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 | |
|---|---|---|---|---|---|---|
1951
Genpact
G
$5.96B
| $13.9M | 0.01% |
848,747
+177,992
| +27% | +$3.12M |
|
|
RHT
1952
DELISTED
Red Hat Inc
RHT
| $13.8M | 0.01% |
246,164
-1,764
| -0.7% | -$103K |
|
1953
Extreme Networks
EXTR
$4.15B
| $13.8M | 0.01% |
2,883,434
-409,600
| -12% | -$1.99M |
|
1954
Argan
AGX
$8.58B
| $13.8M | 0.01% |
413,507
+53,590
| +15% | +$1.97M |
|
|
VAR
1955
DELISTED
Varian Medical Systems, Inc.
VAR
| $13.8M | 0.01% |
195,919
+13,191
| +7% | +$972K |
|
|
DNB
1956
DELISTED
Dun & Bradstreet
DNB
| $13.8M | 0.01% |
117,127
+1,371
| +1% | +$157K |
|
|
REXI
1957
DELISTED
RESOURCE AMERICA INC CL-A
REXI
| $13.7M | 0.01% |
1,473,574
-10,022
| -0.7% | -$94.3K |
|
|
EGN
1958
DELISTED
Energen
EGN
| $13.7M | 0.01% |
189,705
+6,892
| +4% | +$551K |
|
1959
Twin Disc
TWIN
$342M
| $13.7M | 0.01% |
507,373
+9,768
| +2% | +$301K |
|
1960
First Busey Corp
BUSE
$2.62B
| $13.6M | 0.01% |
814,596
+7,996
| +1% | +$136K |
|
|
STNR
1961
DELISTED
STEINER LEISURE LTD
STNR
| $13.6M | 0.01% |
362,036
+17,025
| +5% | +$694K |
|
|
RPT
1962
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
| $13.6M | 0.01% |
837,298
+99,047
| +13% | +$1.66M |
|
|
ITC
1963
DELISTED
ITC HOLDINGS CORP
ITC
| $13.6M | 0.01% |
381,088
+12,370
| +3% | +$450K |
|
|
GLBR
1964
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $13.6M | 0.01% |
85,534
+1,899
| +2% | +$271K |
|
1965
Sabra Healthcare REIT
SBRA
$5.08B
| $13.5M | 0.01% |
556,847
+65,037
| +13% | +$1.8M |
|
|
WBK
1966
DELISTED
Westpac Banking Corporation
WBK
| $13.5M | 0.01% |
481,694
-3,384
| -0.7% | -$107K |
|
|
ASEI
1967
DELISTED
AMER SCIENCE & ENGR INC.
ASEI
| $13.5M | 0.01% |
243,940
+9,095
| +4% | +$558K |
|
1968
Medallion Financial
MFIN
$246M
| $13.5M | 0.01% |
1,156,736
-195,254
| -14% | -$2.32M |
|
|
DTSI
1969
DELISTED
DTS, Inc.
DTSI
| $13.4M | 0.01% |
532,548
+31,255
| +6% | +$667K |
|
|
ARC
1970
DELISTED
ARC Document Solutions, Inc.
ARC
| $13.4M | 0.01% |
1,657,831
-6,110
| -0.4% | -$40.9K |
|
1971
CRA International
CRAI
$1.17B
| $13.4M | 0.01% |
528,027
-3,061
| -0.6% | -$78K |
|
|
SIMG
1972
DELISTED
SILICON IMAGE INC
SIMG
| $13.4M | 0.01% |
2,663,221
+14,702
| +0.6% | +$73.3K |
|
1973
Preformed Line Products
PLPC
$1.87B
| $13.4M | 0.01% |
253,773
-531
| -0.2% | -$29.3K |
|
|
NTRI
1974
DELISTED
NutriSystem, Inc.
NTRI
| $13.4M | 0.01% |
870,994
+42,079
| +5% | +$699K |
|
|
MEG
1975
DELISTED
Media General, Inc
MEG
| $13.4M | 0.01% |
1,020,434
-72,306
| -7% | -$1.3M |
|
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.