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 | |
|---|---|---|---|---|---|---|
726
NVIDIA
NVDA
$4.86T
| $51.8M | 0.03% |
103,369,960
+6,390,560
| +7% | +$3.11M |
|
|
WLL
727
DELISTED
Whiting Petroleum Corporation
WLL
| $51.8M | 0.03% |
5,234
+1,139
| +28% | +$17.4M |
|
|
BMR
728
DELISTED
BIOMED REALTY TRUST INC
BMR
| $51.8M | 0.03% |
2,402,720
-10,995
| -0.5% | -$234K |
|
|
STFC
729
DELISTED
State Auto Financial Corp
STFC
| $51.7M | 0.03% |
2,328,928
+36,846
| +2% | +$782K |
|
|
SF
730
Stifel
SF
$12.6B
| $51.7M | 0.03% |
2,281,835
+55,082
| +2% | +$1.17M |
|
|
BPFH
731
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
| $51.7M | 0.03% |
3,839,050
+123,921
| +3% | +$1.59M |
|
732
ePlus
PLUS
$2.42B
| $51.3M | 0.03% |
2,711,836
-33,484
| -1% | -$553K |
|
733
General Mills
GIS
$19.1B
| $51.3M | 0.03% |
961,868
+94,383
| +11% | +$4.88M |
|
734
Highwoods Properties
HIW
$3.65B
| $51.2M | 0.03% |
1,155,560
+39,201
| +4% | +$1.66M |
|
|
CRZO
735
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $51.1M | 0.03% |
1,228,401
-151,493
| -11% | -$6.81M |
|
736
Matthews International
MATW
$866M
| $51.1M | 0.03% |
1,049,693
+34,638
| +3% | +$1.58M |
|
737
Equity Lifestyle Properties
ELS
$12.6B
| $51M | 0.03% |
1,978,106
+46,100
| +2% | +$1.11M |
|
738
American Eagle Outfitters
AEO
$2.88B
| $50.9M | 0.03% |
3,669,796
+1,057,697
| +40% | +$14.3M |
|
|
NE
739
DELISTED
Noble Corporation
NE
| $50.9M | 0.03% |
3,072,959
+170,860
| +6% | +$3.25M |
|
|
CTRA
740
DELISTED
Coterra Energy
CTRA
| $50.9M | 0.03% |
1,717,770
+633,240
| +58% | +$19.9M |
|
741
Signet Jewelers
SIG
$3.61B
| $50.9M | 0.03% |
386,501
-35,821
| -8% | -$4.34M |
|
742
Keurig Dr Pepper
KDP
$42.3B
| $50.8M | 0.03% |
708,133
+28,563
| +4% | +$1.98M |
|
743
Idacorp
IDA
$8.27B
| $50.7M | 0.03% |
766,240
+11,020
| +1% | +$676K |
|
|
CALY
744
Callaway Golf Company
CALY
$3.32B
| $50.6M | 0.03% |
6,575,256
+49,259
| +0.8% | +$366K |
|
|
VRNT
745
DELISTED
Verint Systems
VRNT
| $50.5M | 0.03% |
1,699,781
+26,404
| +2% | +$769K |
|
|
SONC
746
DELISTED
Sonic Corp
SONC
| $50.4M | 0.03% |
1,850,724
+38,404
| +2% | +$973K |
|
747
Southern Company
SO
$109B
| $50.3M | 0.03% |
1,024,469
+51,242
| +5% | +$2.42M |
|
748
Mercury Insurance
MCY
$5.93B
| $50.3M | 0.03% |
887,361
+86,356
| +11% | +$4.62M |
|
749
Darden Restaurants
DRI
$23.3B
| $50.3M | 0.03% |
959,344
-163,390
| -15% | -$7.92M |
|
750
Seagate
STX
$194B
| $50.2M | 0.03% |
754,356
-6,902
| -0.9% | -$428K |
|
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.