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 | |
|---|---|---|---|---|---|---|
1226
SFL Corp
SFL
$1.64B
| $32.1M | 0.02% |
2,274,030
+238,660
| +12% | +$3.82M |
|
1227
Exponent
EXPO
$3.24B
| $32.1M | 0.02% |
1,556,556
+48,344
| +3% | +$938K |
|
1228
Five Below
FIVE
$12B
| $32.1M | 0.02% |
786,275
+223,147
| +40% | +$9.03M |
|
|
ITG
1229
DELISTED
Investment Technology Group Inc
ITG
| $32.1M | 0.02% |
1,541,320
-84,262
| -5% | -$1.57M |
|
|
GTIV
1230
DELISTED
GENTIVA HEALTH SERVICES INC
GTIV
| $32M | 0.02% |
1,680,292
-15,361
| -0.9% | -$293K |
|
1231
Autoliv
ALV
$9.02B
| $31.9M | 0.02% |
417,268
+45,995
| +12% | +$3.22M |
|
1232
Amphenol
APH
$198B
| $31.9M | 0.02% |
2,371,296
+245,016
| +12% | +$3.14M |
|
1233
FirstCash
FCFS
$8.85B
| $31.9M | 0.02% |
572,695
+39,406
| +7% | +$2.23M |
|
1234
Mativ Holdings
MATV
$481M
| $31.8M | 0.02% |
752,875
+84,014
| +13% | +$3.49M |
|
1235
News Corp Class A
NWSA
$14.9B
| $31.8M | 0.02% |
2,027,662
+30,557
| +2% | +$469K |
|
1236
American Electric Power
AEP
$69.6B
| $31.8M | 0.02% |
523,511
+11,140
| +2% | +$637K |
|
|
NFBK
1237
DELISTED
Northfield Bancorp
NFBK
| $31.8M | 0.02% |
2,147,828
+152,241
| +8% | +$2.15M |
|
1238
Merit Medical Systems
MMSI
$5.08B
| $31.8M | 0.02% |
1,833,879
+110,398
| +6% | +$1.63M |
|
1239
Generac Holdings
GNRC
$11.6B
| $31.8M | 0.02% |
678,998
+48,902
| +8% | +$2.14M |
|
1240
Sanofi
SNY
$103B
| $31.7M | 0.02% |
695,660
-33,761
| -5% | -$1.64M |
|
1241
Carlisle Companies
CSL
$14.3B
| $31.7M | 0.02% |
351,522
+67,256
| +24% | +$5.81M |
|
|
CUB
1242
DELISTED
Cubic Corporation
CUB
| $31.7M | 0.02% |
602,642
+63,919
| +12% | +$3.14M |
|
|
CATM
1243
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $31.7M | 0.02% |
821,842
+51,597
| +7% | +$1.92M |
|
|
TYPE
1244
DELISTED
Monotype Imaging Holdings Inc.
TYPE
| $31.7M | 0.02% |
1,098,631
+60,185
| +6% | +$1.69M |
|
|
BID
1245
DELISTED
Sotheby's
BID
| $31.7M | 0.02% |
732,967
+287,975
| +65% | +$11.4M |
|
|
SFLY
1246
DELISTED
Shutterfly, Inc.
SFLY
| $31.6M | 0.02% |
758,776
+95,439
| +14% | +$4.07M |
|
|
BSMX
1247
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
| $31.6M | 0.02% |
3,052,616
-3,293
| -0.1% | -$38.6K |
|
1248
T. Rowe Price
TROW
$23.9B
| $31.5M | 0.02% |
367,411
+50,456
| +16% | +$4.11M |
|
1249
Park-Ohio Holdings
PKOH
$575M
| $31.5M | 0.02% |
500,479
-12,952
| -3% | -$716K |
|
1250
Ethan Allen Interiors
ETD
$570M
| $31.5M | 0.02% |
1,017,997
+78,116
| +8% | +$2.18M |
|
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.