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
|
+$320M |
| 2 |
Banco Santander
SAN
|
+$176M |
| 3 |
AT&T
T
|
+$171M |
| 4 |
Ford
F
|
+$95.9M |
| 5 |
Cisco
CSCO
|
+$87M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Santander
BSBR
|
+$187M |
| 2 |
Union Pacific
UNP
|
+$98.1M |
| 3 |
URS
URS CORP
URS
|
+$96.4M |
| 4 |
SUNE
SUNEDISON, INC COM
SUNE
|
+$67.9M |
| 5 |
Avis
CAR
|
+$66.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.07% |
| 2 | Industrials | 13.39% |
| 3 | Technology | 11.08% |
| 4 | Energy | 9.38% |
| 5 | Consumer Discretionary | 9.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LVNTA
426
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $79.5M | 0.05% |
2,107,877
+1,113,917
| +112% | +$38.9M |
|
427
Camden Property Trust
CPT
$11B
| $79.5M | 0.05% |
1,075,958
+18,698
| +2% | +$1.39M |
|
428
Lockheed Martin
LMT
$134B
| $79.4M | 0.05% |
412,344
+21,800
| +6% | +$4.05M |
|
429
Kulicke & Soffa
KLIC
$4.78B
| $79.4M | 0.05% |
5,490,010
+187,162
| +4% | +$2.59M |
|
430
Pultegroup
PHM
$24.3B
| $79.2M | 0.05% |
3,692,403
+35,737
| +1% | +$713K |
|
431
First Solar
FSLR
$23.1B
| $79.1M | 0.05% |
1,773,419
-147,534
| -8% | -$7.52M |
|
|
DGI
432
DELISTED
DigitalGlobe Inc.
DGI
| $79M | 0.05% |
2,550,651
+231,220
| +10% | +$6.51M |
|
|
ARRS
433
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $79M | 0.05% |
2,616,286
-747,588
| -22% | -$21.2M |
|
434
Alexandria Real Estate Equities
ARE
$8.96B
| $79M | 0.05% |
889,963
+4,564
| +0.5% | +$382K |
|
|
KRFT
435
DELISTED
KRAFT FOODS GROUP INC COM STK (VA)
KRFT
| $78.9M | 0.05% |
1,258,459
+41,678
| +3% | +$2.44M |
|
436
Extra Space Storage
EXR
$31.4B
| $78.8M | 0.05% |
1,344,266
-7,286
| -0.5% | -$417K |
|
437
Regis Corp
RGS
$68.7M
| $78.7M | 0.05% |
234,865
-2,977
| -1% | -$976K |
|
438
Nelnet
NNI
$4.87B
| $78.7M | 0.05% |
1,698,215
+40,783
| +2% | +$1.86M |
|
439
Casey's General Stores
CASY
$32.4B
| $78.5M | 0.05% |
869,410
+56,109
| +7% | +$4.6M |
|
|
THS
440
DELISTED
Treehouse Foods
THS
| $78.5M | 0.05% |
917,865
-5,298
| -0.6% | -$439K |
|
|
BGG
441
DELISTED
Briggs & Stratton Corp.
BGG
| $78.4M | 0.05% |
3,841,720
+44,894
| +1% | +$881K |
|
|
SPTN
442
DELISTED
SpartanNash
SPTN
| $78.3M | 0.05% |
2,994,435
+14,251
| +0.5% | +$328K |
|
443
Green Plains
GPRE
$1.17B
| $78.3M | 0.05% |
3,158,700
-11,318
| -0.4% | -$339K |
|
444
Marvell Technology
MRVL
$172B
| $78M | 0.05% |
5,379,595
+25,481
| +0.5% | +$346K |
|
|
RTN
445
DELISTED
Raytheon Company
RTN
| $77.7M | 0.05% |
718,445
+37,357
| +5% | +$3.86M |
|
446
Assured Guaranty
AGO
$3.69B
| $77.4M | 0.05% |
2,978,211
+171,053
| +6% | +$4.12M |
|
|
PVTB
447
DELISTED
PrivateBancorp Inc
PVTB
| $77.4M | 0.05% |
2,316,993
-1,848
| -0.1% | -$57.8K |
|
|
BRCD
448
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
| $77.2M | 0.05% |
6,521,961
+132,218
| +2% | +$1.44M |
|
449
Take-Two Interactive
TTWO
$44.9B
| $77.2M | 0.05% |
2,752,689
+55,308
| +2% | +$1.41M |
|
|
B
450
Barrick Mining
B
$61.6B
| $76.7M | 0.05% |
7,136,326
+863,515
| +14% | +$10.6M |
|
Similar funds
Dimensional Fund Advisors's Q4 2014 Portfolio in Review
As of Q4 2014, Dimensional Fund Advisors held 3,615 positions worth $152B, up 7.9% from $141B the previous quarter. Its ten largest holdings account for 8.9% of the portfolio.
Dimensional Fund Advisors deployed $5.68B of net new capital in Q4 2014, opening 70 new positions and adding to 2,264 existing holdings. Its largest new stake was Avid Technology Inc: 2,313,849 shares worth $32.9M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 18% a quarter earlier, followed by Industrials and Technology.
On the sell side, the largest reduction was Santander, an estimated $187M trimmed.
- Dimensional Fund Advisors's largest Q4 2014 buy was Avid Technology Inc: 2,313,849 shares worth $32.9M.
- Dimensional Fund Advisors added most to ExxonMobil in Q4 2014, an estimated $320M increase.
- Dimensional Fund Advisors's biggest Q4 2014 reduction was Santander, cutting an estimated $187M.
- Dimensional Fund Advisors fully exited URS CORP in Q4 2014, selling an estimated $96.4M.
- Dimensional Fund Advisors's ten largest holdings make up 8.9% of its $152B portfolio in Q4 2014.
- Dimensional Fund Advisors opened 70 new positions and closed 98 in Q4 2014.
- Dimensional Fund Advisors's portfolio value rose 7.9% quarter-over-quarter to $152B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2014, filed 6 Feb 2015.