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 | |
|---|---|---|---|---|---|---|
876
BJ's Restaurants
BJRI
$1.49B
| $40.2M | 0.03% |
1,115,900
+70,063
| +7% | +$2.48M |
|
877
Harmonic Inc
HLIT
$1.27B
| $40.1M | 0.03% |
6,329,365
+309,182
| +5% | +$2M |
|
|
SUP
878
DELISTED
Superior Industries International
SUP
| $40.1M | 0.03% |
2,287,453
-18,481
| -0.8% | -$360K |
|
|
EXXI
879
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $40.1M | 0.03% |
3,529,023
-239,194
| -6% | -$4.25M |
|
880
Sonic Automotive
SAH
$2.68B
| $39.9M | 0.03% |
1,628,708
+97,060
| +6% | +$2.42M |
|
881
TE Connectivity
TEL
$62.3B
| $39.9M | 0.03% |
721,102
-22,073
| -3% | -$1.37M |
|
|
PBY
882
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $39.9M | 0.03% |
4,475,155
+23,986
| +0.5% | +$258K |
|
883
Belden
BDC
$5.05B
| $39.8M | 0.03% |
621,520
-4,839
| -0.8% | -$350K |
|
884
Maximus
MMS
$3.06B
| $39.8M | 0.03% |
991,166
+127,083
| +15% | +$5.26M |
|
885
RLI Corp
RLI
$5.91B
| $39.7M | 0.03% |
1,834,306
+57,114
| +3% | +$1.27M |
|
886
NN Inc
NNBR
$298M
| $39.7M | 0.03% |
1,485,866
+6,938
| +0.5% | +$191K |
|
887
Huntington Bancshares
HBAN
$35.1B
| $39.7M | 0.03% |
4,079,640
-67,244
| -2% | -$658K |
|
888
Myers Industries
MYE
$1.32B
| $39.7M | 0.03% |
2,249,919
+13,493
| +0.6% | +$257K |
|
889
Applied Materials
AMAT
$419B
| $39.7M | 0.03% |
1,835,579
-1,513
| -0.1% | -$33.5K |
|
890
T-Mobile US
TMUS
$193B
| $39.7M | 0.03% |
1,373,510
-291,141
| -17% | -$8.96M |
|
|
CWEI
891
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $39.6M | 0.03% |
410,084
+29,084
| +8% | +$3.36M |
|
|
KAMN
892
DELISTED
Kaman Corp
KAMN
| $39.5M | 0.03% |
1,005,190
+21,655
| +2% | +$886K |
|
893
West Pharmaceutical
WST
$24.5B
| $39.5M | 0.03% |
881,530
-25,578
| -3% | -$1.09M |
|
894
Plexus
PLXS
$7.18B
| $39.5M | 0.03% |
1,068,255
+49,609
| +5% | +$2.01M |
|
|
PRA
895
DELISTED
ProAssurance
PRA
| $39.4M | 0.03% |
893,680
+157,576
| +21% | +$7.1M |
|
896
Tanger
SKT
$4.52B
| $39.3M | 0.03% |
1,202,155
+16,928
| +1% | +$585K |
|
|
ACTA
897
DELISTED
Actua Corp
ACTA
| $39.3M | 0.03% |
2,453,984
+5,408
| +0.2% | +$95.6K |
|
898
Steven Madden
SHOO
$3.53B
| $39.2M | 0.03% |
1,824,213
+229,033
| +14% | +$5.13M |
|
|
CAM
899
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $39.1M | 0.03% |
589,366
+124,024
| +27% | +$8.79M |
|
900
Axos Financial
AX
$5.78B
| $39.1M | 0.03% |
2,152,808
-217,256
| -9% | -$4.1M |
|
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.