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 | |
|---|---|---|---|---|---|---|
|
BSMX
851
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $41.3M | 0.03% |
3,055,909
+26,801
| +0.9% | +$370K |
|
852
ESCO Technologies
ESE
$8.5B
| $41.3M | 0.03% |
1,188,267
+41,880
| +4% | +$1.46M |
|
|
BYI
853
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $41.3M | 0.03% |
511,222
-3,936
| -0.8% | -$287K |
|
|
CPWR
854
DELISTED
COMPUWARE CORP
CPWR
| $41.2M | 0.03% |
4,041,230
+373,258
| +10% | +$3.51M |
|
855
Sanofi
SNY
$104B
| $41.2M | 0.03% |
729,421
-503
| -0.1% | -$27K |
|
856
Matador Resources
MTDR
$6.04B
| $41.1M | 0.03% |
1,590,294
-14,248
| -0.9% | -$375K |
|
857
Alamo Group
ALG
$2.02B
| $41.1M | 0.03% |
1,002,087
+6,060
| +0.6% | +$291K |
|
858
Banco Santander
SAN
$209B
| $41M | 0.03% |
4,757,249
+92,586
| +2% | +$835K |
|
|
TYC
859
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $41M | 0.03% |
879,325
-83,579
| -9% | -$3.89M |
|
860
Oshkosh
OSK
$9.47B
| $41M | 0.03% |
928,691
+15,790
| +2% | +$785K |
|
861
First Citizens BancShares
FCNCA
$25.5B
| $40.9M | 0.03% |
188,952
+15,773
| +9% | +$3.56M |
|
862
Equity Lifestyle Properties
ELS
$12.5B
| $40.9M | 0.03% |
1,932,006
+51,754
| +3% | +$1.15M |
|
|
ACET
863
DELISTED
Aceto Corp
ACET
| $40.8M | 0.03% |
2,110,442
-22,087
| -1% | -$415K |
|
|
HME
864
DELISTED
HOME PROPERTIES, INC
HME
| $40.7M | 0.03% |
698,881
+23,522
| +3% | +$1.49M |
|
865
ATI
ATI
$30.5B
| $40.7M | 0.03% |
1,095,453
-14,381
| -1% | -$605K |
|
|
AMED
866
DELISTED
Amedisys
AMED
| $40.6M | 0.03% |
2,011,677
-54,012
| -3% | -$1.04M |
|
|
BBT
867
Beacon Financial Corp
BBT
$2.67B
| $40.6M | 0.03% |
1,726,699
-961
| -0.1% | -$23.1K |
|
|
SONC
868
DELISTED
Sonic Corp
SONC
| $40.5M | 0.03% |
1,812,320
+24,319
| +1% | +$526K |
|
869
Idacorp
IDA
$8.15B
| $40.5M | 0.03% |
755,220
+32,957
| +5% | +$1.81M |
|
|
MDRX
870
DELISTED
Veradigm Inc. Common Stock
MDRX
| $40.5M | 0.03% |
3,017,347
+4,615
| +0.2% | +$70K |
|
|
QLGC
871
DELISTED
QLOGIC CORP
QLGC
| $40.4M | 0.03% |
4,411,631
+113,174
| +3% | +$1.08M |
|
|
TESO
872
DELISTED
Tesco Corp
TESO
| $40.4M | 0.03% |
2,035,168
+157,385
| +8% | +$3.23M |
|
|
OA
873
DELISTED
Orbital ATK, Inc.
OA
| $40.3M | 0.03% |
316,018
-173,991
| -36% | -$22.8M |
|
|
EFOR
874
Everforth Inc
EFOR
$1.29B
| $40.3M | 0.03% |
1,499,824
+55,225
| +4% | +$1.71M |
|
875
Scansource
SCSC
$1.16B
| $40.2M | 0.03% |
1,163,371
+29,223
| +3% | +$1.09M |
|
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.