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 | |
|---|---|---|---|---|---|---|
876
Scorpio Tankers
STNG
$3.9B
| $44.2M | 0.03% |
508,622
+108,549
| +27% | +$9M |
|
877
PPG Industries
PPG
$24.6B
| $44.2M | 0.03% |
382,110
+17,090
| +5% | +$1.77M |
|
|
PBY
878
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $44.1M | 0.03% |
4,494,459
+19,304
| +0.4% | +$179K |
|
|
MDAS
879
DELISTED
MEDASSETS INC COM STK (DE)
MDAS
| $44.1M | 0.03% |
2,233,422
+61,674
| +3% | +$1.25M |
|
880
Harmonic Inc
HLIT
$1.25B
| $44.1M | 0.03% |
6,293,611
-35,754
| -0.6% | -$239K |
|
|
IPHS
881
DELISTED
Innophos Holdings, Inc.
IPHS
| $44.1M | 0.03% |
754,696
+68,571
| +10% | +$3.85M |
|
882
Viasat
VSAT
$10.6B
| $44.1M | 0.03% |
699,785
+56,411
| +9% | +$3.46M |
|
883
Nexstar Media Group
NXST
$5.82B
| $44.1M | 0.03% |
850,946
-55,909
| -6% | -$2.59M |
|
884
Liberty Media Series C
FWONK
$24.6B
| $44M | 0.03% |
1,776,000
-564,661
| -24% | -$13.9M |
|
|
AMRI
885
DELISTED
Albany Molecular Research Inc
AMRI
| $44M | 0.03% |
2,700,817
-26,870
| -1% | -$493K |
|
886
Bank of Montreal
BMO
$126B
| $43.9M | 0.03% |
620,972
+225,182
| +57% | +$16.1M |
|
887
Universal Health Services
UHS
$10.2B
| $43.9M | 0.03% |
394,240
+32,790
| +9% | +$3.44M |
|
888
Regal Rexnord
RRX
$13.7B
| $43.8M | 0.03% |
582,749
+169,693
| +41% | +$11.9M |
|
889
Tronox
TROX
$932M
| $43.8M | 0.03% |
1,834,489
+334,836
| +22% | +$7.76M |
|
|
CAA
890
DELISTED
CalAtlantic Group, Inc.
CAA
| $43.7M | 0.03% |
1,199,619
+436,516
| +57% | +$16.2M |
|
|
AXE
891
DELISTED
Anixter International Inc
AXE
| $43.6M | 0.03% |
493,226
+55,900
| +13% | +$4.73M |
|
892
Photronics
PLAB
$1.79B
| $43.6M | 0.03% |
5,247,263
+5,809
| +0.1% | +$49.7K |
|
893
Cardinal Health
CAH
$53.9B
| $43.6M | 0.03% |
539,698
+29,146
| +6% | +$2.3M |
|
|
LCI
894
DELISTED
Lannett Company, Inc.
LCI
| $43.5M | 0.03% |
253,823
+16,379
| +7% | +$3.04M |
|
895
Sonida Senior Living
SNDA
$1.91B
| $43.5M | 0.03% |
116,454
+1,703
| +1% | +$601K |
|
896
Forward Air
FWRD
$444M
| $43.5M | 0.03% |
863,094
+50,234
| +6% | +$2.41M |
|
|
TVTY
897
DELISTED
Tivity Health, Inc. Common Stock
TVTY
| $43.4M | 0.03% |
2,183,694
+46,268
| +2% | +$756K |
|
898
CarMax
KMX
$8.13B
| $43.4M | 0.03% |
651,608
+76,124
| +13% | +$4.22M |
|
899
Universal Electronics
UEIC
$57.8M
| $43.3M | 0.03% |
665,856
+20,935
| +3% | +$1.2M |
|
900
Sunstone Hotel Investors
SHO
$2.19B
| $43.3M | 0.03% |
2,622,244
+84,791
| +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.