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 | |
|---|---|---|---|---|---|---|
2026
Ameren
AEE
$30.3B
| $12.6M | 0.01% |
327,751
-12,361
| -4% | -$483K |
|
2027
McCormick & Company Non-Voting
MKC
$13.9B
| $12.5M | 0.01% |
374,146
+16,416
| +5% | +$565K |
|
|
PQUE
2028
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
| $12.5M | 0.01% |
2,224,144
+292,331
| +15% | +$1.64M |
|
2029
Idexx Laboratories
IDXX
$44.8B
| $12.5M | 0.01% |
212,124
+39,198
| +23% | +$2.48M |
|
2030
Quad
QUAD
$559M
| $12.5M | 0.01% |
648,659
+33,703
| +5% | +$730K |
|
2031
The Bancorp
TBBK
$2.96B
| $12.5M | 0.01% |
1,450,443
-25,467
| -2% | -$251K |
|
2032
White Mountains Insurance
WTM
$5.2B
| $12.5M | 0.01% |
19,767
+6,651
| +51% | +$4.15M |
|
2033
CMS Energy
CMS
$22.5B
| $12.5M | 0.01% |
419,896
+11,755
| +3% | +$351K |
|
2034
Kite Realty
KRG
$5.69B
| $12.4M | 0.01% |
513,317
+181,139
| +55% | +$4.59M |
|
2035
First Bancorp
FBNC
$2.64B
| $12.4M | 0.01% |
775,487
+4,424
| +0.6% | +$75K |
|
|
ISLE
2036
DELISTED
Isle of Capri Casinos Inc
ISLE
| $12.4M | 0.01% |
1,655,446
-47,573
| -3% | -$386K |
|
|
TESS
2037
DELISTED
Tessco Technologies Inc
TESS
| $12.4M | 0.01% |
427,495
-1,569
| -0.4% | -$48.6K |
|
|
MDCI
2038
DELISTED
MEDICAL ACTION INDS INC
MDCI
| $12.4M | 0.01% |
896,992
-1,161
| -0.1% | -$16K |
|
|
FRC
2039
DELISTED
First Republic Bank
FRC
| $12.4M | 0.01% |
250,284
+3,782
| +2% | +$185K |
|
|
HTLF
2040
DELISTED
Heartland Financial USA, Inc.
HTLF
| $12.3M | 0.01% |
516,571
+5,494
| +1% | +$132K |
|
|
CHSP
2041
DELISTED
Chesapeake Lodging Trust
CHSP
| $12.3M | 0.01% |
422,076
+89,590
| +27% | +$2.69M |
|
2042
WSFS Financial
WSFS
$4.19B
| $12.3M | 0.01% |
515,067
-13,632
| -3% | -$330K |
|
2043
Cboe Global Markets
CBOE
$31.2B
| $12.3M | 0.01% |
229,489
+5,241
| +2% | +$268K |
|
2044
Neogen
NEOG
$2.59B
| $12.3M | 0.01% |
829,269
-971
| -0.1% | -$15.3K |
|
2045
TIM SA
TIMB
$9.04B
| $12.2M | 0.01% |
466,559
-12,290
| -3% | -$332K |
|
|
MNTA
2046
DELISTED
Momenta Pharmaceuticals, Inc.
MNTA
| $12.2M | 0.01% |
1,079,486
-28,613
| -3% | -$326K |
|
2047
Tootsie Roll Industries
TR
$2.96B
| $12.2M | 0.01% |
622,983
-9,254
| -1% | -$182K |
|
|
RAD
2048
DELISTED
Rite Aid Corporation
RAD
| $12.2M | 0.01% |
126,234
-50,602
| -29% | -$6.53M |
|
|
SLI
2049
DELISTED
S L INDUSTRIES INC (DELAWARE)
SLI
| $12.2M | 0.01% |
250,013
| – | – |
|
|
BAGL
2050
DELISTED
EINSTEIN NOAH RESTAURANT GROUP, INC CMN STK (DELAWARE)
BAGL
| $12.2M | 0.01% |
605,330
-2,600
| -0.4% | -$38.4K |
|
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.