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 | |
|---|---|---|---|---|---|---|
|
LTM
1101
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $31.8M | 0.02% |
2,793,311
+544,926
| +24% | +$6.75M |
|
1102
O-I Glass
OI
$1.11B
| $31.7M | 0.02% |
1,217,727
+260,934
| +27% | +$8.19M |
|
1103
Compass Minerals
CMP
$1.02B
| $31.7M | 0.02% |
375,936
+100,654
| +37% | +$9.03M |
|
1104
American States Water
AWR
$3.36B
| $31.7M | 0.02% |
1,041,398
+27,925
| +3% | +$878K |
|
1105
Bread Financial
BFH
$4.51B
| $31.6M | 0.02% |
159,705
+10,222
| +7% | +$2.15M |
|
|
EMCI
1106
DELISTED
EMC INS Group Inc
EMCI
| $31.6M | 0.02% |
1,642,754
+3,686
| +0.2% | +$74K |
|
1107
Emergent Biosolutions
EBS
$271M
| $31.6M | 0.02% |
1,483,417
+7,344
| +0.5% | +$168K |
|
|
SASR
1108
DELISTED
Sandy Spring Bancorp Inc
SASR
| $31.6M | 0.02% |
1,379,407
+5,259
| +0.4% | +$126K |
|
|
DCT
1109
DELISTED
DCT Industrial Trust Inc.
DCT
| $31.5M | 0.02% |
1,048,714
+48,472
| +5% | +$1.53M |
|
1110
ICU Medical
ICUI
$4.14B
| $31.5M | 0.02% |
490,727
-603
| -0.1% | -$36.9K |
|
1111
BGC Group
BGC
$4.87B
| $31.4M | 0.02% |
6,578,591
+986,044
| +18% | +$4.82M |
|
|
WPG
1112
DELISTED
Washington Prime Group Inc.
WPG
| $31.4M | 0.02% |
199,620
| – | – |
|
1113
Salesforce
CRM
$152B
| $31.4M | 0.02% |
545,488
-21,554
| -4% | -$1.21M |
|
|
BEE
1114
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $31.3M | 0.02% |
2,688,696
+496,326
| +23% | +$5.85M |
|
1115
BorgWarner
BWA
$13.7B
| $31.3M | 0.02% |
675,602
+202,862
| +43% | +$11.1M |
|
|
BDN
1116
Brandywine Realty Trust
BDN
$556M
| $31.2M | 0.02% |
2,218,146
+228,289
| +11% | +$3.54M |
|
1117
Ametek
AME
$57.4B
| $31.2M | 0.02% |
620,499
+186,475
| +43% | +$9.68M |
|
1118
Labcorp
LH
$25.4B
| $31.1M | 0.02% |
355,787
+24,692
| +7% | +$2.23M |
|
1119
W.P. Carey
WPC
$16.4B
| $31.1M | 0.02% |
497,576
+131,531
| +36% | +$8.61M |
|
1120
Brady Corp
BRC
$4.62B
| $31M | 0.02% |
1,383,148
+132,420
| +11% | +$3.47M |
|
|
TBI
1121
Trueblue
TBI
$309M
| $31M | 0.02% |
1,228,107
+20,926
| +2% | +$579K |
|
|
AMTD
1122
DELISTED
TD Ameritrade Holding Corp
AMTD
| $31M | 0.02% |
929,333
+196,285
| +27% | +$6.35M |
|
1123
Progress Software
PRGS
$1.72B
| $31M | 0.02% |
1,296,465
+57,642
| +5% | +$1.35M |
|
1124
Lloyds Banking Group
LYG
$90.3B
| $31M | 0.02% |
6,147,755
+417,422
| +7% | +$2.1M |
|
1125
AeroVironment
AVAV
$8.75B
| $30.9M | 0.02% |
1,029,149
-2,289
| -0.2% | -$72.9K |
|
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.