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 | |
|---|---|---|---|---|---|---|
601
Kroger
KR
$35.4B
| $60.8M | 0.04% |
1,895,208
+147,872
| +8% | +$4.28M |
|
602
Trane Technologies
TT
$101B
| $60.8M | 0.04% |
959,374
+81,547
| +9% | +$4.98M |
|
603
AstraZeneca
AZN
$263B
| $60.7M | 0.04% |
862,503
+63,051
| +8% | +$4.51M |
|
|
FNFG
604
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
| $60.6M | 0.04% |
7,192,550
+2,192,608
| +44% | +$17.6M |
|
|
PMCS
605
DELISTED
P M C SIERRA INC
PMCS
| $60.6M | 0.04% |
6,612,127
+204,981
| +3% | +$1.62M |
|
|
ORB
606
DELISTED
ORBITAL SCIENCES CORP
ORB
| $60.5M | 0.04% |
2,251,728
-34,752
| -2% | -$917K |
|
607
Murphy USA
MUSA
$11.2B
| $60.5M | 0.04% |
878,812
+162,842
| +23% | +$9.67M |
|
608
Tredegar Corp
TG
$265M
| $60.5M | 0.04% |
2,687,844
+26,061
| +1% | +$491K |
|
|
RYL
609
DELISTED
RYLAND GROUP INC
RYL
| $60.4M | 0.04% |
1,566,171
+83,214
| +6% | +$3.02M |
|
|
NFX
610
DELISTED
Newfield Exploration
NFX
| $60.3M | 0.04% |
2,224,354
+278,780
| +14% | +$8.28M |
|
611
Griffon
GFF
$3.95B
| $60.2M | 0.04% |
4,529,131
-105,238
| -2% | -$1.28M |
|
|
TCF
612
DELISTED
TCF Financial Corporation Common Stock
TCF
| $60.2M | 0.04% |
1,964,914
+57,259
| +3% | +$1.65M |
|
|
UAM
613
DELISTED
Universal American Corp
UAM
| $60.1M | 0.04% |
6,471,698
+51,986
| +0.8% | +$452K |
|
|
CB
614
DELISTED
CHUBB CORPORATION
CB
| $60M | 0.04% |
579,953
+28,948
| +5% | +$2.88M |
|
615
Federal Signal
FSS
$7.62B
| $59.9M | 0.04% |
3,878,160
+19,389
| +0.5% | +$281K |
|
|
ALJ
616
DELISTED
Alon USA Energy Inc
ALJ
| $59.8M | 0.04% |
4,718,992
+511,054
| +12% | +$7.35M |
|
|
TCO
617
DELISTED
Taubman Centers Inc.
TCO
| $59.7M | 0.04% |
781,664
-842
| -0.1% | -$64.3K |
|
618
Baxter International
BAX
$13.5B
| $59.6M | 0.04% |
1,497,258
+121,527
| +9% | +$4.73M |
|
619
O'Reilly Automotive
ORLY
$72.9B
| $59.6M | 0.04% |
4,639,575
+107,415
| +2% | +$1.26M |
|
620
Teva Pharmaceuticals
TEVA
$40.8B
| $59.4M | 0.04% |
1,033,513
-2,107
| -0.2% | -$117K |
|
621
Maximus
MMS
$3.17B
| $59.2M | 0.04% |
1,078,834
+87,668
| +9% | +$4.26M |
|
622
United Rentals
URI
$67.2B
| $59.1M | 0.04% |
579,204
-37,303
| -6% | -$4M |
|
623
Charles River Laboratories
CRL
$11.2B
| $59.1M | 0.04% |
928,618
+35,805
| +4% | +$2.24M |
|
624
Apogee Enterprises
APOG
$826M
| $59.1M | 0.04% |
1,394,164
+27,202
| +2% | +$1.16M |
|
|
AMED
625
DELISTED
Amedisys
AMED
| $58.9M | 0.04% |
2,005,084
-6,593
| -0.3% | -$163K |
|
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.