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 | |
|---|---|---|---|---|---|---|
2126
Hyatt Hotels
H
$16.2B
| $11.2M | 0.01% |
184,731
-997
| -0.5% | -$60.8K |
|
2127
Sierra Bancorp
BSRR
$524M
| $11.2M | 0.01% |
665,630
-1,267
| -0.2% | -$20.8K |
|
2128
Nathan's Famous
NATH
$403M
| $11.2M | 0.01% |
164,747
-1,282
| -0.8% | -$71.1K |
|
|
XOXO
2129
DELISTED
Xo Group Inc
XOXO
| $11.2M | 0.01% |
994,680
+4,701
| +0.5% | +$55.4K |
|
|
HMSY
2130
DELISTED
HMS Holdings Corp.
HMSY
| $11.1M | 0.01% |
591,338
+216,652
| +58% | +$4.39M |
|
2131
Silgan Holdings
SLGN
$4.37B
| $11.1M | 0.01% |
474,138
+87,006
| +22% | +$2.17M |
|
|
ITIC
2132
Investors Title Co
ITIC
$551M
| $11.1M | 0.01% |
152,194
+2
| +0% | +$142 |
|
2133
Sally Beauty Holdings
SBH
$1.54B
| $11.1M | 0.01% |
405,322
+13,185
| +3% | +$350K |
|
|
LUB
2134
DELISTED
Luby's Inc.
LUB
| $11.1M | 0.01% |
2,085,055
-22,864
| -1% | -$120K |
|
2135
Designer Brands
DBI
$331M
| $11.1M | 0.01% |
368,214
+18,198
| +5% | +$522K |
|
2136
VeriSign
VRSN
$27B
| $11.1M | 0.01% |
200,944
-3,861
| -2% | -$209K |
|
2137
BlackBerry
BB
$4.99B
| $11M | 0.01% |
1,109,862
+94,184
| +9% | +$963K |
|
|
ININ
2138
DELISTED
Interactive Intelligence Group, inc.
ININ
| $11M | 0.01% |
263,555
-23,852
| -8% | -$1.07M |
|
|
TE
2139
DELISTED
TECO ENERGY INC
TE
| $11M | 0.01% |
633,657
+30,421
| +5% | +$538K |
|
|
TOWR
2140
DELISTED
Tower International, Inc.
TOWR
| $11M | 0.01% |
435,257
+99,075
| +29% | +$3.33M |
|
|
ISH
2141
DELISTED
INTL SHIPHOLDING CORP
ISH
| $11M | 0.01% |
612,527
-2,506
| -0.4% | -$53.1K |
|
2142
KVH Industries
KVHI
$179M
| $11M | 0.01% |
967,497
+188,496
| +24% | +$2.41M |
|
|
ATML
2143
DELISTED
ATMEL CORP
ATML
| $10.9M | 0.01% |
1,346,221
-148,209
| -10% | -$1.28M |
|
|
SGNT
2144
DELISTED
SAGENT PHARMACEUTICALS INC COM STK (DE)
SGNT
| $10.9M | 0.01% |
349,755
+68,900
| +25% | +$1.87M |
|
|
RAX
2145
DELISTED
Rackspace Hosting Inc
RAX
| $10.9M | 0.01% |
333,891
+135,079
| +68% | +$4.48M |
|
2146
Canadian National Railway
CNI
$76.1B
| $10.9M | 0.01% |
153,016
+52,056
| +52% | +$3.61M |
|
|
CNQR
2147
DELISTED
CONCUR TECHNOLOGIES INC
CNQR
| $10.8M | 0.01% |
85,510
-13,660
| -14% | -$1.39M |
|
|
NUTR
2148
DELISTED
Nutraceutical International Co
NUTR
| $10.8M | 0.01% |
518,529
+639
| +0.1% | +$14.9K |
|
|
EBIX
2149
DELISTED
Ebix Inc
EBIX
| $10.8M | 0.01% |
764,274
-2,408
| -0.3% | -$33.4K |
|
2150
Watsco Inc
WSO
$13.1B
| $10.8M | 0.01% |
125,624
+12,989
| +12% | +$1.2M |
|
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.