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 | |
|---|---|---|---|---|---|---|
|
ASNA
1201
DELISTED
Ascena Retail Group, Inc.
ASNA
| $32.9M | 0.02% |
130,951
+19,898
| +18% | +$4.93M |
|
|
JWN
1202
DELISTED
Nordstrom
JWN
| $32.9M | 0.02% |
414,314
+14,558
| +4% | +$1.07M |
|
|
AVID
1203
DELISTED
Avid Technology Inc
AVID
| $32.9M | 0.02% |
+2,313,849
| New | +$32.8M |
|
|
ISSI
1204
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
| $32.9M | 0.02% |
1,984,036
+15,329
| +0.8% | +$219K |
|
|
GNCMA
1205
DELISTED
GCI Liberty, Inc. Class A-1 Common Stock
GNCMA
| $32.8M | 0.02% |
2,384,423
+93,907
| +4% | +$1.13M |
|
|
RAI
1206
DELISTED
Reynolds American Inc
RAI
| $32.8M | 0.02% |
1,019,888
+36,596
| +4% | +$1.16M |
|
1207
Anika Therapeutics
ANIK
$258M
| $32.7M | 0.02% |
803,068
-145,864
| -15% | -$5.7M |
|
|
DNY
1208
DELISTED
DONNELLEY R R & SONS CO
DNY
| $32.7M | 0.02% |
1,944,981
+324,937
| +20% | +$5.46M |
|
1209
Titan International
TWI
$466M
| $32.7M | 0.02% |
3,072,003
+11,049
| +0.4% | +$114K |
|
1210
AutoZone
AZO
$49.2B
| $32.6M | 0.02% |
52,684
+4,271
| +9% | +$2.41M |
|
1211
John B. Sanfilippo & Son
JBSS
$967M
| $32.6M | 0.02% |
716,498
+6,454
| +0.9% | +$253K |
|
1212
Ormat Technologies
ORA
$6B
| $32.6M | 0.02% |
1,198,839
+30,623
| +3% | +$839K |
|
1213
Weis Markets
WMK
$1.91B
| $32.6M | 0.02% |
681,139
+22,354
| +3% | +$977K |
|
1214
Oneok
OKE
$57.2B
| $32.5M | 0.02% |
653,409
-62,553
| -9% | -$3.45M |
|
1215
Ralph Lauren
RL
$22.6B
| $32.5M | 0.02% |
175,644
+40,692
| +30% | +$7.02M |
|
|
MSFG
1216
DELISTED
MainSource Financial Group Inc
MSFG
| $32.5M | 0.02% |
1,554,512
+19,759
| +1% | +$360K |
|
1217
Pediatrix Medical
MD
$2.18B
| $32.5M | 0.02% |
491,590
+11,137
| +2% | +$680K |
|
1218
Viavi Solutions
VIAV
$9.12B
| $32.5M | 0.02% |
4,163,250
+454,301
| +12% | +$3.39M |
|
1219
Brink's
BCO
$4.88B
| $32.5M | 0.02% |
1,329,680
+114,896
| +9% | +$2.57M |
|
1220
Salesforce
CRM
$151B
| $32.4M | 0.02% |
546,521
+1,033
| +0.2% | +$60.9K |
|
|
ANK
1221
DELISTED
ATLANTIC TELE-NETWORK,INC
ANK
| $32.4M | 0.02% |
479,343
+40,542
| +9% | +$2.74M |
|
|
SPWR
1222
DELISTED
SunPower Corporation Common Stock
SPWR
| $32.4M | 0.02% |
1,912,505
-183,994
| -9% | -$3.41M |
|
1223
Hawaiian Electric Industries
HE
$2.23B
| $32.3M | 0.02% |
965,409
+204,712
| +27% | +$5.96M |
|
1224
Stryker
SYK
$125B
| $32.3M | 0.02% |
342,360
+24,518
| +8% | +$2.17M |
|
1225
COPT Defense Properties
CDP
$4.3B
| $32.3M | 0.02% |
1,137,398
+46,447
| +4% | +$1.28M |
|
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.