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 | |
|---|---|---|---|---|---|---|
|
ESV
2501
DELISTED
Ensco Rowan plc
ESV
| $5.63M | ﹤0.01% |
34,065
| – | – |
|
2502
Comscore
SCOR
$106M
| $5.62M | ﹤0.01% |
7,713
| – | – |
|
|
PLNR
2503
DELISTED
PLANAR SYSTEMS INC
PLNR
| $5.6M | ﹤0.01% |
1,477,614
+2,385
| +0.2% | +$8.7K |
|
|
SIR
2504
DELISTED
SELECT INCOME REIT
SIR
| $5.59M | ﹤0.01% |
529,120
+200,687
| +61% | +$2.43M |
|
|
GDP
2505
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $5.57M | ﹤0.01% |
375,575
+5,383
| +1% | +$108K |
|
2506
iShares S&P India Nifty 50 Index Fund
INDY
$562M
| $5.56M | ﹤0.01% |
187,400
| – | – |
|
|
CAJ
2507
DELISTED
Canon, Inc.
CAJ
| $5.54M | ﹤0.01% |
170,016
+1,000
| +0.6% | +$33.1K |
|
2508
Kosmos Energy
KOS
$1.6B
| $5.53M | ﹤0.01% |
555,345
+234,453
| +73% | +$2.35M |
|
|
PPIH
2509
Perma-Pipe International
PPIH
$196M
| $5.53M | ﹤0.01% |
582,823
+243
| +0% | +$2.78K |
|
2510
Preferred Bank
PFBC
$1.24B
| $5.51M | ﹤0.01% |
244,811
+781
| +0.3% | +$18.2K |
|
|
BIRT
2511
DELISTED
Actuate Corp
BIRT
| $5.51M | ﹤0.01% |
1,412,736
-26,599
| -2% | -$116K |
|
2512
Southern Copper
SCCO
$143B
| $5.49M | ﹤0.01% |
199,800
+5,726
| +3% | +$171K |
|
2513
Addus HomeCare
ADUS
$2.16B
| $5.47M | ﹤0.01% |
279,097
+6,442
| +2% | +$139K |
|
|
UHT
2514
Universal Health Realty Income Trust
UHT
$603M
| $5.44M | ﹤0.01% |
130,513
+3,256
| +3% | +$141K |
|
|
AIQ
2515
DELISTED
Alliance Healthcare Services
AIQ
| $5.44M | ﹤0.01% |
240,407
+8,403
| +4% | +$232K |
|
2516
Village Super Market
VLGEA
$651M
| $5.43M | ﹤0.01% |
238,400
-1,437
| -0.6% | -$33.2K |
|
|
GBL
2517
DELISTED
GAMCO Investors, Inc.
GBL
| $5.43M | ﹤0.01% |
142,579
+3,859
| +3% | +$163K |
|
|
PARAA
2518
DELISTED
Paramount Global Class A
PARAA
| $5.43M | ﹤0.01% |
101,198
-4,944
| -5% | -$293K |
|
|
ATHN
2519
DELISTED
Athenahealth, Inc.
ATHN
| $5.41M | ﹤0.01% |
41,068
-1,145
| -3% | -$151K |
|
2520
Compañía de Minas Buenaventura
BVN
$7.69B
| $5.41M | ﹤0.01% |
466,130
-2,400
| -0.5% | -$29.9K |
|
2521
Banc of California
BANC
$3.03B
| $5.38M | ﹤0.01% |
462,790
-3,921
| -0.8% | -$45.8K |
|
2522
Tenaris
TS
$28.9B
| $5.37M | ﹤0.01% |
117,866
| – | – |
|
2523
AmeriServ Financial
ASRV
$77.5M
| $5.35M | ﹤0.01% |
1,626,767
-16,095
| -1% | -$53.3K |
|
|
PDS
2524
Precision Drilling
PDS
$999M
| $5.35M | ﹤0.01% |
24,773
+13,156
| +113% | +$3.27M |
|
|
TBNK
2525
DELISTED
Territorial Bancorp Inc.
TBNK
| $5.34M | ﹤0.01% |
263,302
+3,745
| +1% | +$76.7K |
|
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.