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 | |
|---|---|---|---|---|---|---|
|
TURN
2651
DELISTED
180 Degree Capital
TURN
| $3.6M | ﹤0.01% |
402,706
-101,801
| -20% | -$971K |
|
2652
Napco Security Technologies
NSSC
$1.32B
| $3.6M | ﹤0.01% |
1,530,242
-9,184
| -0.6% | -$22.7K |
|
|
ATHL
2653
DELISTED
ATHLON ENERGY INC COM
ATHL
| $3.58M | ﹤0.01% |
+61,486
| New | +$2.85M |
|
|
CGG
2654
DELISTED
CGG
CGG
| $3.57M | ﹤0.01% |
12,234
-246
| -2% | -$81K |
|
2655
Nice
NICE
$5.79B
| $3.56M | ﹤0.01% |
87,394
+2,293
| +3% | +$91.3K |
|
|
ANV
2656
DELISTED
Allied Nevada Gold Corp
ANV
| $3.56M | ﹤0.01% |
1,076,546
| – | – |
|
2657
Kewaunee Scientific
KEQU
$102M
| $3.54M | ﹤0.01% |
198,198
-310
| -0.2% | -$5.57K |
|
|
EMKR
2658
DELISTED
Emcore Corp
EMKR
| $3.54M | ﹤0.01% |
62,174
-1,293
| -2% | -$56.4K |
|
|
BONT
2659
DELISTED
Bon-Ton Stores Inc/The
BONT
| $3.52M | ﹤0.01% |
421,053
+28
| +0% | +$269 |
|
|
AKS
2660
DELISTED
AK Steel Holding Corp
AKS
| $3.51M | ﹤0.01% |
438,140
+3,000
| +0.7% | +$27.9K |
|
2661
Commercial Vehicle Group
CVGI
$154M
| $3.5M | ﹤0.01% |
567,022
+39,268
| +7% | +$345K |
|
|
AUTO
2662
DELISTED
AutoWeb, Inc. Common Stock
AUTO
| $3.5M | ﹤0.01% |
407,710
-1,500
| -0.4% | -$14.6K |
|
|
CZR
2663
DELISTED
Caesars Entertainment Corporation
CZR
| $3.49M | ﹤0.01% |
277,594
-236,731
| -46% | -$3.45M |
|
|
FRAN
2664
DELISTED
Francesca's Holdings Corporation
FRAN
| $3.49M | ﹤0.01% |
20,893
+966
| +5% | +$160K |
|
|
PGNX
2665
DELISTED
Progenics Pharmaceuticals Inc
PGNX
| $3.48M | ﹤0.01% |
670,451
-11,395
| -2% | -$56.8K |
|
|
RSYS
2666
DELISTED
Radisys Corp
RSYS
| $3.48M | ﹤0.01% |
1,303,034
-15,157
| -1% | -$46.5K |
|
|
BZC
2667
DELISTED
BREEZE-EASTERN CORPORATION COM
BZC
| $3.47M | ﹤0.01% |
336,315
-900
| -0.3% | -$9.85K |
|
|
CNBKA
2668
DELISTED
Century Bancorp Inc/Mass
CNBKA
| $3.47M | ﹤0.01% |
100,161
+556
| +0.6% | +$19.9K |
|
2669
Ameresco
AMRC
$1.12B
| $3.45M | ﹤0.01% |
503,392
+14,205
| +3% | +$107K |
|
2670
Horizon Bancorp
HBNC
$1.04B
| $3.45M | ﹤0.01% |
336,620
+14,904
| +5% | +$146K |
|
2671
Energy Recovery
ERII
$446M
| $3.45M | ﹤0.01% |
973,524
-420
| -0% | -$1.83K |
|
|
INTX
2672
DELISTED
Intersections, Inc.
INTX
| $3.44M | ﹤0.01% |
894,640
-25,468
| -3% | -$102K |
|
|
MESG
2673
DELISTED
XURA INC COM (DE)
MESG
| $3.43M | ﹤0.01% |
153,518
-80
| -0.1% | -$1.98K |
|
2674
Universal Display
OLED
$3.68B
| $3.43M | ﹤0.01% |
104,967
+1,700
| +2% | +$56.1K |
|
|
LTS
2675
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
| $3.42M | ﹤0.01% |
806,588
+283,545
| +54% | +$1.02M |
|
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.