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 | |
|---|---|---|---|---|---|---|
|
BWL.A
2801
DELISTED
Bowl America Incorporated
BWL.A
| $2.33M | ﹤0.01% |
164,217
-300
| -0.2% | -$4.45K |
|
2802
CSP Inc
CSPI
$79.7M
| $2.32M | ﹤0.01% |
581,752
| – | – |
|
2803
Sun Life Financial
SLF
$46B
| $2.31M | ﹤0.01% |
63,709
+5,232
| +9% | +$197K |
|
|
STZ.B
2804
DELISTED
CONSTELLATION BRANDS, INC. CLASS B
STZ.B
| $2.31M | ﹤0.01% |
26,717
-733
| -3% | -$63.9K |
|
2805
IQVIA
IQV
$38.7B
| $2.28M | ﹤0.01% |
40,837
+38,185
| +1,440% | +$2.13M |
|
2806
TransAlta
TAC
$3.95B
| $2.26M | ﹤0.01% |
215,378
+46,721
| +28% | +$534K |
|
2807
Beasley Broadcasting Group
BBGI
$37.8M
| $2.23M | ﹤0.01% |
20,834
-209
| -1% | -$26.1K |
|
2808
Peraso
PRSO
$9.78M
| $2.22M | ﹤0.01% |
115
-1
| -0.9% | -$23.7K |
|
|
SENEB
2809
Seneca Foods Class B
SENEB
| $2.22M | ﹤0.01% |
72,632
-500
| -0.7% | -$15.4K |
|
2810
Espey Mfg & Electronics Corp
ESP
$177M
| $2.21M | ﹤0.01% |
109,746
-300
| -0.3% | -$7.27K |
|
|
HUB.A
2811
DELISTED
HUBBELL INC CL-A
HUB.A
| $2.2M | ﹤0.01% |
17,749
| – | – |
|
2812
Unity Bancorp
UNTY
$591M
| $2.19M | ﹤0.01% |
250,276
+22,819
| +10% | +$189K |
|
|
SCTY
2813
DELISTED
SolarCity Corporation
SCTY
| $2.19M | ﹤0.01% |
36,727
-653
| -2% | -$44.9K |
|
|
PCL
2814
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.18M | ﹤0.01% |
55,918
| – | – |
|
|
SIFI
2815
DELISTED
SI Financial Group, Inc. NEW MD
SIFI
| $2.17M | ﹤0.01% |
194,042
+1,992
| +1% | +$22K |
|
|
EBTC
2816
DELISTED
Enterprise Bancorp
EBTC
| $2.16M | ﹤0.01% |
114,714
-500
| -0.4% | -$9.89K |
|
|
CBNK
2817
DELISTED
CHICOPEE BANCORP INC COM STK
CBNK
| $2.15M | ﹤0.01% |
144,640
+880
| +0.6% | +$14.1K |
|
2818
Celldex Therapeutics
CLDX
$2.99B
| $2.14M | ﹤0.01% |
11,026
-39,336
| -78% | -$8.57M |
|
2819
QuinStreet
QNST
$890M
| $2.14M | ﹤0.01% |
515,491
-8,440
| -2% | -$41.5K |
|
2820
Innovative Solutions & Support
ISSC
$327M
| $2.13M | ﹤0.01% |
409,134
-2,365
| -0.6% | -$14.2K |
|
|
PERF
2821
DELISTED
Perfumania Holdings, Inc.
PERF
| $2.13M | ﹤0.01% |
335,463
-4,372
| -1% | -$28.4K |
|
2822
Bridgford Foods
BRID
$57.6M
| $2.12M | ﹤0.01% |
267,337
-400
| -0.1% | -$3.25K |
|
|
VRN
2823
DELISTED
Veren
VRN
| $2.12M | ﹤0.01% |
63,423
+55,523
| +703% | +$2.05M |
|
2824
MannKind Corp
MNKD
$1.21B
| $2.11M | ﹤0.01% |
71,556
+18,979
| +36% | +$749K |
|
2825
Home Bancorp
HBCP
$561M
| $2.1M | ﹤0.01% |
92,533
+3,652
| +4% | +$80.8K |
|
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.