1.79M |
|
|
SPWR
744
DELISTED
SunPower Corporation Common Stock
SPWR
| $46.5M | 0.03% |
2,096,499
-460,831
| -18% | -$11.2M |
|
745
ABM Industries
ABM
$2.81B
| $46.5M | 0.03% |
1,810,516
+96,420
| +6% | +$2.53M |
|
|
CIR
746
DELISTED
CIRCOR International, Inc
CIR
| $46.4M | 0.03% |
689,802
+7,005
| +1% | +$502K |
|
|
SF
747
Stifel
SF
$12.6B
| $46.4M | 0.03% |
2,226,753
-31,095
| -1% | -$648K |
|
748
Pearson
PSO
$10.2B
| $46.4M | 0.03% |
2,317,913
-16,824
| -0.7% | -$321K |
|
749
Zebra Technologies
ZBRA
$14B
| $46.4M | 0.03% |
653,719
-3,114
| -0.5% | -$243K |
|
|
FTD
750
DELISTED
FTD Companies, Inc. Common Stock
FTD
| $46.3M | 0.03% |
1,358,260
+27,817
| +2% | +$904K |
|
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.