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 | |
|---|---|---|---|---|---|---|
1051
Black Hills Corp
BKH
$5.42B
| $38.1M | 0.03% |
717,995
+35,021
| +5% | +$1.84M |
|
1052
Brady Corp
BRC
$4.44B
| $38.1M | 0.03% |
1,392,140
+8,992
| +0.7% | +$218K |
|
|
ANN
1053
DELISTED
ANN INC
ANN
| $38M | 0.02% |
1,041,341
+4,038
| +0.4% | +$152K |
|
|
JOY
1054
DELISTED
Joy Global Inc
JOY
| $37.9M | 0.02% |
815,419
-148,982
| -15% | -$7.62M |
|
1055
Materion
MTRN
$4.39B
| $37.9M | 0.02% |
1,076,607
+82,724
| +8% | +$2.85M |
|
1056
Aaon
AAON
$7.3B
| $37.9M | 0.02% |
2,540,978
+44,162
| +2% | +$589K |
|
1057
LCI Industries
LCII
$2.49B
| $37.9M | 0.02% |
741,531
+31,600
| +4% | +$1.48M |
|
|
BEE
1058
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
| $37.9M | 0.02% |
2,861,240
+172,544
| +6% | +$2.17M |
|
1059
Intuit
INTU
$86.5B
| $37.8M | 0.02% |
410,006
+16,180
| +4% | +$1.44M |
|
|
ALOG
1060
DELISTED
Analogic Corp
ALOG
| $37.8M | 0.02% |
446,390
+12,680
| +3% | +$951K |
|
1061
Littelfuse
LFUS
$11.2B
| $37.7M | 0.02% |
390,104
+9,147
| +2% | +$849K |
|
1062
First Financial Bancorp
FFBC
$3.55B
| $37.7M | 0.02% |
2,028,575
+124,830
| +7% | +$2.16M |
|
|
FDML
1063
DELISTED
Federal-Mogul Holdings Corporation
FDML
| $37.7M | 0.02% |
2,342,425
+96,260
| +4% | +$1.48M |
|
1064
Paychex
PAYX
$41.6B
| $37.7M | 0.02% |
815,978
+32,243
| +4% | +$1.49M |
|
1065
Perrigo
PRGO
$1.4B
| $37.7M | 0.02% |
225,340
+6,928
| +3% | +$1.08M |
|
|
TXNM
1066
TXNM Energy Inc
TXNM
$6.41B
| $37.7M | 0.02% |
1,271,237
+43,940
| +4% | +$1.24M |
|
|
MANT
1067
DELISTED
Mantech International Corp
MANT
| $37.4M | 0.02% |
1,236,463
-18,893
| -2% | -$546K |
|
1068
Genuine Parts
GPC
$17.1B
| $37.3M | 0.02% |
350,367
+15,388
| +5% | +$1.51M |
|
|
HSNI
1069
DELISTED
HSN, Inc.
HSNI
| $37.3M | 0.02% |
491,206
+12,929
| +3% | +$895K |
|
|
SNCR
1070
DELISTED
Synchronoss Technologies
SNCR
| $37.3M | 0.02% |
98,874
+5,805
| +6% | +$2.35M |
|
|
GES
1071
DELISTED
Guess Inc
GES
| $37.2M | 0.02% |
1,766,891
+266,464
| +18% | +$5.69M |
|
|
JRN
1072
DELISTED
JOURNAL COMMUNICATIONS INC CL-A
JRN
| $37.2M | 0.02% |
3,254,640
-23,195
| -0.7% | -$226K |
|
|
JAH
1073
DELISTED
JARDEN CORPORATION
JAH
| $37.2M | 0.02% |
776,807
-36,717
| -5% | -$1.6M |
|
|
PDM
1074
Piedmont Realty Trust
PDM
$1.21B
| $37.1M | 0.02% |
1,968,769
+44,726
| +2% | +$842K |
|
1075
Home BancShares
HOMB
$6.23B
| $37.1M | 0.02% |
2,305,694
-124,746
| -5% | -$1.93M |
|
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.