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 | |
|---|---|---|---|---|---|---|
|
ALE
1076
DELISTED
Allete
ALE
| $37.1M | 0.02% |
672,254
+36,149
| +6% | +$1.85M |
|
|
IVC
1077
DELISTED
Invacare Corporation
IVC
| $37M | 0.02% |
2,209,138
-79,531
| -3% | -$1.21M |
|
|
CRAY
1078
DELISTED
Cray, Inc.
CRAY
| $37M | 0.02% |
1,072,369
+38,834
| +4% | +$1.23M |
|
1079
NorthWestern Energy
NWE
$4.23B
| $37M | 0.02% |
653,093
+52,298
| +9% | +$2.73M |
|
|
ISCA
1080
DELISTED
International Speedway Corp
ISCA
| $36.9M | 0.02% |
1,167,339
-780,547
| -40% | -$24.2M |
|
|
REV
1081
DELISTED
Revlon, Inc.
REV
| $36.9M | 0.02% |
1,081,467
+19,027
| +2% | +$633K |
|
|
BDN
1082
Brandywine Realty Trust
BDN
$524M
| $36.9M | 0.02% |
2,310,785
+92,639
| +4% | +$1.41M |
|
1083
Exelon
EXC
$47.2B
| $36.9M | 0.02% |
1,394,808
+151,956
| +12% | +$3.9M |
|
1084
M/I Homes
MHO
$3.74B
| $36.9M | 0.02% |
1,607,049
+128,627
| +9% | +$2.8M |
|
|
HF
1085
DELISTED
HFF Inc.
HF
| $36.9M | 0.02% |
1,026,415
+29,580
| +3% | +$960K |
|
1086
WD-40
WDFC
$3.05B
| $36.8M | 0.02% |
433,065
+3,765
| +0.9% | +$286K |
|
|
SASR
1087
DELISTED
Sandy Spring Bancorp Inc
SASR
| $36.8M | 0.02% |
1,411,284
+31,877
| +2% | +$778K |
|
|
CMA
1088
DELISTED
Comerica
CMA
| $36.8M | 0.02% |
785,278
+25,442
| +3% | +$1.19M |
|
|
BDBD
1089
DELISTED
BOULDER BRANDS INC
BDBD
| $36.8M | 0.02% |
3,325,906
-267,100
| -7% | -$2.82M |
|
1090
Jefferies Financial Group
JEF
$12.6B
| $36.7M | 0.02% |
1,830,486
+30,486
| +2% | +$629K |
|
1091
Textron
TXT
$14.7B
| $36.7M | 0.02% |
872,144
+153,109
| +21% | +$6.14M |
|
|
FFIC
1092
DELISTED
Flushing Financial
FFIC
| $36.7M | 0.02% |
1,811,259
+43,384
| +2% | +$848K |
|
1093
Universal Insurance Holdings
UVE
$1.22B
| $36.6M | 0.02% |
1,789,044
+17,021
| +1% | +$297K |
|
1094
Labcorp
LH
$25B
| $36.6M | 0.02% |
394,506
+38,719
| +11% | +$3.42M |
|
|
SCS
1095
DELISTED
Steelcase
SCS
| $36.6M | 0.02% |
2,036,330
+33,191
| +2% | +$571K |
|
|
INFN
1096
DELISTED
Infinera Corporation Common Stock
INFN
| $36.5M | 0.02% |
2,479,932
-600
| -0% | -$7.94K |
|
|
LSI
1097
DELISTED
Life Storage, Inc.
LSI
| $36.5M | 0.02% |
627,117
+14,832
| +2% | +$825K |
|
1098
Edgewell Personal Care
EPC
$1.25B
| $36.4M | 0.02% |
382,285
+1,290
| +0.3% | +$119K |
|
|
SWFT
1099
DELISTED
Swift Transportation Company
SWFT
| $36.4M | 0.02% |
1,272,670
-41,012
| -3% | -$1.05M |
|
1100
Tennant Co
TNC
$1.43B
| $36.4M | 0.02% |
504,354
+18,477
| +4% | +$1.29M |
|
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.