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 | |
|---|---|---|---|---|---|---|
|
DFRG
2276
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $8.85M | 0.01% |
462,117
+117,139
| +34% | +$2.67M |
|
2277
SAP
SAP
$219B
| $8.81M | 0.01% |
122,094
-10,718
| -8% | -$833K |
|
|
ENTR
2278
DELISTED
ENTROPIC COMMUNICATIONS INC COM STK (DE)
ENTR
| $8.79M | 0.01% |
3,303,744
-90,754
| -3% | -$260K |
|
|
DMND
2279
DELISTED
DIAMOND FOODS, INC.
DMND
| $8.77M | 0.01% |
306,407
+51,775
| +20% | +$1.43M |
|
|
LMOS
2280
DELISTED
Lumos Networks Corp
LMOS
| $8.76M | 0.01% |
538,991
+19,453
| +4% | +$288K |
|
|
CTWS
2281
DELISTED
Connecticut Water Service Inc
CTWS
| $8.76M | 0.01% |
269,406
-2,492
| -0.9% | -$81.5K |
|
|
AUD
2282
DELISTED
Audacy, Inc.
AUD
| $8.75M | 0.01% |
1,090,113
+27,340
| +3% | +$266K |
|
2283
Provident Financial
PROV
$112M
| $8.73M | 0.01% |
598,525
+4,500
| +0.8% | +$66K |
|
|
SRDX
2284
DELISTED
Surmodics
SRDX
| $8.72M | 0.01% |
480,231
-7,128
| -1% | -$142K |
|
|
SP
2285
DELISTED
SP Plus Corporation
SP
| $8.72M | 0.01% |
459,766
-1,084
| -0.2% | -$22.7K |
|
2286
State Street SPDR S&P 500 ETF Trust
SPY
$805B
| $8.69M | 0.01% |
44,100
| – | – |
|
|
ESSA
2287
DELISTED
ESSA Bancorp
ESSA
| $8.68M | 0.01% |
767,914
-7,236
| -0.9% | -$82.2K |
|
|
LNBB
2288
DELISTED
L N B BANCORP INC
LNBB
| $8.68M | 0.01% |
607,050
+560
| +0.1% | +$7.37K |
|
|
HPP
2289
Hudson Pacific Properties
HPP
$791M
| $8.66M | 0.01% |
50,189
+7,160
| +17% | +$1.3M |
|
2290
American Vanguard Corp
AVD
$70.4M
| $8.62M | 0.01% |
769,390
-8,377
| -1% | -$108K |
|
2291
SiriusXM
SIRI
$10.3B
| $8.59M | 0.01% |
246,227
+16,076
| +7% | +$562K |
|
2292
Arrow Financial
AROW
$664M
| $8.58M | 0.01% |
442,343
-2,364
| -0.5% | -$46.7K |
|
2293
Alico
ALCO
$284M
| $8.53M | 0.01% |
223,966
+2,437
| +1% | +$93.4K |
|
2294
Lennar Class B
LEN.B
$19.8B
| $8.53M | 0.01% |
285,313
-5,437
| -2% | -$164K |
|
|
RNET
2295
DELISTED
RigNet, Inc.
RNET
| $8.51M | 0.01% |
210,414
+63,784
| +43% | +$3.15M |
|
2296
Core Molding Technologies
CMT
$206M
| $8.48M | 0.01% |
598,334
-2,108
| -0.4% | -$28.7K |
|
2297
DMC Global
BOOM
$154M
| $8.46M | 0.01% |
443,892
+9,468
| +2% | +$194K |
|
2298
Destination XL Group
DXLG
$31.7M
| $8.45M | 0.01% |
1,790,341
-28,746
| -2% | -$149K |
|
|
LMNX
2299
DELISTED
Luminex Corp
LMNX
| $8.44M | 0.01% |
432,682
+38,991
| +10% | +$713K |
|
|
PCMI
2300
DELISTED
PCM, Inc
PCMI
| $8.42M | 0.01% |
862,164
-4,591
| -0.5% | -$47.1K |
|
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.