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 | |
|---|---|---|---|---|---|---|
|
EDE
1126
DELISTED
Empire District Electric
EDE
| $35.1M | 0.02% |
1,179,864
+56,620
| +5% | +$1.56M |
|
|
MJN
1127
DELISTED
Mead Johnson Nutrition Company
MJN
| $35.1M | 0.02% |
348,741
+10,540
| +3% | +$1.05M |
|
1128
Analog Devices
ADI
$179B
| $35M | 0.02% |
630,647
-30,422
| -5% | -$1.55M |
|
|
WFM
1129
DELISTED
Whole Foods Market Inc
WFM
| $35M | 0.02% |
694,061
+192,181
| +38% | +$8.47M |
|
|
AIRM
1130
DELISTED
Air Methods Corp
AIRM
| $35M | 0.02% |
793,922
+18,711
| +2% | +$876K |
|
|
GWR
1131
DELISTED
Genesee & Wyoming Inc.
GWR
| $34.9M | 0.02% |
388,278
+29,916
| +8% | +$2.77M |
|
|
BECN
1132
DELISTED
Beacon Roofing Supply, Inc.
BECN
| $34.8M | 0.02% |
1,252,962
+83,274
| +7% | +$2.26M |
|
1133
Ingles Markets
IMKTA
$1.71B
| $34.8M | 0.02% |
938,866
+17,612
| +2% | +$495K |
|
1134
Prudential
PUK
$37.6B
| $34.8M | 0.02% |
776,527
+5,624
| +0.7% | +$251K |
|
|
HW
1135
DELISTED
Headwaters Inc
HW
| $34.8M | 0.02% |
2,319,638
-238,151
| -9% | -$3.11M |
|
|
RPAI
1136
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $34.7M | 0.02% |
2,078,838
+180,877
| +10% | +$2.85M |
|
1137
Becton Dickinson
BDX
$45.6B
| $34.7M | 0.02% |
255,305
+31,847
| +14% | +$4.07M |
|
|
PERY
1138
DELISTED
Perry Ellis International Inc
PERY
| $34.7M | 0.02% |
1,336,492
+3,000
| +0.2% | +$68.8K |
|
1139
NBT Bancorp
NBTB
$2.74B
| $34.6M | 0.02% |
1,318,159
+77,597
| +6% | +$1.92M |
|
|
MTSC
1140
DELISTED
MTS Systems Corp
MTSC
| $34.6M | 0.02% |
461,355
+15,044
| +3% | +$1.03M |
|
|
SVU
1141
DELISTED
SUPERVALU Inc.
SVU
| $34.6M | 0.02% |
509,149
+143,894
| +39% | +$8.98M |
|
1142
Revvity
RVTY
$12.6B
| $34.5M | 0.02% |
789,600
+42,801
| +6% | +$1.84M |
|
1143
Innospec
IOSP
$2.12B
| $34.5M | 0.02% |
808,308
+36,225
| +5% | +$1.48M |
|
1144
Rockwell Automation
ROK
$53.4B
| $34.4M | 0.02% |
309,451
+9,314
| +3% | +$1.02M |
|
|
PAMT
1145
PAMT Corp
PAMT
$337M
| $34.4M | 0.02% |
2,655,456
+50,272
| +2% | +$548K |
|
|
DST
1146
DELISTED
DST Systems Inc.
DST
| $34.4M | 0.02% |
730,754
+160,964
| +28% | +$7.54M |
|
1147
Fluor
FLR
$7.01B
| $34.3M | 0.02% |
566,476
+53,934
| +11% | +$3.41M |
|
1148
TETRA Technologies
TTI
$1.14B
| $34.3M | 0.02% |
5,130,591
+51,171
| +1% | +$408K |
|
1149
Jacobs Solutions
J
$15.9B
| $34.2M | 0.02% |
926,271
+24,089
| +3% | +$918K |
|
|
GAP
1150
The Gap Inc
GAP
$7.23B
| $34.2M | 0.02% |
811,990
+175,873
| +28% | +$6.9M |
|
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.