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 | |
|---|---|---|---|---|---|---|
|
VOLT
2076
DELISTED
Volt Information Sciences, Inc.
VOLT
| $11.8M | 0.01% |
+1,286,783
| New | +$11.9M |
|
2077
Onto Innovation
ONTO
$13.4B
| $11.8M | 0.01% |
779,170
+2,430
| +0.3% | +$40.7K |
|
2078
Titan Machinery
TITN
$423M
| $11.7M | 0.01% |
903,031
-4,690
| -0.5% | -$66.6K |
|
2079
Hackett Group
HCKT
$285M
| $11.7M | 0.01% |
1,967,672
-3,497
| -0.2% | -$21.4K |
|
|
FSP
2080
Franklin Street Properties
FSP
$48.1M
| $11.7M | 0.01% |
1,044,277
+82,162
| +9% | +$996K |
|
|
WDR
2081
DELISTED
Waddell & Reed Financial, Inc.
WDR
| $11.7M | 0.01% |
226,621
+1,465
| +0.7% | +$81.6K |
|
|
PGTI
2082
DELISTED
PGT, Inc.
PGTI
| $11.7M | 0.01% |
1,256,308
-65,562
| -5% | -$618K |
|
2083
BWX Technologies
BWXT
$15.9B
| $11.7M | 0.01% |
589,530
+51,725
| +10% | +$1.12M |
|
2084
Atmos Energy
ATO
$28.9B
| $11.7M | 0.01% |
244,726
+3,033
| +1% | +$151K |
|
|
TBHC
2085
DELISTED
The Brand House Collective
TBHC
| $11.7M | 0.01% |
723,722
+14,027
| +2% | +$255K |
|
|
VASC
2086
DELISTED
Vascular Solutions Inc
VASC
| $11.7M | 0.01% |
471,850
+4,136
| +0.9% | +$98.1K |
|
|
VIVO
2087
DELISTED
Meridian Bioscience Inc
VIVO
| $11.6M | 0.01% |
657,461
+113,851
| +21% | +$2.24M |
|
|
ASRT
2088
DELISTED
Assertio
ASRT
| $11.6M | 0.01% |
12,736
+7,151
| +128% | +$5.74M |
|
2089
Stock Yards Bancorp
SYBT
$2.62B
| $11.6M | 0.01% |
578,183
+10,706
| +2% | +$213K |
|
2090
ONE Gas
OGS
$4.92B
| $11.6M | 0.01% |
337,461
+141,928
| +73% | +$5.19M |
|
|
TEF
2091
DELISTED
Telefonica
TEF
| $11.5M | 0.01% |
1,023,936
+1,386
| +0.1% | +$16.3K |
|
2092
Central Pacific Financial
CPF
$1.02B
| $11.5M | 0.01% |
642,381
+76,885
| +14% | +$1.41M |
|
|
OB
2093
DELISTED
Onebeacon Insurance Group Ltd
OB
| $11.5M | 0.01% |
746,931
+21,545
| +3% | +$339K |
|
|
UCFC
2094
DELISTED
United Community Financial Corp
UCFC
| $11.5M | 0.01% |
2,456,323
+54,222
| +2% | +$239K |
|
|
AVHI
2095
DELISTED
A V Homes, Inc.
AVHI
| $11.5M | 0.01% |
784,323
-12,599
| -2% | -$198K |
|
2096
ResMed
RMD
$31.2B
| $11.5M | 0.01% |
232,734
-1,000
| -0.4% | -$50.9K |
|
|
ETP
2097
DELISTED
Energy Transfer Partners L.p.
ETP
| $11.5M | 0.01% |
+179,014
| New | +$10.4M |
|
2098
Waters Corp
WAT
$36.8B
| $11.5M | 0.01% |
115,519
+4,525
| +4% | +$466K |
|
2099
Bloomin' Brands
BLMN
$774M
| $11.4M | 0.01% |
623,673
+373,035
| +149% | +$6.84M |
|
|
DWSN
2100
DELISTED
DAWSON GEOPHYSICAL CO
DWSN
| $11.4M | 0.01% |
628,626
-3,794
| -0.6% | -$91.5K |
|
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.