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 | |
|---|---|---|---|---|---|---|
|
TAM
2751
DELISTED
TAMINCO CORP COM
TAM
| $2.79M | ﹤0.01% |
106,774
+60,359
| +130% | +$1.4M |
|
|
KTEC
2752
DELISTED
Key Technology Inc
KTEC
| $2.78M | ﹤0.01% |
212,272
-1,000
| -0.5% | -$12.9K |
|
|
EMMS
2753
DELISTED
Emmis Communications Corp
EMMS
| $2.78M | ﹤0.01% |
350,522
+3,219
| +0.9% | +$31K |
|
2754
Workday
WDAY
$39.6B
| $2.78M | ﹤0.01% |
33,635
+4,537
| +16% | +$387K |
|
|
TRQ
2755
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $2.77M | ﹤0.01% |
73,977
| – | – |
|
2756
V2X
VVX
$2.83B
| $2.77M | ﹤0.01% |
+141,591
| New | +$2.77M |
|
2757
BCB Bancorp
BCBP
$173M
| $2.76M | ﹤0.01% |
207,631
-100
| -0% | -$1.31K |
|
|
GOLD
2758
Gold.com Inc
GOLD
$1.2B
| $2.74M | ﹤0.01% |
476,926
-5,690
| -1% | -$33.3K |
|
2759
United-Guardian
UG
$32.4M
| $2.74M | ﹤0.01% |
122,710
-400
| -0.3% | -$10K |
|
|
MSO
2760
DELISTED
MARTHA STEWART LIVING OMNIMEDIA INC
MSO
| $2.73M | ﹤0.01% |
757,073
-55,644
| -7% | -$245K |
|
2761
Pacira BioSciences
PCRX
$1.04B
| $2.71M | ﹤0.01% |
27,966
+19,962
| +249% | +$1.94M |
|
2762
Golar LNG
GLNG
$5B
| $2.7M | ﹤0.01% |
40,675
| – | – |
|
2763
Transcat
TRNS
$799M
| $2.69M | ﹤0.01% |
291,539
+4,248
| +1% | +$40.4K |
|
2764
Ark Restaurants
ARKR
| $2.66M | ﹤0.01% |
118,531
-800
| -0.7% | -$17.8K |
|
|
ACHN
2765
DELISTED
Achillion Pharmaceuticals
ACHN
| $2.65M | ﹤0.01% |
265,000
| – | – |
|
|
WIFI
2766
DELISTED
Boingo Wireless, Inc.
WIFI
| $2.64M | ﹤0.01% |
370,248
+88,587
| +31% | +$599K |
|
|
DGAS
2767
DELISTED
Delta Natural Gas Co Inc
DGAS
| $2.64M | ﹤0.01% |
133,501
| – | – |
|
|
LEAF
2768
DELISTED
Leaf Group Ltd.
LEAF
| $2.62M | ﹤0.01% |
296,509
-321,668
| -52% | -$3.06M |
|
2769
8x8 Inc
EGHT
$269M
| $2.62M | ﹤0.01% |
392,080
-1,334
| -0.3% | -$10.2K |
|
2770
Emerson Radio
MSN
$7.79M
| $2.61M | ﹤0.01% |
1,319,327
-8,747
| -0.7% | -$16K |
|
|
MOFG
2771
DELISTED
MidWestOne Financial Group
MOFG
| $2.59M | ﹤0.01% |
112,434
+3,417
| +3% | +$81.2K |
|
|
ACW
2772
DELISTED
Accuride Corp
ACW
| $2.58M | ﹤0.01% |
679,579
+94,628
| +16% | +$451K |
|
2773
Southern First Bancshares
SFST
$591M
| $2.57M | ﹤0.01% |
185,176
+61
| +0% | +$848 |
|
|
HBOS
2774
DELISTED
HERITAGE FINANCIAL GROUP
HBOS
| $2.56M | ﹤0.01% |
127,060
+2,054
| +2% | +$41.6K |
|
2775
Rogers Communications
RCI
$18.3B
| $2.56M | ﹤0.01% |
68,476
+32,033
| +88% | +$1.27M |
|
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.