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 | |
|---|---|---|---|---|---|---|
2351
Middlesex Water
MSEX
$1.08B
| $7.57M | 0.01% |
386,011
+13,813
| +4% | +$282K |
|
2352
RadNet
RDNT
$5.02B
| $7.56M | 0.01% |
1,141,852
+191,869
| +20% | +$1.24M |
|
|
BFS
2353
Saul Centers
BFS
$836M
| $7.51M | 0.01% |
160,768
+300
| +0.2% | +$14.6K |
|
2354
3D Systems Corp
DDD
$431M
| $7.5M | 0.01% |
161,754
-66,430
| -29% | -$3.46M |
|
2355
Smith & Nephew
SNN
$13.3B
| $7.48M | 0.01% |
222,163
| – | – |
|
|
HTBK
2356
DELISTED
Heritage Commerce
HTBK
| $7.43M | 0.01% |
905,648
-14,024
| -2% | -$115K |
|
|
PCBK
2357
DELISTED
Pacific Continental Corp
PCBK
| $7.43M | 0.01% |
578,177
+2,237
| +0.4% | +$30.1K |
|
2358
Warner Bros
WBD
$65.9B
| $7.42M | 0.01% |
196,404
-226,193
| -54% | -$9.42M |
|
2359
Royal Bank of Canada
RY
$291B
| $7.42M | 0.01% |
103,823
+4,152
| +4% | +$306K |
|
2360
Frequency Electronics
FEIM
$635M
| $7.4M | 0.01% |
693,672
-2,505
| -0.4% | -$28K |
|
2361
Accuray
ARAY
$32M
| $7.4M | 0.01% |
1,018,797
-343,620
| -25% | -$2.79M |
|
|
EGIO
2362
DELISTED
Edgio, Inc. Common Stock
EGIO
| $7.39M | 0.01% |
79,153
+3,077
| +4% | +$314K |
|
|
IBA
2363
DELISTED
Industrias Bachoco SAB De C.V.
IBA
| $7.38M | 0.01% |
123,612
+24,647
| +25% | +$1.4M |
|
2364
NRC Health Common Stock
NRC
$432M
| $7.36M | 0.01% |
565,406
+1,722
| +0.3% | +$23.7K |
|
2365
Utah Medical Products
UTMD
$225M
| $7.36M | 0.01% |
150,846
-400
| -0.3% | -$20.3K |
|
|
SPIL
2366
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
| $7.36M | 0.01% |
1,078,405
-11,090
| -1% | -$82K |
|
|
BEBE
2367
DELISTED
Bebe Stores Inc
BEBE
| $7.34M | 0.01% |
316,289
-12,113
| -4% | -$343K |
|
|
SRT
2368
DELISTED
Startek Inc.
SRT
| $7.31M | 0.01% |
944,992
-3,490
| -0.4% | -$25.6K |
|
|
VVTV
2369
DELISTED
VALUEVISION MEDIA INC
VVTV
| $7.27M | 0.01% |
1,417,152
-25,478
| -2% | -$124K |
|
2370
KRONOS Worldwide
KRO
$693M
| $7.27M | 0.01% |
527,437
+84,033
| +19% | +$1.29M |
|
2371
Bio-Techne
TECH
$11.2B
| $7.27M | 0.01% |
310,796
+6,024
| +2% | +$141K |
|
|
DEST
2372
DELISTED
Destination Maternity Corporation
DEST
| $7.25M | 0.01% |
469,382
-3,387
| -0.7% | -$67.7K |
|
2373
Graham Corp
GHM
$1.12B
| $7.22M | 0.01% |
251,106
-2,711
| -1% | -$84.4K |
|
|
LIOX
2374
DELISTED
Lionbridge Technologies
LIOX
| $7.2M | 0.01% |
1,600,845
+48,079
| +3% | +$246K |
|
|
ZEP
2375
DELISTED
ZEP INC COM STK (DE)
ZEP
| $7.19M | 0.01% |
512,990
+12,245
| +2% | +$195K |
|
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.