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 | |
|---|---|---|---|---|---|---|
|
AVP
2401
DELISTED
Avon Products, Inc.
AVP
| $6.87M | ﹤0.01% |
545,458
+32,006
| +6% | +$439K |
|
|
RTK
2402
DELISTED
Rentech, Inc.
RTK
| $6.86M | ﹤0.01% |
401,061
-2,393
| -0.6% | -$52K |
|
2403
Consolidated Water Co
CWCO
$467M
| $6.86M | ﹤0.01% |
587,059
-3,301
| -0.6% | -$38K |
|
|
IVAC
2404
DELISTED
Intevac Inc
IVAC
| $6.86M | ﹤0.01% |
1,027,847
-31,615
| -3% | -$220K |
|
|
INN
2405
Summit Hotel Properties
INN
$746M
| $6.83M | ﹤0.01% |
633,106
+79,124
| +14% | +$848K |
|
|
SALM
2406
DELISTED
Salem Media Group, Inc. Class A Common Stock
SALM
| $6.82M | ﹤0.01% |
896,775
-3,594
| -0.4% | -$30.5K |
|
|
NES
2407
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
| $6.79M | ﹤0.01% |
460,205
-1,594
| -0.3% | -$25.3K |
|
|
FXCB
2408
DELISTED
FOX CHASE BANCORP INC COM STK (MD)
FXCB
| $6.76M | ﹤0.01% |
414,301
-1,888
| -0.5% | -$31.6K |
|
|
EDGW
2409
DELISTED
Edgewater Technology Inc
EDGW
| $6.74M | ﹤0.01% |
980,932
-4,238
| -0.4% | -$28.8K |
|
|
CSR
2410
Centerspace
CSR
$921M
| $6.71M | ﹤0.01% |
87,194
+15,780
| +22% | +$1.33M |
|
2411
United Parks & Resorts
PRKS
$2.1B
| $6.68M | ﹤0.01% |
347,390
+140,692
| +68% | +$3.36M |
|
2412
AstroNova
ALOT
$225M
| $6.64M | ﹤0.01% |
503,426
-65
| -0% | -$868 |
|
|
RCPT
2413
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
| $6.61M | ﹤0.01% |
106,447
+84,539
| +386% | +$4.04M |
|
|
KYO
2414
DELISTED
Kyocera Adr
KYO
| $6.59M | ﹤0.01% |
141,207
+408
| +0.3% | +$19.4K |
|
2415
Bruker
BRKR
$9.57B
| $6.58M | ﹤0.01% |
355,203
+348
| +0.1% | +$7.44K |
|
|
MDVN
2416
DELISTED
MEDIVATION, INC.
MDVN
| $6.57M | ﹤0.01% |
132,838
-94,990
| -42% | -$4.04M |
|
2417
Nomura Holdings
NMR
$28.3B
| $6.55M | ﹤0.01% |
1,108,763
+1,500
| +0.1% | +$9.65K |
|
|
PRCP
2418
DELISTED
Perceptron Inc
PRCP
| $6.53M | ﹤0.01% |
666,942
+184
| +0% | +$2.07K |
|
2419
Dick's Sporting Goods
DKS
$17.5B
| $6.52M | ﹤0.01% |
148,592
+2,641
| +2% | +$118K |
|
|
NILE
2420
DELISTED
Blue Nile, Inc.
NILE
| $6.51M | ﹤0.01% |
227,980
+5,594
| +3% | +$156K |
|
|
HDS
2421
DELISTED
HD Supply Holdings, Inc.
HDS
| $6.51M | ﹤0.01% |
+238,746
| New | +$6.52M |
|
2422
Beazer Homes USA
BZH
$877M
| $6.49M | ﹤0.01% |
386,865
-81,323
| -17% | -$1.49M |
|
2423
Vicor
VICR
$9.56B
| $6.49M | ﹤0.01% |
690,364
-3,501
| -0.5% | -$29.1K |
|
|
LGTY
2424
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
| $6.49M | ﹤0.01% |
735,518
+14,895
| +2% | +$138K |
|
2425
Oppenheimer Holdings
OPY
$1.14B
| $6.45M | ﹤0.01% |
318,446
+4,797
| +2% | +$111K |
|
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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.