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 | |
|---|---|---|---|---|---|---|
1176
Oxford Industries
OXM
$574M
| $29.4M | 0.02% |
481,804
-264
| -0.1% | -$16.7K |
|
1177
Genuine Parts
GPC
$18.2B
| $29.4M | 0.02% |
334,979
+45,558
| +16% | +$3.95M |
|
|
HSNI
1178
DELISTED
HSN, Inc.
HSNI
| $29.4M | 0.02% |
478,277
+15,342
| +3% | +$902K |
|
|
ECOL
1179
DELISTED
US Ecology, Inc.
ECOL
| $29.3M | 0.02% |
627,522
+19,509
| +3% | +$894K |
|
1180
M/I Homes
MHO
$3.76B
| $29.3M | 0.02% |
1,478,422
+75,264
| +5% | +$1.64M |
|
1181
Brink's
BCO
$4.64B
| $29.2M | 0.02% |
1,214,784
+73,523
| +6% | +$1.97M |
|
1182
Avista
AVA
$3.27B
| $29.2M | 0.02% |
956,504
+44,569
| +5% | +$1.42M |
|
1183
Las Vegas Sands
LVS
$29.8B
| $29.2M | 0.02% |
469,374
+2,521
| +0.5% | +$173K |
|
1184
Ennis
EBF
$564M
| $29.2M | 0.02% |
2,215,568
+2,934
| +0.1% | +$42.1K |
|
1185
WD-40
WDFC
$3.13B
| $29.2M | 0.02% |
429,300
+15,562
| +4% | +$1.08M |
|
|
UIL
1186
DELISTED
UIL HOLDINGS
UIL
| $29.2M | 0.02% |
823,794
+48,421
| +6% | +$1.77M |
|
|
RAVN
1187
DELISTED
Raven Industries Inc
RAVN
| $29.1M | 0.02% |
1,194,392
-8,908
| -0.7% | -$254K |
|
1188
Bank of Montreal
BMO
$128B
| $29.1M | 0.02% |
395,790
+58,949
| +18% | +$4.43M |
|
|
SE
1189
DELISTED
Spectra Energy Corp Wi
SE
| $29.1M | 0.02% |
741,066
+14,350
| +2% | +$591K |
|
1190
Ericsson
ERIC
$33.2B
| $29.1M | 0.02% |
2,309,729
-72,774
| -3% | -$903K |
|
1191
Harley-Davidson
HOG
$2.73B
| $29M | 0.02% |
498,926
+36,906
| +8% | +$2.36M |
|
|
SHOE
1192
Shoe Station Group
SHOE
$424M
| $29M | 0.02% |
3,258,452
-13,228
| -0.4% | -$128K |
|
|
SMA
1193
DELISTED
SYMMETRY MEDICAL INC
SMA
| $29M | 0.02% |
2,875,481
+75,917
| +3% | +$703K |
|
|
RAI
1194
DELISTED
Reynolds American Inc
RAI
| $29M | 0.02% |
983,292
-4,034
| -0.4% | -$117K |
|
1195
Simmons First National
SFNC
$3.47B
| $29M | 0.02% |
1,505,182
+32,108
| +2% | +$637K |
|
|
METR
1196
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $28.9M | 0.02% |
1,193,060
-1,684
| -0.1% | -$39.5K |
|
|
CUK
1197
DELISTED
Carnival PLC
CUK
| $28.9M | 0.02% |
723,808
-32,290
| -4% | -$1.22M |
|
1198
Wabash National
WNC
$515M
| $28.9M | 0.02% |
2,170,674
+91,513
| +4% | +$1.26M |
|
1199
SPX Corp
SPXC
$11B
| $28.9M | 0.02% |
1,222,151
+7,505
| +0.6% | +$195K |
|
|
HF
1200
DELISTED
HFF Inc.
HF
| $28.9M | 0.02% |
996,835
+93,638
| +10% | +$3.06M |
|
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.