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 | |
|---|---|---|---|---|---|---|
2301
News Corp Class B
NWS
$17.1B
| $8.41M | 0.01% |
521,504
-10,372
| -2% | -$178K |
|
|
VVC
2302
DELISTED
Vectren Corporation
VVC
| $8.37M | 0.01% |
209,816
+5,695
| +3% | +$228K |
|
|
HIL
2303
DELISTED
Hill International, Inc. Common Stock
HIL
| $8.36M | 0.01% |
2,090,229
+176,420
| +9% | +$858K |
|
|
ERF
2304
DELISTED
Enerplus Corporation
ERF
| $8.35M | 0.01% |
440,055
+4,304
| +1% | +$94.3K |
|
2305
Kopin
KOPN
$691M
| $8.31M | 0.01% |
2,444,359
-25,650
| -1% | -$92.2K |
|
|
CTO
2306
CTO Realty Growth
CTO
$827M
| $8.3M | 0.01% |
623,060
+41,367
| +7% | +$558K |
|
|
FPO
2307
DELISTED
First Potomac Realty Trust
FPO
| $8.3M | 0.01% |
706,278
+25,724
| +4% | +$334K |
|
2308
Nu Skin
NUS
$256M
| $8.29M | 0.01% |
184,188
| – | – |
|
|
SNBC
2309
DELISTED
Sun Bancorp Inc
SNBC
| $8.27M | 0.01% |
456,622
+3,738
| +0.8% | +$71.7K |
|
|
MFSF
2310
DELISTED
MutualFirst Financial Inc
MFSF
| $8.26M | 0.01% |
367,040
+1,150
| +0.3% | +$22.9K |
|
|
PACD
2311
DELISTED
Pacific Drilling S A
PACD
| $8.26M | 0.01% |
99,843
+11,436
| +13% | +$1.1M |
|
2312
Turkcell
TKC
$4.83B
| $8.22M | 0.01% |
625,948
-5,717
| -0.9% | -$85.1K |
|
|
BGFV
2313
DELISTED
Big 5 Sporting Goods
BGFV
| $8.21M | 0.01% |
876,655
-13,219
| -1% | -$141K |
|
|
SLH
2314
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $8.2M | 0.01% |
145,527
+27,369
| +23% | +$1.73M |
|
2315
Axcelis
ACLS
$4.1B
| $8.19M | 0.01% |
1,028,278
-20,428
| -2% | -$153K |
|
|
CTG
2316
DELISTED
Computer Task Group, Inc.
CTG
| $8.16M | 0.01% |
734,878
-2,291
| -0.3% | -$31.4K |
|
2317
MIND Technology
MIND
$45.4M
| $8.15M | 0.01% |
73,785
-244
| -0.3% | -$31K |
|
2318
National Fuel Gas
NFG
$7.87B
| $8.14M | 0.01% |
116,334
+24,180
| +26% | +$1.77M |
|
2319
Alpha and Omega Semiconductor
AOSL
$976M
| $8.12M | 0.01% |
863,870
+47,082
| +6% | +$446K |
|
2320
Universal Logistics Holdings
ULH
$416M
| $8.11M | 0.01% |
334,581
-10,495
| -3% | -$258K |
|
2321
Weyco Group
WEYS
$382M
| $8.11M | 0.01% |
322,966
+3,046
| +1% | +$81.2K |
|
2322
RCM Technologies
RCMT
$201M
| $8.06M | 0.01% |
1,064,687
-9,086
| -0.8% | -$64.6K |
|
|
CSFL
2323
DELISTED
CenterState Bank Corporation Common Stock
CSFL
| $8.05M | 0.01% |
778,138
-15,622
| -2% | -$166K |
|
2324
VSE Corp
VSEC
$5.72B
| $8.05M | 0.01% |
328,408
+13,694
| +4% | +$421K |
|
2325
RCI Hospitality Holdings
RICK
$198M
| $8.04M | 0.01% |
729,403
+5,758
| +0.8% | +$65.4K |
|
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.