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 | |
|---|---|---|---|---|---|---|
|
EMBJ
701
Embraer S.A. ADS
EMBJ
$12.2B
| $48.8M | 0.03% |
1,244,001
+19,157
| +2% | +$742K |
|
|
BMR
702
DELISTED
BIOMED REALTY TRUST INC
BMR
| $48.8M | 0.03% |
2,413,715
+101,050
| +4% | +$2.2M |
|
703
Glacier Bancorp
GBCI
$6.42B
| $48.7M | 0.03% |
1,881,960
+61,257
| +3% | +$1.66M |
|
|
ISBC
704
DELISTED
Investors Bancorp, Inc.
ISBC
| $48.5M | 0.03% |
4,786,170
-105,259
| -2% | -$1.11M |
|
|
COV
705
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $48.4M | 0.03% |
559,594
+278
| +0% | +$24.6K |
|
706
Tetra Tech
TTEK
$8.49B
| $48.4M | 0.03% |
9,688,530
+946,775
| +11% | +$4.93M |
|
|
WIRE
707
DELISTED
Encore Wire Corp
WIRE
| $48.3M | 0.03% |
1,302,454
-8,005
| -0.6% | -$348K |
|
708
Itron
ITRI
$4.36B
| $48.3M | 0.03% |
1,228,625
+133,075
| +12% | +$5.33M |
|
709
United Bankshares
UBSI
$6.63B
| $48.1M | 0.03% |
1,555,822
+147,895
| +11% | +$4.77M |
|
710
Signet Jewelers
SIG
$3.61B
| $48.1M | 0.03% |
422,322
-24,132
| -5% | -$2.67M |
|
|
FISV
711
Fiserv Inc
FISV
$28.8B
| $48M | 0.03% |
1,483,792
+34,128
| +2% | +$1.08M |
|
712
Aecom
ACM
$9.3B
| $47.9M | 0.03% |
1,419,867
+1,965
| +0.1% | +$69.8K |
|
713
Movado Group
MOV
$849M
| $47.9M | 0.03% |
1,448,115
+1,116
| +0.1% | +$43.7K |
|
|
PMCS
714
DELISTED
P M C SIERRA INC
PMCS
| $47.8M | 0.03% |
6,407,146
+252,273
| +4% | +$1.85M |
|
715
Steris
STE
$22.3B
| $47.8M | 0.03% |
885,194
-11,323
| -1% | -$615K |
|
|
VIAB
716
DELISTED
Viacom Inc. Class B
VIAB
| $47.7M | 0.03% |
620,439
+14,296
| +2% | +$1.18M |
|
717
Liberty Global Class C
LBTYK
$3.53B
| $47.7M | 0.03% |
1,436,899
+563,785
| +65% | +$19M |
|
718
Clearwater Paper
CLW
$339M
| $47.7M | 0.03% |
792,895
+51,439
| +7% | +$3.4M |
|
719
Encore Capital Group
ECPG
$2.02B
| $47.6M | 0.03% |
1,073,225
-4,936
| -0.5% | -$218K |
|
720
PRA Group
PRAA
$663M
| $47.5M | 0.03% |
908,619
+40,717
| +5% | +$2.35M |
|
|
ACC
721
DELISTED
American Campus Communities, Inc.
ACC
| $47.5M | 0.03% |
1,301,760
+21,101
| +2% | +$817K |
|
|
VRNT
722
DELISTED
Verint Systems
VRNT
| $47.4M | 0.03% |
1,673,377
+127,273
| +8% | +$3.26M |
|
723
PC Connection
CNXN
$2.11B
| $47.4M | 0.03% |
2,207,316
-4,838
| -0.2% | -$104K |
|
|
NUVA
724
DELISTED
NuVasive, Inc.
NUVA
| $47.4M | 0.03% |
1,358,156
-47,889
| -3% | -$1.7M |
|
|
RDUS
725
DELISTED
Radius Recycling
RDUS
| $47.3M | 0.03% |
1,966,560
+34,687
| +2% | +$922K |
|
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.