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 | |
|---|---|---|---|---|---|---|
751
Lennar Class A
LEN
$19.8B
| $50.1M | 0.03% |
1,174,385
-185,445
| -14% | -$7.68M |
|
752
HUB Group
HUBG
$2.85B
| $50.1M | 0.03% |
2,629,482
+71,342
| +3% | +$1.33M |
|
|
SWY
753
DELISTED
SAFEWAY INC
SWY
| $50M | 0.03% |
1,424,013
-50
| -0% | -$1.73K |
|
754
Bank OZK
OZK
$5.6B
| $49.9M | 0.03% |
1,315,870
+92,932
| +8% | +$3.24M |
|
|
FINL
755
DELISTED
Finish Line
FINL
| $49.9M | 0.03% |
2,051,691
+39,971
| +2% | +$1.05M |
|
|
ESND
756
DELISTED
Essendant Inc.
ESND
| $49.8M | 0.03% |
1,181,111
+62,007
| +6% | +$2.53M |
|
|
FRGI
757
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $49.7M | 0.03% |
817,851
+38,770
| +5% | +$2.14M |
|
758
Regeneron Pharmaceuticals
REGN
$78.5B
| $49.7M | 0.03% |
121,165
+6,226
| +5% | +$2.45M |
|
|
PCP
759
DELISTED
PRECISION CASTPARTS CORP
PCP
| $49.7M | 0.03% |
206,294
+42,300
| +26% | +$9.76M |
|
|
HEES
760
DELISTED
H&E Equipment Services
HEES
| $49.7M | 0.03% |
1,767,539
-31,027
| -2% | -$1.05M |
|
|
WRI
761
DELISTED
Weingarten Realty Investors
WRI
| $49.6M | 0.03% |
1,420,708
-3,276
| -0.2% | -$114K |
|
|
SWN
762
DELISTED
Southwestern Energy Company
SWN
| $49.6M | 0.03% |
1,817,908
+198,888
| +12% | +$6.39M |
|
763
Encore Capital Group
ECPG
$2.02B
| $49.6M | 0.03% |
1,116,868
+43,643
| +4% | +$1.88M |
|
764
Scansource
SCSC
$1.15B
| $49.5M | 0.03% |
1,233,018
+69,647
| +6% | +$2.62M |
|
|
SEMG
765
DELISTED
SEMGROUP CORPORATION
SEMG
| $49.5M | 0.03% |
723,776
+24,595
| +4% | +$1.81M |
|
766
Belden
BDC
$4.85B
| $49.4M | 0.03% |
627,235
+5,715
| +0.9% | +$405K |
|
767
Gray Television
GTN
$415M
| $49.4M | 0.03% |
4,407,814
-10,553
| -0.2% | -$101K |
|
768
Allegiant Air
ALGT
$2.64B
| $49.4M | 0.03% |
328,327
+26,840
| +9% | +$3.52M |
|
769
American Airlines Group
AAL
$10.1B
| $49.4M | 0.03% |
920,222
+208,854
| +29% | +$9M |
|
|
WIRE
770
DELISTED
Encore Wire Corp
WIRE
| $49.3M | 0.03% |
1,321,410
+18,956
| +1% | +$709K |
|
771
Tyler Technologies
TYL
$12.7B
| $49.2M | 0.03% |
449,997
+10,355
| +2% | +$1.09M |
|
772
Hope Bancorp
HOPE
$1.79B
| $49.2M | 0.03% |
3,422,591
+212,285
| +7% | +$3M |
|
773
Plexus
PLXS
$6.72B
| $49.2M | 0.03% |
1,193,685
+125,430
| +12% | +$4.89M |
|
|
NBL
774
DELISTED
Noble Energy, Inc.
NBL
| $49.2M | 0.03% |
1,036,427
+107,410
| +12% | +$5.82M |
|
775
TotalEnergies
TTE
$195B
| $49.1M | 0.03% |
959,172
-2,460
| -0.3% | -$139K |
|
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.