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 | |
|---|---|---|---|---|---|---|
|
AIOT
2601
PowerFleet Inc
AIOT
$526M
| $4.22M | ﹤0.01% |
571,742
-7,408
| -1% | -$42.5K |
|
2602
Cumberland Pharmaceuticals
CPIX
$100M
| $4.19M | ﹤0.01% |
848,839
-7,742
| -0.9% | -$37.5K |
|
2603
Digimarc Corp
DMRC
$147M
| $4.19M | ﹤0.01% |
202,477
-4,182
| -2% | -$106K |
|
2604
Crawford & Co Class B
CRD.B
$491M
| $4.16M | ﹤0.01% |
504,112
+4,422
| +0.9% | +$41.6K |
|
|
GTY
2605
Getty Realty Corp
GTY
$2.11B
| $4.15M | ﹤0.01% |
247,101
+14,733
| +6% | +$269K |
|
|
PWOD
2606
DELISTED
Penns Woods Bancorp
PWOD
| $4.15M | ﹤0.01% |
147,242
+3,726
| +3% | +$111K |
|
|
N
2607
DELISTED
Netsuite Inc
N
| $4.13M | ﹤0.01% |
46,114
-14,154
| -23% | -$1.2M |
|
2608
Commault Systems
CVLT
$4.88B
| $4.12M | ﹤0.01% |
81,754
+600
| +0.7% | +$30.9K |
|
2609
Teck Resources
TECK
$29.6B
| $4.12M | ﹤0.01% |
218,070
+39,541
| +22% | +$898K |
|
|
CIE
2610
DELISTED
Cobalt International Energy, Inc
CIE
| $4.08M | ﹤0.01% |
19,953
+648
| +3% | +$150K |
|
|
BBNK
2611
DELISTED
BRIDGE CAPITAL HOLDINGS
BBNK
| $4.07M | ﹤0.01% |
179,103
-720
| -0.4% | -$16.2K |
|
2612
Thomson Reuters
TRI
$42.8B
| $4.07M | ﹤0.01% |
96,332
+15,236
| +19% | +$659K |
|
|
PGN
2613
DELISTED
PARAGON OFFSHORE PLC (GBR)
PGN
| $4.06M | ﹤0.01% |
+660,831
| New | +$5.52M |
|
|
STRR
2614
DELISTED
Star Equity Holdings
STRR
| $4.06M | ﹤0.01% |
20,644
-185
| -0.9% | -$33.2K |
|
2615
Nature's Sunshine
NATR
$354M
| $4.05M | ﹤0.01% |
273,288
| – | – |
|
|
TMHC
2616
DELISTED
Taylor Morrison
TMHC
| $4.04M | ﹤0.01% |
249,149
+103,084
| +71% | +$2.01M |
|
|
AXAS
2617
DELISTED
Abraxas Petroleum Corp
AXAS
| $4.03M | ﹤0.01% |
38,190
| – | – |
|
2618
AXT Inc
AXTI
$3.95B
| $4.02M | ﹤0.01% |
1,647,639
-28,346
| -2% | -$67.7K |
|
2619
lululemon athletica
LULU
$13.5B
| $4.02M | ﹤0.01% |
95,611
+1,752
| +2% | +$70.5K |
|
2620
Grupo Aeroportuario Centro Norte
OMAB
$5.16B
| $4.01M | ﹤0.01% |
113,692
-11,299
| -9% | -$380K |
|
|
TST
2621
DELISTED
TheStreet, Inc.
TST
| $3.97M | ﹤0.01% |
177,425
-1,601
| -0.9% | -$37.7K |
|
|
MBTF
2622
DELISTED
MBT Financial Corporation
MBTF
| $3.95M | ﹤0.01% |
821,576
-763
| -0.1% | -$3.97K |
|
2623
CGI
GIB
$15.1B
| $3.94M | ﹤0.01% |
116,726
+64,210
| +122% | +$2.26M |
|
2624
Agree Realty
ADC
$9.34B
| $3.94M | ﹤0.01% |
143,722
+8,827
| +7% | +$260K |
|
|
TARO
2625
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
| $3.91M | ﹤0.01% |
25,431
+2,046
| +9% | +$308K |
|
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.