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 | |
|---|---|---|---|---|---|---|
626
BJ's Restaurants
BJRI
$1.42B
| $58.6M | 0.04% |
1,166,844
+50,944
| +5% | +$2.23M |
|
|
SAPE
627
DELISTED
SAPIENT CORP
SAPE
| $58.5M | 0.04% |
2,353,008
-57,040
| -2% | -$1.2M |
|
628
Hyster-Yale Materials Handling
HY
$599M
| $58.4M | 0.04% |
797,795
-21,145
| -3% | -$1.57M |
|
629
Euronet Worldwide
EEFT
$2.72B
| $58.4M | 0.04% |
1,062,933
+28,211
| +3% | +$1.5M |
|
|
AEGN
630
DELISTED
Aegion Corp
AEGN
| $58.2M | 0.04% |
3,129,733
+61,930
| +2% | +$1.15M |
|
631
Steris
STE
$22.3B
| $58.2M | 0.04% |
897,623
+12,429
| +1% | +$768K |
|
632
Trustmark
TRMK
$2.76B
| $58.2M | 0.04% |
2,370,132
+228,707
| +11% | +$5.45M |
|
|
UNT
633
DELISTED
UNIT Corporation
UNT
| $58.1M | 0.04% |
1,705,030
+30,273
| +2% | +$1.31M |
|
634
Tidewater
TDW
$3.73B
| $58.1M | 0.04% |
55,552
+2,695
| +5% | +$3.05M |
|
635
Tetra Tech
TTEK
$8.49B
| $57.9M | 0.04% |
10,848,485
+1,159,955
| +12% | +$6.07M |
|
636
Clearwater Paper
CLW
$339M
| $57.7M | 0.04% |
841,596
+48,701
| +6% | +$3.24M |
|
|
SVC
637
Service Properties Trust
SVC
$1.04B
| $57.7M | 0.04% |
374,740
-2,043
| -0.5% | -$301K |
|
|
VER
638
DELISTED
VEREIT, Inc.
VER
| $57.6M | 0.04% |
1,272,213
+118,994
| +10% | +$5.83M |
|
639
Super Micro Computer
SMCI
$18.4B
| $57.5M | 0.04% |
16,481,760
+490,990
| +3% | +$1.53M |
|
640
Skywest
SKYW
$4.24B
| $57.3M | 0.04% |
4,317,802
-6,111
| -0.1% | -$65.8K |
|
641
ING
ING
$99.8B
| $57.3M | 0.04% |
4,419,332
-7,968
| -0.2% | -$111K |
|
642
Enpro
NPO
$6.63B
| $57.3M | 0.04% |
912,634
+23,630
| +3% | +$1.49M |
|
|
COV
643
DELISTED
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
| $57.2M | 0.04% |
559,559
-35
| -0% | -$3.36K |
|
644
Standard Motor Products
SMP
$851M
| $57.2M | 0.04% |
1,501,235
-13,968
| -0.9% | -$524K |
|
|
SEM
645
DELISTED
Select Medical
SEM
| $57.2M | 0.04% |
7,368,546
+157,472
| +2% | +$1.15M |
|
|
SYKE
646
DELISTED
SYKES Enterprises Inc
SYKE
| $57.1M | 0.04% |
2,434,203
+130,790
| +6% | +$2.92M |
|
|
XLS
647
DELISTED
EXELIS INC COM STK
XLS
| $57.1M | 0.04% |
3,258,456
+708,049
| +28% | +$12.2M |
|
648
Cheesecake Factory
CAKE
$5.04B
| $57.1M | 0.04% |
1,135,366
+9,103
| +0.8% | +$430K |
|
|
CQB
649
DELISTED
CHIQUITA BRANDS INTL (NEW)
CQB
| $57.1M | 0.04% |
3,947,633
-24,289
| -0.6% | -$346K |
|
650
PBF Energy
PBF
$8.57B
| $57.1M | 0.04% |
2,141,976
+746,734
| +54% | +$19.5M |
|
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.