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 | |
|---|---|---|---|---|---|---|
801
Itron
ITRI
$4.36B
| $47.8M | 0.03% |
1,129,874
-98,751
| -8% | -$3.94M |
|
802
OSI Systems
OSIS
$3.65B
| $47.7M | 0.03% |
674,159
+68,573
| +11% | +$4.68M |
|
|
IGTE
803
DELISTED
IGATE CORPORATION
IGTE
| $47.7M | 0.03% |
1,207,967
-35,468
| -3% | -$1.28M |
|
804
Yum! Brands
YUM
$41.8B
| $47.6M | 0.03% |
908,884
+34,225
| +4% | +$1.78M |
|
805
Coca-Cola Europacific Partners
CCEP
$48.3B
| $47.6M | 0.03% |
1,075,439
+41,610
| +4% | +$1.79M |
|
|
MTOR
806
DELISTED
MERITOR, Inc.
MTOR
| $47.5M | 0.03% |
3,137,805
+207,106
| +7% | +$2.63M |
|
807
RLI Corp
RLI
$5.62B
| $47.5M | 0.03% |
1,923,958
+89,652
| +5% | +$2.11M |
|
808
Red Robin
RRGB
$145M
| $47.5M | 0.03% |
617,240
-55,014
| -8% | -$3.49M |
|
809
Credicorp
BAP
$31.8B
| $47.5M | 0.03% |
296,357
+11,172
| +4% | +$1.77M |
|
|
APOL
810
DELISTED
Apollo Education Group Inc Class A
APOL
| $47.4M | 0.03% |
1,390,145
+210,950
| +18% | +$6.22M |
|
|
DCH
811
Dauch Corp
DCH
$1.34B
| $47.4M | 0.03% |
2,097,170
+105,253
| +5% | +$2.09M |
|
|
BGC
812
DELISTED
General Cable Corporation
BGC
| $47.3M | 0.03% |
3,176,081
-555,656
| -15% | -$7.77M |
|
|
TRW
813
DELISTED
TRW AUTOMOTIVE HOLDINGS CORP
TRW
| $47.3M | 0.03% |
460,002
-5,040
| -1% | -$515K |
|
814
Piper Sandler
PIPR
$5.12B
| $47.3M | 0.03% |
3,257,720
-5,800
| -0.2% | -$79.6K |
|
|
VIAB
815
DELISTED
Viacom Inc. Class B
VIAB
| $47.3M | 0.03% |
628,294
+7,855
| +1% | +$574K |
|
|
IPXL
816
DELISTED
Impax Laboratories, Inc.
IPXL
| $47.3M | 0.03% |
1,491,963
+66,259
| +5% | +$1.94M |
|
817
Diodes
DIOD
$3.78B
| $47.3M | 0.03% |
1,714,262
+80,828
| +5% | +$2.05M |
|
818
Portland General Electric
POR
$5.8B
| $47.2M | 0.03% |
1,248,355
+79,745
| +7% | +$2.89M |
|
819
GSK
GSK
$104B
| $47.2M | 0.03% |
883,986
+101,678
| +13% | +$5.69M |
|
|
ZINC
820
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| $47.1M | 0.03% |
2,977,622
-2,432
| -0.1% | -$37.4K |
|
821
Deutsche Bank
DB
$69B
| $47M | 0.03% |
1,754,422
+85,865
| +5% | +$2.41M |
|
822
Navient
NAVI
$789M
| $47M | 0.03% |
2,175,230
+345,340
| +19% | +$6.9M |
|
823
Texas Roadhouse
TXRH
$13.5B
| $47M | 0.03% |
1,391,853
+45,207
| +3% | +$1.39M |
|
824
Intercontinental Exchange
ICE
$85.6B
| $46.9M | 0.03% |
1,068,575
+2,695
| +0.3% | +$115K |
|
825
Advanced Energy
AEIS
$11.6B
| $46.9M | 0.03% |
1,976,867
+64,477
| +3% | +$1.31M |
|
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.