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 | |
|---|---|---|---|---|---|---|
676
Community Bank
CBU
$3.41B
| $55.3M | 0.04% |
1,451,529
+62,274
| +4% | +$2.28M |
|
|
DHC
677
Diversified Healthcare Trust
DHC
$2.15B
| $55.3M | 0.04% |
2,523,260
-25,914
| -1% | -$568K |
|
|
NEWP
678
DELISTED
NEWPORT CORP
NEWP
| $55.3M | 0.04% |
2,891,486
+56,221
| +2% | +$1.02M |
|
|
ACC
679
DELISTED
American Campus Communities, Inc.
ACC
| $55.2M | 0.04% |
1,333,698
+31,938
| +2% | +$1.26M |
|
|
FISV
680
Fiserv Inc
FISV
$28.8B
| $55.1M | 0.04% |
1,553,022
+69,230
| +5% | +$2.37M |
|
|
BRFS
681
DELISTED
BRF SA
BRFS
| $55M | 0.04% |
2,352,960
-125,808
| -5% | -$3.08M |
|
|
ENLC
682
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $55M | 0.04% |
1,545,548
+25,927
| +2% | +$932K |
|
683
Parker-Hannifin
PH
$123B
| $54.8M | 0.04% |
425,274
+107,339
| +34% | +$13.2M |
|
684
Darling Ingredients
DAR
$9.64B
| $54.8M | 0.04% |
3,018,894
+899,038
| +42% | +$16.3M |
|
685
RenaissanceRe
RNR
$13.3B
| $54.8M | 0.04% |
563,558
+149,643
| +36% | +$14.9M |
|
|
PPLI
686
People Inc
PPLI
$3.09B
| $54.7M | 0.04% |
5,038,010
+253,623
| +5% | +$2.87M |
|
687
Skyworks Solutions
SWKS
$9.37B
| $54.7M | 0.04% |
752,738
-2,729
| -0.4% | -$169K |
|
688
UMB Financial
UMBF
$11.1B
| $54.7M | 0.04% |
961,247
+118,197
| +14% | +$6.66M |
|
689
Genesco
GCO
$425M
| $54.7M | 0.04% |
713,507
+33,268
| +5% | +$2.53M |
|
|
SSI
690
DELISTED
Stage Stores Inc
SSI
| $54.6M | 0.04% |
2,638,905
+21,646
| +0.8% | +$391K |
|
691
NextEra Energy
NEE
$181B
| $54.5M | 0.04% |
2,051,576
+105,752
| +5% | +$2.67M |
|
692
Deckers Outdoor
DECK
$13.2B
| $54.4M | 0.04% |
3,582,690
+66,684
| +2% | +$1.02M |
|
693
Ziff Davis
ZD
$1.96B
| $54.3M | 0.04% |
1,007,006
+43,664
| +5% | +$2.11M |
|
694
Automatic Data Processing
ADP
$106B
| $54.3M | 0.04% |
651,061
-54,636
| -8% | -$4.43M |
|
695
PC Connection
CNXN
$2.11B
| $54.3M | 0.04% |
2,210,327
+3,011
| +0.1% | +$69.4K |
|
|
GLF
696
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $54.2M | 0.04% |
2,221,375
-43,167
| -2% | -$1.2M |
|
697
CNA Financial
CNA
$14.2B
| $54.2M | 0.04% |
1,400,247
-29,389
| -2% | -$1.13M |
|
698
Glacier Bancorp
GBCI
$6.42B
| $54.1M | 0.04% |
1,947,449
+65,489
| +3% | +$1.78M |
|
699
Mueller Industries
MLI
$14.7B
| $54.1M | 0.04% |
6,335,848
+202,060
| +3% | +$1.6M |
|
700
J&J Snack Foods
JJSF
$1.43B
| $54M | 0.04% |
496,147
+5,679
| +1% | +$582K |
|
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.