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 | |
|---|---|---|---|---|---|---|
|
NP
1026
DELISTED
Neenah, Inc. Common Stock
NP
| $39.1M | 0.03% |
648,749
+24,975
| +4% | +$1.42M |
|
1027
Monster Beverage
MNST
$94.3B
| $39.1M | 0.03% |
2,162,928
+79,170
| +4% | +$1.37M |
|
1028
Crocs
CROX
$6.14B
| $39M | 0.03% |
3,121,741
+100,646
| +3% | +$1.25M |
|
1029
Myers Industries
MYE
$1.29B
| $39M | 0.03% |
2,213,072
-36,847
| -2% | -$596K |
|
1030
Zurn Elkay Water Solutions
ZWS
$8.38B
| $38.9M | 0.03% |
2,861,064
+994,970
| +53% | +$13.1M |
|
|
PNK
1031
DELISTED
Pinnacle Entertainment Inc.
PNK
| $38.9M | 0.03% |
1,747,140
-31,060
| -2% | -$722K |
|
|
CAM
1032
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $38.9M | 0.03% |
778,094
+188,728
| +32% | +$10.4M |
|
|
LTM
1033
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $38.9M | 0.03% |
3,244,187
+450,876
| +16% | +$5.22M |
|
1034
Quaker Houghton
KWR
$2.76B
| $38.7M | 0.03% |
420,568
+8,374
| +2% | +$675K |
|
1035
Myriad Genetics
MYGN
$270M
| $38.6M | 0.03% |
1,134,659
+18,522
| +2% | +$657K |
|
1036
RBC Bearings
RBC
$17.4B
| $38.6M | 0.03% |
598,512
+29,850
| +5% | +$1.81M |
|
|
TMH
1037
DELISTED
Team Health Holdings Inc
TMH
| $38.6M | 0.03% |
671,239
+25,989
| +4% | +$1.5M |
|
|
CCC
1038
DELISTED
Calgon Carbon Corp
CCC
| $38.5M | 0.03% |
1,854,162
+110,050
| +6% | +$2.23M |
|
|
MDRX
1039
DELISTED
Veradigm Inc. Common Stock
MDRX
| $38.5M | 0.03% |
3,016,903
-444
| -0% | -$5.66K |
|
1040
W.W. Grainger
GWW
$65.3B
| $38.5M | 0.03% |
151,026
+18,956
| +14% | +$4.68M |
|
|
PHIIK
1041
DELISTED
PHI, Inc. Non-Voting Common Stock
PHIIK
| $38.5M | 0.03% |
1,028,756
+9,598
| +0.9% | +$394K |
|
1042
Cooper Companies
COO
$14.1B
| $38.4M | 0.03% |
946,408
+3,544
| +0.4% | +$142K |
|
|
LORL
1043
DELISTED
Loral Space and Communications, Inc.
LORL
| $38.3M | 0.03% |
487,217
-39,959
| -8% | -$3.01M |
|
1044
Diamondrock Hospitality Co
DRH
$2.71B
| $38.3M | 0.03% |
2,575,212
+61,711
| +2% | +$878K |
|
|
BRCM
1045
DELISTED
BROADCOM CORP CL-A
BRCM
| $38.3M | 0.03% |
883,715
-71,137
| -7% | -$2.91M |
|
1046
O-I Glass
OI
$1.1B
| $38.2M | 0.03% |
1,415,096
+197,369
| +16% | +$5.07M |
|
|
PVA
1047
DELISTED
PENN VIRGINIA CORP
PVA
| $38.2M | 0.03% |
5,716,353
-259,173
| -4% | -$1.96M |
|
1048
MGE Energy Inc
MGEE
$3B
| $38.2M | 0.03% |
836,537
+28,106
| +3% | +$1.22M |
|
1049
Independent Bank
INDB
$3.99B
| $38.1M | 0.03% |
891,095
+28,962
| +3% | +$1.15M |
|
1050
Ametek
AME
$55.4B
| $38.1M | 0.03% |
723,661
+103,162
| +17% | +$5.24M |
|
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.