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 | |
|---|---|---|---|---|---|---|
1226
Franklin Electric
FELE
$4.87B
| $28.1M | 0.02% |
809,273
+14,064
| +2% | +$530K |
|
1227
Acco Brands
ACCO
$402M
| $28.1M | 0.02% |
4,072,641
+749,390
| +23% | +$5.24M |
|
|
SNBR
1228
DELISTED
Sleep Number
SNBR
| $28.1M | 0.02% |
1,343,129
+258,364
| +24% | +$5.45M |
|
1229
COPT Defense Properties
CDP
$4.24B
| $28.1M | 0.02% |
1,090,951
+70,659
| +7% | +$1.98M |
|
|
PLKI
1230
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $28.1M | 0.02% |
692,599
+30,409
| +5% | +$1.24M |
|
1231
Zumiez
ZUMZ
$330M
| $28M | 0.02% |
997,247
+124,891
| +14% | +$3.67M |
|
1232
Chunghwa Telecom
CHT
$32.6B
| $28M | 0.02% |
934,290
-13,686
| -1% | -$422K |
|
1233
Charter Communications
CHTR
$18.3B
| $28M | 0.02% |
184,747
+81,406
| +79% | +$12.9M |
|
1234
NBT Bancorp
NBTB
$2.77B
| $27.9M | 0.02% |
1,240,562
+37,350
| +3% | +$884K |
|
|
BLT
1235
DELISTED
BLOUNT INTERNATIONAL (NEW)
BLT
| $27.9M | 0.02% |
1,845,628
+88,596
| +5% | +$1.32M |
|
1236
Interface
TILE
$2.01B
| $27.9M | 0.02% |
1,727,952
+27,801
| +2% | +$480K |
|
1237
Credit Acceptance
CACC
$6.15B
| $27.9M | 0.02% |
221,110
+21,140
| +11% | +$2.59M |
|
1238
SBA Communications
SBAC
$18.9B
| $27.8M | 0.02% |
251,067
+9,481
| +4% | +$1.02M |
|
|
TIME
1239
DELISTED
Time Inc.
TIME
| $27.8M | 0.02% |
1,188,113
+36,839
| +3% | +$887K |
|
|
CKP
1240
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $27.8M | 0.02% |
2,274,171
+24,384
| +1% | +$322K |
|
1241
Motorola Solutions
MSI
$72.7B
| $27.8M | 0.02% |
439,483
+47,904
| +12% | +$3.01M |
|
1242
Quanex
NX
$959M
| $27.8M | 0.02% |
1,537,176
+99,990
| +7% | +$1.79M |
|
1243
First Interstate BancSystem
FIBK
$3.63B
| $27.8M | 0.02% |
1,046,469
+40,065
| +4% | +$1.07M |
|
1244
East-West Bancorp
EWBC
$18.3B
| $27.8M | 0.02% |
817,478
-7,690
| -0.9% | -$267K |
|
|
RPAI
1245
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $27.8M | 0.02% |
1,897,961
+362,900
| +24% | +$5.59M |
|
|
ALOG
1246
DELISTED
Analogic Corp
ALOG
| $27.7M | 0.02% |
433,710
+3,068
| +0.7% | +$220K |
|
1247
Innospec
IOSP
$2.27B
| $27.7M | 0.02% |
772,083
+126,054
| +20% | +$5.12M |
|
1248
Adtran
ADTN
$645M
| $27.7M | 0.02% |
1,348,621
+33,420
| +3% | +$748K |
|
1249
Howard Hughes
HHH
$3.92B
| $27.7M | 0.02% |
193,420
-6,367
| -3% | -$932K |
|
1250
Marriott International
MAR
$94.2B
| $27.7M | 0.02% |
395,582
-920
| -0.2% | -$62.3K |
|
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.