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 | |
|---|---|---|---|---|---|---|
|
PETM
1926
DELISTED
PETSMART INC
PETM
| $14.3M | 0.01% |
203,920
+32,200
| +19% | +$2.24M |
|
1927
First Bancorp
FBP
$4.43B
| $14.2M | 0.01% |
2,998,504
+385,721
| +15% | +$1.99M |
|
1928
Brunswick
BC
$5.16B
| $14.2M | 0.01% |
337,591
+7,914
| +2% | +$335K |
|
1929
Telefônica Brasil
VIV
$20.3B
| $14.2M | 0.01% |
723,080
+14,961
| +2% | +$303K |
|
1930
CenterPoint Energy
CNP
$27.6B
| $14.2M | 0.01% |
581,161
+6,378
| +1% | +$157K |
|
|
PKY
1931
DELISTED
Parkway, Inc.
PKY
| $14.2M | 0.01% |
757,161
-27,646
| -4% | -$566K |
|
|
NXGN
1932
DELISTED
NextGen Healthcare, Inc. Common Stock
NXGN
| $14.2M | 0.01% |
1,032,200
+68,324
| +7% | +$1.04M |
|
1933
TFS Financial
TFSL
$5.17B
| $14.2M | 0.01% |
992,374
+16,050
| +2% | +$225K |
|
|
HALL
1934
DELISTED
Hallmark Financial Services, Inc.
HALL
| $14.2M | 0.01% |
137,838
+80
| +0.1% | +$7.77K |
|
|
LBAI
1935
DELISTED
Lakeland Bancorp Inc
LBAI
| $14.2M | 0.01% |
1,451,530
+18,235
| +1% | +$187K |
|
1936
Hershey
HSY
$35.7B
| $14.2M | 0.01% |
148,390
-63,588
| -30% | -$5.89M |
|
|
TEG
1937
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
| $14.2M | 0.01% |
218,366
| – | – |
|
1938
Shenandoah Telecom
SHEN
$689M
| $14.1M | 0.01% |
1,140,312
+30,810
| +3% | +$433K |
|
|
AJRD
1939
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $14.1M | 0.01% |
883,323
-2,762
| -0.3% | -$49.7K |
|
|
BREW
1940
DELISTED
Craft Brew Alliance, Inc.
BREW
| $14.1M | 0.01% |
979,136
-9,467
| -1% | -$117K |
|
|
ROIC
1941
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $14.1M | 0.01% |
959,081
+147,534
| +18% | +$2.3M |
|
1942
Saga Communications
SGA
$59.2M
| $14M | 0.01% |
417,218
-1,082
| -0.3% | -$41K |
|
|
FARM
1943
DELISTED
Farmer Brothers
FARM
| $14M | 0.01% |
483,668
+2,776
| +0.6% | +$63.5K |
|
|
GAS
1944
DELISTED
AGL Resources Inc
GAS
| $14M | 0.01% |
272,704
-26,820
| -9% | -$1.41M |
|
|
STR
1945
DELISTED
QUESTAR CORP
STR
| $14M | 0.01% |
627,127
+11,709
| +2% | +$270K |
|
|
GSH
1946
DELISTED
Guangshen Railway Co. Ltd
GSH
| $14M | 0.01% |
710,618
-242
| -0% | -$4.89K |
|
1947
Fabrinet
FN
$16.3B
| $13.9M | 0.01% |
955,212
+65,829
| +7% | +$1.15M |
|
1948
Jazz Pharmaceuticals
JAZZ
$15.8B
| $13.9M | 0.01% |
86,737
-108,830
| -56% | -$16.7M |
|
|
PLL
1949
DELISTED
PALL CORP
PLL
| $13.9M | 0.01% |
166,138
+3,341
| +2% | +$274K |
|
1950
Crane NXT
CXT
$3.09B
| $13.9M | 0.01% |
631,820
+19,961
| +3% | +$484K |
|
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.