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 | |
|---|---|---|---|---|---|---|
1476
Hormel Foods
HRL
$13.8B
| $23M | 0.02% |
895,840
+100,714
| +13% | +$2.46M |
|
1477
Northwest Natural Holdings
NWN
$2.06B
| $23M | 0.02% |
544,002
+44,653
| +9% | +$1.99M |
|
1478
John B. Sanfilippo & Son
JBSS
$984M
| $23M | 0.02% |
710,044
+318
| +0% | +$9.23K |
|
|
EXAM
1479
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $23M | 0.02% |
701,156
+90,742
| +15% | +$2.98M |
|
1480
Universal Insurance Holdings
UVE
$1.23B
| $22.9M | 0.02% |
1,772,023
-59,437
| -3% | -$776K |
|
1481
Avery Dennison
AVY
$13.3B
| $22.9M | 0.02% |
512,873
+9,120
| +2% | +$444K |
|
|
LL
1482
DELISTED
LL Flooring Holdings, Inc.
LL
| $22.9M | 0.02% |
399,048
-1,862
| -0.5% | -$108K |
|
|
SHLD
1483
DELISTED
Sears Holding Corporation
SHLD
| $22.9M | 0.02% |
974,313
-136,661
| -12% | -$4.46M |
|
1484
The Ensign Group
ENSG
$10.3B
| $22.9M | 0.02% |
1,405,656
+157,571
| +13% | +$2.5M |
|
|
SVU
1485
DELISTED
SUPERVALU Inc.
SVU
| $22.9M | 0.02% |
365,255
+273,759
| +299% | +$17.6M |
|
1486
Carlisle Companies
CSL
$15.4B
| $22.9M | 0.02% |
284,266
+8,632
| +3% | +$718K |
|
|
HSP
1487
DELISTED
HOSPIRA INC
HSP
| $22.9M | 0.02% |
439,102
+900
| +0.2% | +$47.8K |
|
1488
XPO
XPO
$23.5B
| $22.8M | 0.02% |
1,752,913
-41,946
| -2% | -$458K |
|
|
SFY
1489
DELISTED
SWIFT ENERGY CO (HOLDING COMPANY)
SFY
| $22.8M | 0.02% |
2,377,057
+503
| +0% | +$5.71K |
|
1490
RPM International
RPM
$14.8B
| $22.8M | 0.02% |
497,376
+8,651
| +2% | +$397K |
|
|
KRA
1491
DELISTED
Kraton Corporation
KRA
| $22.8M | 0.02% |
1,278,367
+30,804
| +2% | +$626K |
|
|
PIKE
1492
DELISTED
PIKE CORPORATION COM STK (NC)
PIKE
| $22.7M | 0.02% |
1,911,179
-3,567
| -0.2% | -$38.1K |
|
|
ORIT
1493
DELISTED
Oritani Financial Corp. New
ORIT
| $22.7M | 0.02% |
1,607,710
+57,362
| +4% | +$853K |
|
1494
Foster
FSTR
$440M
| $22.6M | 0.02% |
492,309
+17,692
| +4% | +$903K |
|
1495
Kforce
KFRC
$1.03B
| $22.6M | 0.02% |
1,152,573
+19,394
| +2% | +$392K |
|
1496
Mattel
MAT
$4.24B
| $22.6M | 0.02% |
735,934
+188,147
| +34% | +$6.66M |
|
1497
CorVel
CRVL
$3.25B
| $22.5M | 0.02% |
1,986,633
+8,658
| +0.4% | +$117K |
|
|
XLNX
1498
DELISTED
Xilinx Inc
XLNX
| $22.5M | 0.02% |
532,266
+18,494
| +4% | +$808K |
|
1499
Range Resources
RRC
$9.04B
| $22.5M | 0.02% |
332,341
-957
| -0.3% | -$73K |
|
1500
IDEX
IEX
$17.5B
| $22.5M | 0.02% |
311,112
+1,997
| +0.6% | +$154K |
|
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.