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 | |
|---|---|---|---|---|---|---|
|
OSG
1501
Octave Specialty Group
OSG
$252M
| $22.5M | 0.02% |
1,018,118
+204,744
| +25% | +$4.82M |
|
1502
ON Semiconductor
ON
$30.4B
| $22.5M | 0.02% |
2,516,271
+239,524
| +11% | +$2.21M |
|
|
AUXL
1503
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
| $22.5M | 0.02% |
753,133
-5,565
| -0.7% | -$118K |
|
|
ACOR
1504
DELISTED
Acorda Therapeutics
ACOR
| $22.5M | 0.02% |
5,526
-66
| -1% | -$248K |
|
|
UTIW
1505
DELISTED
UTI WORLDWIDE INC
UTIW
| $22.5M | 0.02% |
2,113,020
+34,653
| +2% | +$350K |
|
1506
Henry Schein
HSIC
$10.1B
| $22.4M | 0.02% |
491,076
+23,072
| +5% | +$1.07M |
|
|
LLTC
1507
DELISTED
Linear Technology Corp
LLTC
| $22.4M | 0.02% |
505,155
+2,717
| +0.5% | +$123K |
|
|
RGC
1508
DELISTED
Regal Entertainment Group
RGC
| $22.4M | 0.02% |
1,127,824
-21,413
| -2% | -$439K |
|
|
TIF
1509
DELISTED
Tiffany & Co.
TIF
| $22.3M | 0.02% |
231,913
+12,911
| +6% | +$1.29M |
|
1510
Leidos
LDOS
$16.2B
| $22.3M | 0.02% |
650,442
+14,829
| +2% | +$547K |
|
1511
EXL Service
EXLS
$5.12B
| $22.3M | 0.02% |
4,572,510
+254,980
| +6% | +$1.42M |
|
1512
Five Below
FIVE
$12.3B
| $22.3M | 0.02% |
563,128
+254,155
| +82% | +$9.87M |
|
1513
Donegal Group Class A
DGICA
$723M
| $22.3M | 0.02% |
1,450,340
-2,106
| -0.1% | -$32.5K |
|
1514
Sturm, Ruger & Co
RGR
$612M
| $22.3M | 0.02% |
457,441
-2,108
| -0.5% | -$111K |
|
1515
Packaging Corp of America
PKG
$23B
| $22.3M | 0.02% |
348,776
+25,967
| +8% | +$1.74M |
|
1516
Green Dot
GDOT
$744M
| $22.3M | 0.02% |
1,052,623
+28,090
| +3% | +$527K |
|
|
CFNL
1517
DELISTED
Cardinal Financial Corp
CFNL
| $22.2M | 0.02% |
1,303,332
+40,062
| +3% | +$717K |
|
1518
Expedia Group
EXPE
$37.7B
| $22.2M | 0.02% |
253,862
-3,385
| -1% | -$284K |
|
|
SFE
1519
DELISTED
Safeguard Scientifics, Inc.
SFE
| $22.2M | 0.02% |
1,208,508
+1,541
| +0.1% | +$30.4K |
|
1520
Ralph Lauren
RL
$22.9B
| $22.2M | 0.02% |
134,952
+50,081
| +59% | +$8.25M |
|
|
KNL
1521
DELISTED
Knoll, Inc.
KNL
| $22.2M | 0.02% |
1,284,144
+64,010
| +5% | +$1.14M |
|
|
JBTM
1522
JBT Marel
JBTM
$6.32B
| $22.2M | 0.02% |
790,051
+17,032
| +2% | +$490K |
|
1523
Iron Mountain
IRM
$37.7B
| $22.2M | 0.02% |
679,493
-155,832
| -19% | -$5.05M |
|
|
DFT
1524
DELISTED
DuPont Fabros Technology Inc.
DFT
| $22.1M | 0.02% |
818,845
+21,194
| +3% | +$585K |
|
1525
City Holding Co
CHCO
$2.06B
| $22.1M | 0.02% |
525,500
+16,858
| +3% | +$723K |
|
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.