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 | |
|---|---|---|---|---|---|---|
|
QCCO
2976
DELISTED
QC HLDGS INC
QCCO
| $1.14M | ﹤0.01% |
614,891
-3,200
| -0.5% | -$7.52K |
|
2977
Ohio Valley Banc Corp
OVBC
$198M
| $1.13M | ﹤0.01% |
48,942
+606
| +1% | +$14K |
|
|
FUR
2978
DELISTED
WINTHROP REALTY TRUST SHS BENE INT (NEW)
FUR
| $1.13M | ﹤0.01% |
75,060
-269,875
| -78% | -$4.1M |
|
|
LSBI
2979
DELISTED
LSB FINL CORP
LSBI
| $1.12M | ﹤0.01% |
27,931
| – | – |
|
2980
TechTarget
TTGT
$325M
| $1.12M | ﹤0.01% |
130,262
+64,886
| +99% | +$543K |
|
|
QBAK
2981
DELISTED
Qualstar Corp
QBAK
| $1.12M | ﹤0.01% |
153,825
-513
| -0.3% | -$3.86K |
|
|
GMO
2982
DELISTED
General Moly, Inc.
GMO
| $1.12M | ﹤0.01% |
1,497,546
-11,145
| -0.7% | -$10.9K |
|
|
SWIR
2983
DELISTED
Sierra Wireless
SWIR
| $1.11M | ﹤0.01% |
41,443
+3,497
| +9% | +$84K |
|
|
LABC
2984
DELISTED
LOUISIANA BANCORP INC COM STK NEW (LA)
LABC
| $1.1M | ﹤0.01% |
54,070
-400
| -0.7% | -$8.25K |
|
|
ONE
2985
DELISTED
HIGHER ONE HOLDINGS, INC COM STK
ONE
| $1.09M | ﹤0.01% |
443,117
-3,887
| -0.9% | -$14.7K |
|
|
PSMI
2986
DELISTED
PEREGRINE SEMICONDUCTOR CORP COM STK (DE)
PSMI
| $1.09M | ﹤0.01% |
88,449
+38,651
| +78% | +$358K |
|
|
CACH
2987
DELISTED
CACHE INC (DE)
CACH
| $1.09M | ﹤0.01% |
1,296,748
-108,274
| -8% | -$126K |
|
|
BNCN
2988
DELISTED
BNC Bancorp
BNCN
| $1.09M | ﹤0.01% |
69,520
-762
| -1% | -$12.7K |
|
|
MTSN
2989
DELISTED
MATTSON TECHNOLOGY INC
MTSN
| $1.08M | ﹤0.01% |
437,161
+29,506
| +7% | +$68.5K |
|
2990
Sumitomo Mitsui Financial
SMFG
$164B
| $1.08M | ﹤0.01% |
131,615
| – | – |
|
2991
Hawthorn Bancshares
HWBK
$269M
| $1.07M | ﹤0.01% |
110,943
-1
| -0% | -$9 |
|
|
IBTX
2992
DELISTED
Independent Bank Group, Inc.
IBTX
| $1.07M | ﹤0.01% |
22,592
+16,519
| +272% | +$825K |
|
2993
Gray Media Inc
GTN.A
| $1.07M | ﹤0.01% |
169,007
-1,200
| -0.7% | -$10.3K |
|
2994
AMREP Corp
AXR
$123M
| $1.06M | ﹤0.01% |
227,663
-600
| -0.3% | -$3.5K |
|
2995
Yelp
YELP
$1.45B
| $1.06M | ﹤0.01% |
15,462
-2,108
| -12% | -$157K |
|
|
AHPI
2996
DELISTED
Allied Healthcare Products
AHPI
| $1.06M | ﹤0.01% |
264,221
-50
| -0% | -$215 |
|
|
CTHR
2997
DELISTED
Charles & Colvard Ltd
CTHR
| $1.05M | ﹤0.01% |
49,743
-443
| -0.9% | -$9.26K |
|
|
ELON
2998
DELISTED
Echelon Corp
ELON
| $1.05M | ﹤0.01% |
51,699
-171
| -0.3% | -$3.86K |
|
2999
Lee Enterprises
LEE
$172M
| $1.04M | ﹤0.01% |
30,828
| – | – |
|
3000
Wheaton Precious Metals
WPM
$49.5B
| $1.03M | ﹤0.01% |
51,739
+1,383
| +3% | +$34.4K |
|
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.