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 | |
|---|---|---|---|---|---|---|
2201
First Community Bankshares
FCBC
$908M
| $10M | 0.01% |
700,788
+3,222
| +0.5% | +$48.4K |
|
|
SIGM
2202
DELISTED
Sigma Designs Inc
SIGM
| $10M | 0.01% |
2,321,960
+74,526
| +3% | +$342K |
|
|
THR
2203
DELISTED
Thermon Group Holdings
THR
| $9.95M | 0.01% |
407,227
+44,100
| +12% | +$1.14M |
|
|
ENZ
2204
DELISTED
Enzo Biochem, Inc.
ENZ
| $9.94M | 0.01% |
1,930,764
-8,434
| -0.4% | -$45K |
|
2205
Lands' End
LE
$382M
| $9.94M | 0.01% |
241,632
-15,155
| -6% | -$561K |
|
2206
Crown Castle
CCI
$33.9B
| $9.88M | 0.01% |
122,764
-68,341
| -36% | -$5.28M |
|
2207
Geospace Technologies
GEOS
$95.7M
| $9.88M | 0.01% |
281,190
-307
| -0.1% | -$12.9K |
|
|
GXP
2208
DELISTED
Great Plains Energy Incorporated
GXP
| $9.86M | 0.01% |
407,731
-13,413
| -3% | -$340K |
|
|
SJR
2209
DELISTED
Shaw Communications Inc.
SJR
| $9.83M | 0.01% |
401,629
+252,736
| +170% | +$6.38M |
|
2210
Banco de Chile
BCH
$20.9B
| $9.79M | 0.01% |
435,686
+24,680
| +6% | +$566K |
|
2211
Waterstone Financial
WSBF
$376M
| $9.74M | 0.01% |
842,972
+72,802
| +9% | +$832K |
|
|
CCF
2212
DELISTED
Chase Corporation
CCF
| $9.73M | 0.01% |
312,701
+2,033
| +0.7% | +$69.1K |
|
|
STCN
2213
DELISTED
Steel Connect, Inc. Common Stock
STCN
| $9.71M | 0.01% |
291,374
-1,707
| -0.6% | -$60.7K |
|
|
EXAC
2214
DELISTED
Exactech Inc
EXAC
| $9.7M | 0.01% |
423,684
+11,087
| +3% | +$264K |
|
2215
Crown Holdings
CCK
$13B
| $9.7M | 0.01% |
217,724
+18,986
| +10% | +$914K |
|
2216
PDF Solutions
PDFS
$2.01B
| $9.69M | 0.01% |
767,860
-27,612
| -3% | -$548K |
|
2217
Voya Financial
VOYA
$9.07B
| $9.69M | 0.01% |
247,724
+232,447
| +1,522% | +$8.82M |
|
2218
Entravision Communication
EVC
$1.02B
| $9.67M | 0.01% |
2,441,598
-67,745
| -3% | -$341K |
|
2219
Pinnacle West Capital
PNW
$12.2B
| $9.66M | 0.01% |
176,807
+23,173
| +15% | +$1.29M |
|
|
ABAX
2220
DELISTED
Abaxis Inc
ABAX
| $9.65M | 0.01% |
190,339
-3,289
| -2% | -$155K |
|
2221
Trimble
TRMB
$13.4B
| $9.65M | 0.01% |
316,410
+26,133
| +9% | +$849K |
|
2222
Alnylam Pharmaceuticals
ALNY
$29.1B
| $9.64M | 0.01% |
123,392
-7,591
| -6% | -$490K |
|
|
ACH
2223
DELISTED
Alum Corp of China Ltd
ACH
| $9.63M | 0.01% |
952,441
-8,122
| -0.8% | -$87.7K |
|
2224
MSC Industrial Direct
MSM
$6.99B
| $9.62M | 0.01% |
112,532
+21,517
| +24% | +$1.92M |
|
2225
Opko Health
OPK
$985M
| $9.61M | 0.01% |
1,128,905
-79,996
| -7% | -$703K |
|
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.