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 | |
|---|---|---|---|---|---|---|
|
APEX
2626
DELISTED
Apex Global Brands Inc. Common Stock
APEX
| $3.91M | ﹤0.01% |
7,159
+153
| +2% | +$79.4K |
|
2627
Baytex Energy
BTE
$3.25B
| $3.88M | ﹤0.01% |
102,486
+66,678
| +186% | +$2.83M |
|
|
BKYF
2628
DELISTED
BK KY FINL CORP
BKYF
| $3.87M | ﹤0.01% |
83,686
+1,426
| +2% | +$54.8K |
|
|
PWX
2629
DELISTED
Providence & Worcester Railroad Company
PWX
| $3.87M | ﹤0.01% |
221,143
+300
| +0.1% | +$5.27K |
|
2630
Greif Class B
GEF.B
$4.11B
| $3.85M | ﹤0.01% |
77,846
+2,097
| +3% | +$113K |
|
2631
Hingham Institution for Saving
HIFS
$627M
| $3.81M | ﹤0.01% |
46,692
-150
| -0.3% | -$12.3K |
|
2632
STMicroelectronics
STM
$46.7B
| $3.8M | ﹤0.01% |
493,623
+1,120
| +0.2% | +$9.32K |
|
|
GTAT
2633
DELISTED
GT ADVANCED TECHNOLOGIES INC COM STK (DE)
GTAT
| $3.77M | ﹤0.01% |
347,959
-1,211,458
| -78% | -$18.5M |
|
2634
Cohen & Steers
CNS
$4.23B
| $3.76M | ﹤0.01% |
97,843
+400
| +0.4% | +$17K |
|
2635
Escalade
ESCA
$273M
| $3.76M | ﹤0.01% |
311,820
+6,009
| +2% | +$88.7K |
|
|
JMP
2636
DELISTED
JMP Group LLC
JMP
| $3.75M | ﹤0.01% |
598,652
-9,015
| -1% | -$61.2K |
|
|
CLUB
2637
DELISTED
Town Sports International Holdings, Inc.
CLUB
| $3.75M | ﹤0.01% |
559,645
-3,400
| -0.6% | -$19.7K |
|
2638
PAR Technology
PAR
$699M
| $3.74M | ﹤0.01% |
764,082
-7,268
| -0.9% | -$31.4K |
|
|
NMRX
2639
DELISTED
Numerex Corp
NMRX
| $3.72M | ﹤0.01% |
355,214
-8,416
| -2% | -$91.9K |
|
|
PRGX
2640
DELISTED
PRGX Global, Inc.
PRGX
| $3.69M | ﹤0.01% |
630,271
+1,031
| +0.2% | +$6.45K |
|
|
PCYC
2641
DELISTED
PHARMACYCLICS INC
PCYC
| $3.68M | ﹤0.01% |
31,308
+26,738
| +585% | +$3.05M |
|
|
RENX
2642
DELISTED
RELX N.V.
RENX
| $3.67M | ﹤0.01% |
249,961
+2,033
| +0.8% | +$30K |
|
|
NTK
2643
DELISTED
NORTEK INC COM NEW (DE)
NTK
| $3.67M | ﹤0.01% |
49,288
+13,549
| +38% | +$1.12M |
|
2644
Amtech Systems
ASYS
$268M
| $3.67M | ﹤0.01% |
342,708
-7,107
| -2% | -$74.7K |
|
2645
STAG Industrial
STAG
$7.38B
| $3.64M | ﹤0.01% |
175,922
+99,222
| +129% | +$2.29M |
|
2646
Orion Energy Systems
OESX
$41M
| $3.64M | ﹤0.01% |
68,053
-1,039
| -2% | -$50.6K |
|
|
WSTL
2647
DELISTED
Westell Technologies Inc
WSTL
| $3.64M | ﹤0.01% |
494,623
-14,884
| -3% | -$116K |
|
2648
Fuel Tech
FTEK
$43.9M
| $3.63M | ﹤0.01% |
854,721
-6,975
| -0.8% | -$33.3K |
|
2649
Customers Bancorp
CUBI
$2.66B
| $3.62M | ﹤0.01% |
201,393
+31,043
| +18% | +$587K |
|
|
LSBG
2650
DELISTED
Lake Sunapee Bank Group
LSBG
| $3.62M | ﹤0.01% |
232,187
-500
| -0.2% | -$7.51K |
|
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.