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 | |
|---|---|---|---|---|---|---|
1176
Evercore
EVR
$12.4B
| $33.4M | 0.02% |
637,408
+56,705
| +10% | +$2.84M |
|
1177
Oil States International
OIS
$489M
| $33.4M | 0.02% |
682,470
+188,901
| +38% | +$10.2M |
|
1178
Snap-on
SNA
$21.2B
| $33.3M | 0.02% |
243,764
+7,148
| +3% | +$937K |
|
|
UCB
1179
United Community Banks
UCB
$4.24B
| $33.3M | 0.02% |
1,759,753
+120,387
| +7% | +$2.12M |
|
|
HR
1180
DELISTED
Healthcare Realty Trust Incorporated
HR
| $33.3M | 0.02% |
1,219,293
+31,445
| +3% | +$819K |
|
1181
Celanese
CE
$4.9B
| $33.3M | 0.02% |
555,307
+111,994
| +25% | +$6.55M |
|
|
FARO
1182
DELISTED
Faro Technologies
FARO
| $33.2M | 0.02% |
530,235
+36,644
| +7% | +$2.02M |
|
1183
EPAM Systems
EPAM
$5.51B
| $33.2M | 0.02% |
694,601
+82,309
| +13% | +$3.88M |
|
|
OPLN
1184
Openlane
OPLN
$4.21B
| $33.2M | 0.02% |
2,528,344
+298,374
| +13% | +$3.62M |
|
1185
Saic
SAIC
$4.95B
| $33.1M | 0.02% |
668,899
+181,749
| +37% | +$8.87M |
|
1186
Trex
TREX
$4.51B
| $33.1M | 0.02% |
3,112,212
+277,120
| +10% | +$2.76M |
|
|
EXAM
1187
DELISTED
EXAMWORKS GROUP INC COM STK (DE)
EXAM
| $33.1M | 0.02% |
795,861
+94,705
| +14% | +$3.61M |
|
1188
Allison Transmission
ALSN
$9.5B
| $33.1M | 0.02% |
975,873
+218,751
| +29% | +$6.96M |
|
|
PNY
1189
DELISTED
PIEDMONT NATURAL GAS CO INC(NC
PNY
| $33.1M | 0.02% |
839,200
+127,933
| +18% | +$4.76M |
|
1190
Sysco
SYY
$40.8B
| $33.1M | 0.02% |
832,943
+57,690
| +7% | +$2.24M |
|
1191
Franklin Electric
FELE
$4.63B
| $33M | 0.02% |
880,373
+71,100
| +9% | +$2.62M |
|
|
MCF
1192
DELISTED
Contango Oil & Gas Co.
MCF
| $33M | 0.02% |
1,128,984
+55,099
| +5% | +$1.85M |
|
1193
Gaming and Leisure Properties
GLPI
$12.7B
| $33M | 0.02% |
1,125,028
+46,587
| +4% | +$1.44M |
|
|
BBOX
1194
DELISTED
Black Box Corp
BBOX
| $33M | 0.02% |
1,380,999
-24,641
| -2% | -$569K |
|
|
CCRN
1195
DELISTED
Cross Country Healthcare
CCRN
| $33M | 0.02% |
2,644,398
+38,143
| +1% | +$390K |
|
1196
Timken Company
TKR
$9.56B
| $33M | 0.02% |
773,137
+388,668
| +101% | +$16.3M |
|
|
CSGS
1197
DELISTED
CSG Systems International
CSGS
| $33M | 0.02% |
1,315,940
+57,600
| +5% | +$1.47M |
|
|
CKP
1198
DELISTED
CHECKPOINT SYSTEMS INC
CKP
| $33M | 0.02% |
2,401,265
+127,094
| +6% | +$1.64M |
|
1199
Jones Lang LaSalle
JLL
$16.3B
| $32.9M | 0.02% |
219,627
+7,330
| +3% | +$1.01M |
|
|
WIBC
1200
DELISTED
WILSHIRE BANCORP INC
WIBC
| $32.9M | 0.02% |
3,249,458
+175,855
| +6% | +$1.71M |
|
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.