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 | |
|---|---|---|---|---|---|---|
1326
Boise Cascade
BCC
$2.98B
| $26.2M | 0.02% |
870,403
+112,295
| +15% | +$3.29M |
|
|
IRBT
1327
DELISTED
iRobot
IRBT
| $26.2M | 0.02% |
861,228
-18,470
| -2% | -$633K |
|
1328
Equifax
EFX
$20.8B
| $26.2M | 0.02% |
350,772
+12,233
| +4% | +$932K |
|
1329
MGIC Investment
MTG
$6.27B
| $26.2M | 0.02% |
3,353,210
-1,326,850
| -28% | -$10.9M |
|
1330
TTEC Holdings
TTEC
$128M
| $26.2M | 0.02% |
1,065,418
+47,665
| +5% | +$1.3M |
|
|
BERY
1331
DELISTED
Berry Global Group, Inc.
BERY
| $26.2M | 0.02% |
1,128,415
+564,896
| +100% | +$12.9M |
|
|
MPT
1332
Medical Properties Trust
MPT
$2.79B
| $26.1M | 0.02% |
2,132,364
+70,465
| +3% | +$937K |
|
1333
Cintas
CTAS
$80.6B
| $26.1M | 0.02% |
1,480,148
-2,320
| -0.2% | -$37.8K |
|
1334
Marcus Corp
MCS
$949M
| $26.1M | 0.02% |
1,652,069
-3,196
| -0.2% | -$57.8K |
|
1335
Teledyne Technologies
TDY
$31.7B
| $26.1M | 0.02% |
277,200
+1,343
| +0.5% | +$128K |
|
1336
Ribbon Communications
RBBN
$384M
| $26M | 0.02% |
1,522,929
-105,229
| -6% | -$2.01M |
|
1337
Celanese
CE
$4.73B
| $25.9M | 0.02% |
443,313
+195,165
| +79% | +$12M |
|
1338
Vaalco Energy
EGY
$551M
| $25.9M | 0.02% |
3,049,504
+351,871
| +13% | +$2.85M |
|
|
TSS
1339
DELISTED
Total System Services, Inc.
TSS
| $25.9M | 0.02% |
836,848
+176,675
| +27% | +$5.59M |
|
|
ADVS
1340
DELISTED
Advent Software Inc
ADVS
| $25.9M | 0.02% |
820,739
+46,270
| +6% | +$1.49M |
|
|
ATSG
1341
DELISTED
Air Transport Services Group
ATSG
| $25.9M | 0.02% |
3,557,730
+98,229
| +3% | +$807K |
|
1342
Textron
TXT
$15.2B
| $25.9M | 0.02% |
719,035
+54,499
| +8% | +$2.05M |
|
1343
Usana Health Sciences
USNA
$277M
| $25.9M | 0.02% |
702,388
-5,040
| -0.7% | -$182K |
|
|
THOR
1344
DELISTED
THORATEC CORPORATION
THOR
| $25.8M | 0.02% |
964,820
+66,362
| +7% | +$1.88M |
|
|
ELNK
1345
DELISTED
EarthLink Holdings Corp.
ELNK
| $25.8M | 0.02% |
7,531,827
-118,312
| -2% | -$464K |
|
|
ELX
1346
DELISTED
EMULEX CORP
ELX
| $25.7M | 0.02% |
5,210,382
-71,282
| -1% | -$386K |
|
1347
Clorox
CLX
$12.8B
| $25.7M | 0.02% |
267,965
+8,443
| +3% | +$763K |
|
1348
Weis Markets
WMK
$1.85B
| $25.7M | 0.02% |
658,785
+1,606
| +0.2% | +$69K |
|
|
GLOG
1349
DELISTED
GASLOG LTD
GLOG
| $25.7M | 0.02% |
1,167,149
+644,022
| +123% | +$16.6M |
|
1350
Stryker
SYK
$129B
| $25.7M | 0.02% |
317,842
-8,236
| -3% | -$678K |
|
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.