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 | |
|---|---|---|---|---|---|---|
2251
National Presto Industries
NPK
$968M
| $9.21M | 0.01% |
151,654
-988
| -0.6% | -$65.6K |
|
|
TUP
2252
DELISTED
Tupperware Brands Corporation
TUP
| $9.19M | 0.01% |
133,159
+3,374
| +3% | +$256K |
|
2253
BioMarin Pharmaceuticals
BMRN
$11.6B
| $9.18M | 0.01% |
127,188
-40,033
| -24% | -$2.63M |
|
2254
German American Bancorp
GABC
$1.93B
| $9.16M | 0.01% |
532,605
+5,404
| +1% | +$96.1K |
|
2255
OGE Energy
OGE
$9.8B
| $9.16M | 0.01% |
246,962
+1,938
| +0.8% | +$71.3K |
|
|
ARMH
2256
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $9.16M | 0.01% |
209,601
-3,365
| -2% | -$153K |
|
|
HK
2257
DELISTED
Halcon Resources Corporation
HK
| $9.15M | 0.01% |
13,391
+1,956
| +17% | +$1.91M |
|
|
FSYS
2258
DELISTED
FUEL SYSTEMS SOLUTIONS INC COM STK
FSYS
| $9.15M | 0.01% |
1,026,614
-8,395
| -0.8% | -$86.6K |
|
|
IMN
2259
DELISTED
Imation
IMN
| $9.13M | 0.01% |
3,094,751
-26,665
| -0.9% | -$84.9K |
|
|
KSPN
2260
DELISTED
Kaspien Holdings Inc. Common Stock
KSPN
| $9.12M | 0.01% |
124,575
-710
| -0.6% | -$51.6K |
|
|
LMIA
2261
DELISTED
LMI Aerospace Inc
LMIA
| $9.12M | 0.01% |
712,433
+2,585
| +0.4% | +$35.5K |
|
|
USG
2262
DELISTED
Usg
USG
| $9.12M | 0.01% |
331,482
-10,655
| -3% | -$303K |
|
2263
Orion Group Holdings
ORN
$401M
| $9.11M | 0.01% |
912,979
+52,517
| +6% | +$551K |
|
2264
West Bancorporation
WTBA
$487M
| $9.03M | 0.01% |
638,695
-343
| -0.1% | -$5.08K |
|
|
ENVE
2265
DELISTED
ENVENTIS CORP COM STK
ENVE
| $8.98M | 0.01% |
493,840
-488
| -0.1% | -$8.31K |
|
|
LNKD
2266
DELISTED
LinkedIn Corporation
LNKD
| $8.96M | 0.01% |
43,106
-3,400
| -7% | -$679K |
|
2267
Capital City Bank Group
CCBG
$898M
| $8.96M | 0.01% |
661,536
-5,686
| -0.9% | -$78.5K |
|
|
SHOR
2268
DELISTED
ShoreTel, Inc.
SHOR
| $8.95M | 0.01% |
1,346,050
-22,343
| -2% | -$144K |
|
|
MXWL
2269
DELISTED
Maxwell Technologies Inc
MXWL
| $8.94M | 0.01% |
1,025,692
+72,730
| +8% | +$775K |
|
2270
OceanFirst Financial
OCFC
$1.69B
| $8.94M | 0.01% |
561,575
-42
| -0% | -$691 |
|
2271
Ampco-Pittsburgh
AP
$166M
| $8.91M | 0.01% |
445,483
+7,851
| +2% | +$166K |
|
|
SCG
2272
DELISTED
Scana
SCG
| $8.9M | 0.01% |
179,464
+405
| +0.2% | +$20.8K |
|
|
LIN
2273
DELISTED
LIN MEDIA LLC CLASS A COM
LIN
| $8.9M | 0.01% |
400,814
-619,647
| -61% | -$15.4M |
|
|
DXYN
2274
DELISTED
Dixie Group Inc
DXYN
| $8.89M | 0.01% |
1,025,430
-9,866
| -1% | -$88.7K |
|
2275
Norwegian Cruise Line
NCLH
$8.9B
| $8.88M | 0.01% |
246,526
+225,180
| +1,055% | +$7.65M |
|
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.