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 | |
|---|---|---|---|---|---|---|
|
FSL
2476
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $5.87M | ﹤0.01% |
300,205
-26,122
| -8% | -$558K |
|
|
STS
2477
DELISTED
Supreme Industries Inc Class A
STS
| $5.86M | ﹤0.01% |
750,291
+1,055
| +0.1% | +$7.64K |
|
|
GBNK
2478
DELISTED
Guaranty Bancorp
GBNK
| $5.85M | ﹤0.01% |
432,721
-10,419
| -2% | -$144K |
|
|
SCMP
2479
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
| $5.84M | ﹤0.01% |
898,950
-5,649
| -0.6% | -$37.5K |
|
2480
Vera Bradley
VRA
$97M
| $5.83M | ﹤0.01% |
281,749
+500
| +0.2% | +$10.5K |
|
2481
Weyerhaeuser
WY
$18B
| $5.83M | ﹤0.01% |
182,809
-24,419
| -12% | -$801K |
|
|
QADA
2482
DELISTED
QAD Inc.
QADA
| $5.81M | ﹤0.01% |
311,859
| – | – |
|
2483
Clearfield
CLFD
$411M
| $5.81M | ﹤0.01% |
456,071
-3,400
| -0.7% | -$47.3K |
|
2484
Cenovus Energy
CVE
$55.7B
| $5.8M | ﹤0.01% |
215,824
+77,866
| +56% | +$2.38M |
|
|
UNAM
2485
DELISTED
Unico American Corp
UNAM
| $5.79M | ﹤0.01% |
479,571
-500
| -0.1% | -$6.19K |
|
2486
Aware
AWRE
$26M
| $5.78M | ﹤0.01% |
1,566,568
-2,079
| -0.1% | -$10K |
|
|
TIS
2487
DELISTED
Orchids Paper Products, Inc.
TIS
| $5.77M | ﹤0.01% |
235,105
+1,786
| +0.8% | +$49.7K |
|
|
SGEN
2488
DELISTED
Seagen Inc. Common Stock
SGEN
| $5.76M | ﹤0.01% |
154,726
-3,496
| -2% | -$137K |
|
|
ULTI
2489
DELISTED
Ultimate Software Group Inc
ULTI
| $5.74M | ﹤0.01% |
40,570
+3,272
| +9% | +$458K |
|
|
ORAN
2490
DELISTED
Orange
ORAN
| $5.73M | ﹤0.01% |
388,639
| – | – |
|
2491
Brown-Forman Class A
BF.A
$13.4B
| $5.72M | ﹤0.01% |
160,340
-2,778
| -2% | -$101K |
|
|
KONA
2492
DELISTED
Kona Grill, Inc.
KONA
| $5.71M | ﹤0.01% |
289,522
+10,047
| +4% | +$184K |
|
|
BBRG
2493
DELISTED
Bravo Brio Restaurant Group Inc.
BBRG
| $5.7M | ﹤0.01% |
439,654
+60,665
| +16% | +$885K |
|
2494
Sociedad Química y Minera de Chile
SQM
$19.2B
| $5.69M | ﹤0.01% |
223,470
| – | – |
|
|
DGICB
2495
Donegal Group Class B
DGICB
$830M
| $5.68M | ﹤0.01% |
233,787
| – | – |
|
2496
Reading International Class A
RDI
$33.2M
| $5.67M | ﹤0.01% |
674,493
-1,650
| -0.2% | -$13.9K |
|
|
BBBY
2497
Bed Bath & Beyond
BBBY
$481M
| $5.66M | ﹤0.01% |
447,002
-1,686
| -0.4% | -$21.3K |
|
|
BNNY
2498
DELISTED
ANNIES INC COMMON STOCK (DE)
BNNY
| $5.64M | ﹤0.01% |
122,879
-1,456
| -1% | -$51K |
|
2499
Crawford & Co Class A
CRD.A
$532M
| $5.64M | ﹤0.01% |
730,416
+700
| +0.1% | +$5.75K |
|
|
BALT
2500
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
| $5.64M | ﹤0.01% |
1,361,454
-91,443
| -6% | -$496K |
|
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.