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 | |
|---|---|---|---|---|---|---|
3076
Colony Bankcorp
CBAN
$465M
| $713K | ﹤0.01% |
106,437
| – | – |
|
|
FCE.B
3077
DELISTED
Forest City Realty Trust, Inc.
FCE.B
| $711K | ﹤0.01% |
35,875
-521
| -1% | -$10.5K |
|
|
CAW
3078
DELISTED
CCA Industries, Inc.
CAW
| $711K | ﹤0.01% |
203,076
-1,600
| -0.8% | -$5.5K |
|
|
SLCT
3079
DELISTED
Select Bancorp, Inc.
SLCT
| $710K | ﹤0.01% |
93,633
| – | – |
|
|
TAX
3080
DELISTED
Liberty Tax, Inc. Class A
TAX
| $708K | ﹤0.01% |
21,905
+11,854
| +118% | +$404K |
|
3081
UFP Technologies
UFPT
$1.97B
| $706K | ﹤0.01% |
32,105
-200
| -0.6% | -$4.75K |
|
|
SBSA
3082
DELISTED
Spanish Broadcasting System Inc.
SBSA
| $706K | ﹤0.01% |
168,142
-630
| -0.4% | -$3.15K |
|
3083
MaxLinear
MXL
$6.06B
| $704K | ﹤0.01% |
102,302
-39,447
| -28% | -$355K |
|
3084
Vitamin Cottage Natural Grocers
NGVC
$739M
| $704K | ﹤0.01% |
43,247
-1,932
| -4% | -$38.9K |
|
3085
Embotelladora Andina Series A
AKO.A
$3.63B
| $695K | ﹤0.01% |
43,021
-1,600
| -4% | -$27.6K |
|
3086
UTStarcom
UTSI
$23.5M
| $695K | ﹤0.01% |
56,780
-44,422
| -44% | -$535K |
|
3087
United Microelectronic
UMC
$47.7B
| $693K | ﹤0.01% |
348,189
-17,900
| -5% | -$40.1K |
|
3088
Union Bankshares
UNB
$106M
| $689K | ﹤0.01% |
28,401
| – | – |
|
3089
Methanex
MEOH
$4.3B
| $688K | ﹤0.01% |
10,300
+3,101
| +43% | +$205K |
|
|
SOHO
3090
DELISTED
Sotherly Hotels
SOHO
| $682K | ﹤0.01% |
87,459
+2,581
| +3% | +$20.4K |
|
3091
CVD Equipment Corp
CVV
$50M
| $681K | ﹤0.01% |
52,624
| – | – |
|
|
ITI
3092
DELISTED
Iteris, Inc.
ITI
| $678K | ﹤0.01% |
387,665
| – | – |
|
|
ESYS
3093
DELISTED
ELECSYS CORPORATION
ESYS
| $675K | ﹤0.01% |
61,720
-500
| -0.8% | -$6.44K |
|
|
FCCY
3094
DELISTED
1st Constitution Bancorp
FCCY
| $674K | ﹤0.01% |
72,508
+551
| +0.8% | +$5.1K |
|
3095
RAVE Restaurant Group
RAVE
$44.8M
| $671K | ﹤0.01% |
83,932
| – | – |
|
3096
Theravance Biopharma
TBPH
$874M
| $671K | ﹤0.01% |
29,120
| – | – |
|
3097
Limoneira
LMNR
$235M
| $668K | ﹤0.01% |
28,192
+10,186
| +57% | +$234K |
|
3098
McCormick & Company Voting
MKC.V
$13.7B
| $660K | ﹤0.01% |
19,854
| – | – |
|
|
KEYW
3099
DELISTED
The KEYW Holding Corporation
KEYW
| $656K | ﹤0.01% |
59,242
-2,594
| -4% | -$32K |
|
3100
Grupo SIMEC
SIM
$4.4B
| $650K | ﹤0.01% |
48,787
-12,038
| -20% | -$169K |
|
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.