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 | |
|---|---|---|---|---|---|---|
1901
Magnachip Semiconductor
MX
$134M
| $14.8M | 0.01% |
1,261,655
+56,159
| +5% | +$735K |
|
1902
Stoneridge
SRI
$211M
| $14.8M | 0.01% |
1,309,295
+38,775
| +3% | +$452K |
|
1903
JB Hunt Transport Services
JBHT
$25.6B
| $14.7M | 0.01% |
198,988
+10,764
| +6% | +$816K |
|
|
RTEC
1904
DELISTED
Rudolph Technologies Inc
RTEC
| $14.7M | 0.01% |
1,624,796
-36,861
| -2% | -$353K |
|
|
ONIT
1905
Onity Group
ONIT
$324M
| $14.7M | 0.01% |
37,418
-4,979
| -12% | -$2.25M |
|
|
AE
1906
DELISTED
Adams Resources & Energy Inc
AE
| $14.7M | 0.01% |
331,095
-200
| -0.1% | -$13.2K |
|
1907
Financial Institutions
FISI
$842M
| $14.7M | 0.01% |
652,256
+21,675
| +3% | +$499K |
|
1908
Autodesk
ADSK
$49.8B
| $14.7M | 0.01% |
266,005
-28,795
| -10% | -$1.58M |
|
1909
Tapestry
TPR
$31.5B
| $14.7M | 0.01% |
411,474
+3,900
| +1% | +$140K |
|
1910
Nordson
NDSN
$16.9B
| $14.6M | 0.01% |
191,505
+32,513
| +20% | +$2.55M |
|
|
LTC
1911
LTC Properties
LTC
$1.95B
| $14.6M | 0.01% |
394,831
+24,766
| +7% | +$975K |
|
|
PSTB
1912
DELISTED
Park Sterling Corp.
PSTB
| $14.6M | 0.01% |
2,196,852
+4,389
| +0.2% | +$29.8K |
|
1913
Verisk Analytics
VRSK
$25B
| $14.6M | 0.01% |
239,184
+28,708
| +14% | +$1.79M |
|
1914
Daktronics
DAKT
$1.04B
| $14.6M | 0.01% |
1,184,225
+5,827
| +0.5% | +$71K |
|
|
EVRI
1915
DELISTED
Everi Holdings
EVRI
| $14.5M | 0.01% |
2,155,381
+210,503
| +11% | +$1.69M |
|
|
IXYS
1916
DELISTED
IXYS Corp
IXYS
| $14.5M | 0.01% |
1,384,807
+85,074
| +7% | +$999K |
|
1917
Gentex
GNTX
$5.02B
| $14.5M | 0.01% |
1,084,114
+27,894
| +3% | +$406K |
|
|
USAK
1918
DELISTED
USA Truck Inc
USAK
| $14.5M | 0.01% |
827,004
-1,247
| -0.2% | -$22.4K |
|
|
ELLI
1919
DELISTED
Ellie Mae Inc
ELLI
| $14.5M | 0.01% |
444,336
-5,409
| -1% | -$176K |
|
|
DALN
1920
DELISTED
DallasNews
DALN
| $14.4M | 0.01% |
338,554
+1,273
| +0.4% | +$57K |
|
1921
American Tower
AMT
$80.2B
| $14.4M | 0.01% |
154,132
-5,779
| -4% | -$550K |
|
1922
Incyte
INCY
$23.9B
| $14.4M | 0.01% |
292,704
-47,670
| -14% | -$2.39M |
|
1923
Future Fuel
FF
$218M
| $14.4M | 0.01% |
1,207,604
+65,513
| +6% | +$960K |
|
|
RDEN
1924
DELISTED
ELIZABETH ARDEN INC
RDEN
| $14.4M | 0.01% |
857,688
+11,883
| +1% | +$225K |
|
|
WLB
1925
DELISTED
Westmoreland Coal Company
WLB
| $14.3M | 0.01% |
383,517
+100,552
| +36% | +$4.1M |
|
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.