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 | |
|---|---|---|---|---|---|---|
|
PPS
976
DELISTED
Post Properties
PPS
| $40.5M | 0.03% |
688,697
+20,023
| +3% | +$1.13M |
|
977
Zumiez
ZUMZ
$332M
| $40.5M | 0.03% |
1,047,462
+50,215
| +5% | +$1.72M |
|
|
CBL
978
DELISTED
CBL& Associates Properties, Inc.
CBL
| $40.4M | 0.03% |
2,078,615
+36,059
| +2% | +$679K |
|
979
Simpson Manufacturing
SSD
$7.72B
| $40.4M | 0.03% |
1,166,606
+65,934
| +6% | +$2.15M |
|
980
Monro
MNRO
$383M
| $40.3M | 0.03% |
697,953
+4,948
| +0.7% | +$264K |
|
|
DRIV
981
DELISTED
DIGITAL RIVER INC.
DRIV
| $40.3M | 0.03% |
1,629,129
-15,322
| -0.9% | -$335K |
|
982
InterDigital
IDCC
$7.87B
| $40.3M | 0.03% |
760,941
+40,427
| +6% | +$1.95M |
|
|
CNSL
983
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
| $40.2M | 0.03% |
1,444,820
+370,464
| +34% | +$9.87M |
|
984
EPR Properties
EPR
$4.76B
| $40.2M | 0.03% |
697,113
+39,181
| +6% | +$2.18M |
|
985
Viatris
VTRS
$20.4B
| $40.2M | 0.03% |
712,242
+34,357
| +5% | +$1.84M |
|
986
Sinclair Inc
SBGI
$992M
| $40.1M | 0.03% |
1,466,494
-350
| -0% | -$9.53K |
|
987
MarineMax
HZO
$759M
| $40.1M | 0.03% |
2,000,544
-8,444
| -0.4% | -$155K |
|
988
Greenlight Captial
GLRE
$552M
| $40M | 0.03% |
1,226,046
+102,459
| +9% | +$3.3M |
|
|
CXO
989
DELISTED
CONCHO RESOURCES INC.
CXO
| $40M | 0.03% |
400,939
+40,099
| +11% | +$4.21M |
|
990
New York Times
NYT
$12.1B
| $40M | 0.03% |
3,024,033
+11,373
| +0.4% | +$146K |
|
|
DCT
991
DELISTED
DCT Industrial Trust Inc.
DCT
| $40M | 0.03% |
1,120,804
+72,090
| +7% | +$2.41M |
|
|
DNR
992
DELISTED
Denbury Resources, Inc.
DNR
| $39.9M | 0.03% |
4,912,724
-583,319
| -11% | -$6.05M |
|
|
POLY
993
DELISTED
Plantronics, Inc.
POLY
| $39.9M | 0.03% |
753,286
+26,061
| +4% | +$1.31M |
|
|
SIVB
994
DELISTED
SVB Financial Group
SIVB
| $39.9M | 0.03% |
343,931
+50,788
| +17% | +$5.54M |
|
995
Steven Madden
SHOO
$3.37B
| $39.9M | 0.03% |
1,880,990
+56,777
| +3% | +$1.21M |
|
996
Progress Software
PRGS
$1.66B
| $39.9M | 0.03% |
1,475,334
+178,869
| +14% | +$4.64M |
|
997
Chipotle Mexican Grill
CMG
$47.2B
| $39.8M | 0.03% |
2,908,200
+76,050
| +3% | +$995K |
|
|
STJ
998
DELISTED
St Jude Medical
STJ
| $39.8M | 0.03% |
611,498
+48,807
| +9% | +$3.14M |
|
999
Kirby Corp
KEX
$7.01B
| $39.7M | 0.03% |
492,134
+36,237
| +8% | +$3.59M |
|
|
CS
1000
DELISTED
Credit Suisse Group
CS
| $39.7M | 0.03% |
1,584,220
-65,122
| -4% | -$1.71M |
|
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.