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 | |
|---|---|---|---|---|---|---|
2326
Central Garden & Pet Co
CENT
$2.73B
| $8.03M | 0.01% |
1,295,353
-6,338
| -0.5% | -$43.7K |
|
|
GSIG
2327
DELISTED
GSI GROUP INC COM STK (CDA)
GSIG
| $8.01M | 0.01% |
697,317
+17,965
| +3% | +$219K |
|
|
SKUL
2328
DELISTED
SKULLCANDY INC
SKUL
| $7.99M | 0.01% |
1,025,243
+80,546
| +9% | +$618K |
|
2329
Herbalife
HLF
$1.31B
| $7.96M | 0.01% |
363,884
+43,642
| +14% | +$1.17M |
|
2330
StoneX
SNEX
$9.36B
| $7.95M | 0.01% |
2,322,164
+73,239
| +3% | +$276K |
|
2331
SIFCO Industries
SIF
$159M
| $7.92M | 0.01% |
263,038
-1,033
| -0.4% | -$29.8K |
|
|
PULB
2332
DELISTED
PULASKI FINANCIAL CORP
PULB
| $7.89M | 0.01% |
686,329
+599
| +0.1% | +$6.83K |
|
|
KEM
2333
DELISTED
KEMET Corporation
KEM
| $7.88M | 0.01% |
1,911,552
+18,598
| +1% | +$94.9K |
|
2334
CareTrust REIT
CTRE
$9.83B
| $7.86M | 0.01% |
549,833
-27,498
| -5% | -$466K |
|
2335
Sensata Technologies
ST
$7.01B
| $7.81M | 0.01% |
175,211
+43,066
| +33% | +$2.04M |
|
2336
LSI Industries
LYTS
$881M
| $7.78M | 0.01% |
1,281,811
-3,845
| -0.3% | -$27.1K |
|
|
THRD
2337
DELISTED
TF FINANCIAL CORP COM STK (PA)
THRD
| $7.78M | 0.01% |
187,587
-363
| -0.2% | -$15.3K |
|
|
FRS
2338
DELISTED
FRISCH'S RESTAURANTS INC
FRS
| $7.75M | 0.01% |
273,979
-608
| -0.2% | -$15.4K |
|
|
CFNB
2339
DELISTED
California First National Banc
CFNB
| $7.71M | 0.01% |
519,751
+551
| +0.1% | +$8.09K |
|
|
NATI
2340
DELISTED
National Instruments Corp
NATI
| $7.7M | 0.01% |
248,861
+6,224
| +3% | +$201K |
|
2341
CEVA Inc
CEVA
$940M
| $7.69M | 0.01% |
571,966
+9,040
| +2% | +$133K |
|
2342
Rocky Brands
RCKY
$381M
| $7.66M | 0.01% |
543,453
-3,265
| -0.6% | -$47.8K |
|
|
HNP
2343
DELISTED
Huaneng Power Intl, Inc.
HNP
| $7.64M | 0.01% |
174,885
-694
| -0.4% | -$32.5K |
|
|
NWY
2344
DELISTED
New York & Co Inc
NWY
| $7.62M | 0.01% |
2,514,751
-20,686
| -0.8% | -$69.8K |
|
2345
Walker & Dunlop
WD
$1.77B
| $7.61M | 0.01% |
572,402
+11,031
| +2% | +$153K |
|
2346
Alliant Energy
LNT
$18.3B
| $7.61M | 0.01% |
274,506
+1,956
| +0.7% | +$56.4K |
|
2347
Dolby
DLB
$5.61B
| $7.6M | 0.01% |
181,891
+6,514
| +4% | +$289K |
|
|
BEAT
2348
DELISTED
BioTelemetry, Inc.
BEAT
| $7.59M | 0.01% |
1,130,945
-128,694
| -10% | -$902K |
|
2349
Stratus Properties
STRS
$161M
| $7.58M | 0.01% |
541,692
-649
| -0.1% | -$9.9K |
|
|
BOLT
2350
DELISTED
BOLT TECHNOLOGY CORPORATION
BOLT
| $7.58M | 0.01% |
345,592
-1,783
| -0.5% | -$33.3K |
|
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.