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 | |
|---|---|---|---|---|---|---|
|
MDCO
1101
DELISTED
Medicines Co
MDCO
| $36.4M | 0.02% |
1,313,924
+134,375
| +11% | +$3.33M |
|
1102
Encompass Health
EHC
$11B
| $36.4M | 0.02% |
1,188,093
+36,652
| +3% | +$1.14M |
|
|
CLD
1103
DELISTED
Cloud Peak Energy Inc
CLD
| $36.3M | 0.02% |
3,953,433
-38,005
| -1% | -$422K |
|
1104
NCR Voyix
VYX
$1.14B
| $36.2M | 0.02% |
2,024,962
+881,152
| +77% | +$15.5M |
|
1105
Avista
AVA
$3.34B
| $36.1M | 0.02% |
1,021,193
+64,689
| +7% | +$2.21M |
|
1106
Harley-Davidson
HOG
$2.58B
| $36.1M | 0.02% |
547,707
+48,781
| +10% | +$3.15M |
|
1107
KB Home
KBH
$3.37B
| $35.9M | 0.02% |
2,171,986
+15,715
| +0.7% | +$253K |
|
1108
Haverty Furniture Companies
HVT
$397M
| $35.9M | 0.02% |
1,632,545
+24,006
| +1% | +$516K |
|
1109
Lloyds Banking Group
LYG
$89.5B
| $35.9M | 0.02% |
7,733,797
+1,586,042
| +26% | +$7.67M |
|
1110
Silicon Laboratories
SLAB
$7.17B
| $35.8M | 0.02% |
752,745
+8,657
| +1% | +$382K |
|
|
RT
1111
DELISTED
Ruby Tuesday Georgia
RT
| $35.6M | 0.02% |
5,210,756
-19,590
| -0.4% | -$146K |
|
1112
Prosperity Bancshares
PB
$8.97B
| $35.6M | 0.02% |
642,561
+180,512
| +39% | +$10.2M |
|
|
LTXB
1113
DELISTED
LegacyTexas Financial Group Inc
LTXB
| $35.5M | 0.02% |
1,489,879
+50,454
| +4% | +$1.25M |
|
|
SRC
1114
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $35.5M | 0.02% |
666,356
+120,713
| +22% | +$6.28M |
|
1115
Usana Health Sciences
USNA
$408M
| $35.5M | 0.02% |
692,162
-10,226
| -1% | -$502K |
|
|
LABL
1116
DELISTED
Multi-Color Corp
LABL
| $35.5M | 0.02% |
640,320
+39,206
| +7% | +$2.01M |
|
1117
Cummins
CMI
$87.5B
| $35.5M | 0.02% |
246,065
+37,241
| +18% | +$5.27M |
|
1118
Cognizant
CTSH
$24.9B
| $35.5M | 0.02% |
673,144
+67,957
| +11% | +$3.39M |
|
|
MHFI
1119
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $35.4M | 0.02% |
398,071
+33,417
| +9% | +$2.93M |
|
|
ESGR
1120
DELISTED
Enstar Group
ESGR
| $35.4M | 0.02% |
231,316
+15,345
| +7% | +$2.22M |
|
1121
Sherwin-Williams
SHW
$82.7B
| $35.3M | 0.02% |
402,741
+13,485
| +3% | +$1.06M |
|
1122
Cheniere Energy
LNG
$55.2B
| $35.2M | 0.02% |
500,438
-36,814
| -7% | -$2.6M |
|
1123
WisdomTree
WT
$2.96B
| $35.2M | 0.02% |
2,245,725
+333,397
| +17% | +$4.64M |
|
|
MIG
1124
DELISTED
MEADOWBROOK INSURANCE GRP INC
MIG
| $35.2M | 0.02% |
4,156,599
+19,073
| +0.5% | +$120K |
|
1125
Haemonetics
HAE
$3.89B
| $35.1M | 0.02% |
938,175
+63,240
| +7% | +$2.32M |
|
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.