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 | |
|---|---|---|---|---|---|---|
2176
Boston Beer
SAM
$1.94B
| $10.4M | 0.01% |
47,011
+11,408
| +32% | +$2.55M |
|
|
ENV
2177
DELISTED
ENVESTNET, INC.
ENV
| $10.4M | 0.01% |
231,376
-3,657
| -2% | -$167K |
|
|
BVH
2178
DELISTED
Bluegreen Vacations Holding Corporation
BVH
| $10.4M | 0.01% |
119,425
-340
| -0.3% | -$31.5K |
|
|
CLMS
2179
DELISTED
Calamos Asset Management, Inc.
CLMS
| $10.4M | 0.01% |
920,290
-2,313
| -0.3% | -$29.3K |
|
2180
Acacia Research
ACTG
$447M
| $10.4M | 0.01% |
669,679
-8,412
| -1% | -$142K |
|
2181
Strategic Education
STRA
$1.89B
| $10.4M | 0.01% |
173,093
+75,053
| +77% | +$4.24M |
|
2182
United States Lime & Minerals
USLM
$3.21B
| $10.4M | 0.01% |
890,335
+11,635
| +1% | +$139K |
|
|
SZMK
2183
DELISTED
SIZMEK INC COM STK (DE)
SZMK
| $10.3M | 0.01% |
1,336,579
+17,042
| +1% | +$152K |
|
2184
Center Bancorp
CNOB
$1.68B
| $10.3M | 0.01% |
542,665
+7,153
| +1% | +$138K |
|
2185
Westwood Holdings Group
WHG
$181M
| $10.3M | 0.01% |
181,637
+5,443
| +3% | +$315K |
|
2186
Northrim BanCorp
NRIM
$606M
| $10.3M | 0.01% |
1,556,008
+9,164
| +0.6% | +$57.5K |
|
|
AFAM
2187
DELISTED
Almost Family Inc
AFAM
| $10.3M | 0.01% |
378,174
+5,305
| +1% | +$137K |
|
2188
Hawkins
HWKN
$2.76B
| $10.3M | 0.01% |
570,190
+11,316
| +2% | +$205K |
|
|
EV
2189
DELISTED
Eaton Vance Corp.
EV
| $10.3M | 0.01% |
271,630
+17,819
| +7% | +$669K |
|
|
SHYF
2190
DELISTED
The Shyft Group
SHYF
| $10.2M | 0.01% |
2,193,589
-22,860
| -1% | -$112K |
|
|
CVC
2191
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $10.2M | 0.01% |
583,849
+15,144
| +3% | +$280K |
|
|
HILL
2192
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $10.2M | 0.01% |
2,690,898
-47,181
| -2% | -$185K |
|
2193
Essential Utilities
WTRG
$11B
| $10.2M | 0.01% |
431,502
+13,011
| +3% | +$318K |
|
|
IHS
2194
DELISTED
IHS INC CL-A COM STK
IHS
| $10.1M | 0.01% |
80,926
+674
| +0.8% | +$91.4K |
|
|
SPPI
2195
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $10.1M | 0.01% |
1,244,567
-3,673
| -0.3% | -$28.7K |
|
|
RENT
2196
DELISTED
RENTRAK CORP
RENT
| $10.1M | 0.01% |
166,159
-27,834
| -14% | -$1.45M |
|
2197
MDU Resources
MDU
$4.2B
| $10.1M | 0.01% |
953,633
+40,789
| +4% | +$485K |
|
2198
Kearny Financial
KRNY
$610M
| $10.1M | 0.01% |
1,042,170
+7,276
| +0.7% | +$79.4K |
|
|
TSYS
2199
DELISTED
TELECOMMUNICATIONS SYS INC "A"
TSYS
| $10M | 0.01% |
3,600,123
+109,019
| +3% | +$337K |
|
2200
ASE Group
ASX
$80.7B
| $10M | 0.01% |
1,694,100
-5,610
| -0.3% | -$35.3K |
|
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.