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 | |
|---|---|---|---|---|---|---|
|
AVTA
826
DELISTED
Avantax, Inc. Common Stock
AVTA
| $46.9M | 0.03% |
3,382,887
+68,951
| +2% | +$1.01M |
|
827
RLJ Lodging Trust
RLJ
$1.86B
| $46.8M | 0.03% |
1,396,263
+133,428
| +11% | +$4.24M |
|
828
Waste Management
WM
$90.6B
| $46.8M | 0.03% |
911,620
-12,681
| -1% | -$617K |
|
829
Sonic Automotive
SAH
$2.9B
| $46.7M | 0.03% |
1,727,550
+98,842
| +6% | +$2.5M |
|
|
LDL
830
DELISTED
Lydall, Inc.
LDL
| $46.7M | 0.03% |
1,422,229
-19,021
| -1% | -$550K |
|
831
Arch Capital
ACGL
$34.3B
| $46.7M | 0.03% |
2,368,110
+596,199
| +34% | +$11.3M |
|
|
BIG
832
DELISTED
Big Lots, Inc.
BIG
| $46.6M | 0.03% |
1,164,925
+21,963
| +2% | +$976K |
|
|
VSI
833
DELISTED
Vitamin Shoppe Inc.
VSI
| $46.6M | 0.03% |
959,435
+112,309
| +13% | +$5.15M |
|
|
HME
834
DELISTED
HOME PROPERTIES, INC
HME
| $46.6M | 0.03% |
710,392
+11,511
| +2% | +$733K |
|
835
First Citizens BancShares
FCNCA
$24.9B
| $46.5M | 0.03% |
184,099
-4,853
| -3% | -$1.18M |
|
|
PTR
836
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $46.5M | 0.03% |
419,426
-4,102
| -1% | -$475K |
|
837
Applied Materials
AMAT
$403B
| $46.5M | 0.03% |
1,864,907
+29,328
| +2% | +$662K |
|
|
BBL
838
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $46.4M | 0.03% |
1,078,436
+441,371
| +69% | +$21.9M |
|
|
ANAT
839
DELISTED
American National Group, Inc. Common Stock
ANAT
| $46.3M | 0.03% |
405,461
+12,172
| +3% | +$1.38M |
|
840
Cognex
CGNX
$10.9B
| $46.3M | 0.03% |
2,238,262
+35,786
| +2% | +$713K |
|
|
NWLIA
841
DELISTED
NATL WESTN LIFE INS CO CL A
NWLIA
| $46.2M | 0.03% |
171,625
+2,440
| +1% | +$657K |
|
842
Southwest Gas
SWX
$6.47B
| $46.2M | 0.03% |
746,899
+34,365
| +5% | +$1.95M |
|
843
Worthington Enterprises
WOR
$2.75B
| $46M | 0.03% |
2,479,725
+112,719
| +5% | +$2.49M |
|
844
Aon
AON
$76.5B
| $46M | 0.03% |
484,811
+6,960
| +1% | +$622K |
|
845
Ross Stores
ROST
$80.5B
| $46M | 0.03% |
975,576
+58,760
| +6% | +$2.48M |
|
|
LNCE
846
DELISTED
Snyders-Lance, Inc.
LNCE
| $45.9M | 0.03% |
1,501,955
+149,829
| +11% | +$4.34M |
|
847
Dover
DOV
$27.6B
| $45.9M | 0.03% |
791,830
+91,402
| +13% | +$5.67M |
|
848
Acco Brands
ACCO
$390M
| $45.9M | 0.03% |
5,091,737
+1,019,096
| +25% | +$8.4M |
|
849
ESCO Technologies
ESE
$8.17B
| $45.9M | 0.03% |
1,243,030
+54,763
| +5% | +$1.96M |
|
850
Pool Corp
POOL
$6.75B
| $45.8M | 0.03% |
721,726
+14,117
| +2% | +$835K |
|
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.