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 | |
|---|---|---|---|---|---|---|
1076
Tennant Co
TNC
$1.24B
| $32.6M | 0.02% |
485,877
+11,729
| +2% | +$841K |
|
1077
Revvity
RVTY
$12.6B
| $32.6M | 0.02% |
746,799
-15,555
| -2% | -$708K |
|
|
MJN
1078
DELISTED
Mead Johnson Nutrition Company
MJN
| $32.5M | 0.02% |
338,201
+3,192
| +1% | +$302K |
|
|
CEB
1079
DELISTED
CEB Inc.
CEB
| $32.5M | 0.02% |
541,394
+10,025
| +2% | +$655K |
|
1080
Littelfuse
LFUS
$11.8B
| $32.5M | 0.02% |
380,957
+3,470
| +0.9% | +$317K |
|
|
SCS
1081
DELISTED
Steelcase
SCS
| $32.4M | 0.02% |
2,003,139
+24,266
| +1% | +$380K |
|
1082
Navient
NAVI
$863M
| $32.4M | 0.02% |
1,829,890
+576,182
| +46% | +$10.1M |
|
|
SFLY
1083
DELISTED
Shutterfly, Inc.
SFLY
| $32.3M | 0.02% |
663,337
-15,896
| -2% | -$776K |
|
1084
Arch Capital
ACGL
$33.8B
| $32.3M | 0.02% |
1,771,911
+33,801
| +2% | +$623K |
|
1085
Cato Corp
CATO
$65.5M
| $32.3M | 0.02% |
937,373
+54,831
| +6% | +$1.83M |
|
|
FFIC
1086
DELISTED
Flushing Financial
FFIC
| $32.3M | 0.02% |
1,767,875
+31,695
| +2% | +$609K |
|
1087
RBC Bearings
RBC
$18.1B
| $32.2M | 0.02% |
568,662
+27,680
| +5% | +$1.67M |
|
1088
KB Home
KBH
$3.5B
| $32.2M | 0.02% |
2,156,271
-79,915
| -4% | -$1.37M |
|
1089
Enviri
NVRI
$647M
| $32.2M | 0.02% |
1,502,733
+152,455
| +11% | +$3.78M |
|
1090
CubeSmart
CUBE
$9.43B
| $32.2M | 0.02% |
1,788,945
+140,845
| +9% | +$2.6M |
|
1091
Simpson Manufacturing
SSD
$7.98B
| $32.1M | 0.02% |
1,100,672
+59,782
| +6% | +$1.94M |
|
|
HW
1092
DELISTED
Headwaters Inc
HW
| $32.1M | 0.02% |
2,557,789
-61,540
| -2% | -$775K |
|
1093
New Jersey Resources
NJR
$5.54B
| $31.9M | 0.02% |
1,263,218
+58,470
| +5% | +$1.54M |
|
1094
Diamondrock Hospitality Co
DRH
$2.61B
| $31.9M | 0.02% |
2,513,501
+81,825
| +3% | +$1.06M |
|
|
WGL
1095
DELISTED
Wgl Holdings
WGL
| $31.9M | 0.02% |
756,324
+85,819
| +13% | +$3.59M |
|
1096
Universal Electronics
UEIC
$60.5M
| $31.8M | 0.02% |
644,921
+24,685
| +4% | +$1.27M |
|
1097
Monster Beverage
MNST
$91.2B
| $31.8M | 0.02% |
2,083,758
+27,330
| +1% | +$359K |
|
1098
Rambus
RMBS
$10.7B
| $31.8M | 0.02% |
2,549,863
+157,817
| +7% | +$1.99M |
|
|
MTOR
1099
DELISTED
MERITOR, Inc.
MTOR
| $31.8M | 0.02% |
2,930,699
+394,127
| +16% | +$5.13M |
|
|
BCPC
1100
Balchem Corp
BCPC
$5.72B
| $31.8M | 0.02% |
561,726
+19,446
| +4% | +$1.04M |
|
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.