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 | |
|---|---|---|---|---|---|---|
|
GRT
1401
DELISTED
GLIMCHER REALTY TRUST
GRT
| $24.5M | 0.02% |
1,810,321
+14,832
| +0.8% | +$170K |
|
1402
Trex
TREX
$5.15B
| $24.5M | 0.02% |
2,835,092
+51,304
| +2% | +$430K |
|
1403
Public Service Enterprise Group
PEG
$37.6B
| $24.5M | 0.02% |
656,969
-140,318
| -18% | -$5.18M |
|
1404
Estee Lauder
EL
$31.5B
| $24.5M | 0.02% |
327,294
+4,655
| +1% | +$350K |
|
1405
Buckle
BKE
$2.34B
| $24.4M | 0.02% |
538,542
-440
| -0.1% | -$20.3K |
|
1406
Virtus Investment Partners
VRTS
$1.08B
| $24.4M | 0.02% |
140,562
+8,846
| +7% | +$1.8M |
|
1407
British American Tobacco
BTI
$128B
| $24.4M | 0.02% |
431,778
+61,948
| +17% | +$3.66M |
|
1408
United Natural Foods
UNFI
$2.91B
| $24.4M | 0.02% |
397,053
+26,385
| +7% | +$1.66M |
|
|
RFP
1409
DELISTED
Resolute Forest Products Inc.
RFP
| $24.3M | 0.02% |
1,554,931
+66,635
| +4% | +$1.12M |
|
|
SRCI
1410
DELISTED
SRC Energy Inc
SRCI
| $24.3M | 0.02% |
1,993,650
+199,455
| +11% | +$2.49M |
|
1411
Hanmi Financial
HAFC
$961M
| $24.3M | 0.02% |
1,204,010
+36,556
| +3% | +$764K |
|
1412
Stepan Co
SCL
$1.46B
| $24.3M | 0.02% |
546,710
+757
| +0.1% | +$37.1K |
|
|
CCRN
1413
DELISTED
Cross Country Healthcare
CCRN
| $24.2M | 0.02% |
2,606,255
-19,073
| -0.7% | -$146K |
|
1414
SS&C Technologies
SSNC
$18.6B
| $24.2M | 0.02% |
1,103,152
-53,416
| -5% | -$1.18M |
|
|
MIG
1415
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $24.2M | 0.02% |
4,137,526
-14,600
| -0.4% | -$91.6K |
|
|
OPLN
1416
Openlane
OPLN
$4.05B
| $24.2M | 0.02% |
2,229,970
+17,152
| +0.8% | +$196K |
|
1417
MYR Group
MYRG
$5.2B
| $24.1M | 0.02% |
1,002,664
+76,311
| +8% | +$1.87M |
|
|
ROC
1418
DELISTED
ROCKWOOD HLDGS INC
ROC
| $24.1M | 0.02% |
315,254
-3,952
| -1% | -$316K |
|
|
ILG
1419
DELISTED
ILG, Inc Common Stock
ILG
| $24.1M | 0.02% |
1,264,260
+6,362
| +0.5% | +$135K |
|
|
SEE
1420
DELISTED
Sealed Air
SEE
| $24.1M | 0.02% |
690,240
-359,694
| -34% | -$12.4M |
|
1421
Valmont Industries
VMI
$9.58B
| $24.1M | 0.02% |
178,367
+28,693
| +19% | +$4.12M |
|
1422
Cullen/Frost Bankers
CFR
$10.3B
| $24.1M | 0.02% |
314,310
-5,524
| -2% | -$433K |
|
1423
Tractor Supply
TSCO
$17.5B
| $24M | 0.02% |
1,954,090
-47,275
| -2% | -$590K |
|
1424
Aptiv
APTV
$9.95B
| $24M | 0.02% |
391,334
+52,390
| +15% | +$3.59M |
|
|
HOT
1425
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $24M | 0.02% |
288,488
+7,343
| +3% | +$606K |
|
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.