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 | |
|---|---|---|---|---|---|---|
|
ASCMA
1251
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
| $31.5M | 0.02% |
594,633
+18,947
| +3% | +$1.09M |
|
1252
Mercer International
MERC
$42.3M
| $31.4M | 0.02% |
2,558,873
+192,304
| +8% | +$2.33M |
|
1253
AMN Healthcare
AMN
$1.3B
| $31.4M | 0.02% |
1,602,624
+125,838
| +9% | +$2.16M |
|
1254
California Water Service
CWT
$3.1B
| $31.4M | 0.02% |
1,275,498
+77,408
| +6% | +$1.9M |
|
|
CLC
1255
DELISTED
Clarcor
CLC
| $31.4M | 0.02% |
470,708
+40,064
| +9% | +$2.6M |
|
|
EGL
1256
DELISTED
Engility Holdings, Inc.
EGL
| $31.4M | 0.02% |
732,880
+27,263
| +4% | +$1.09M |
|
1257
Credit Acceptance
CACC
$5.95B
| $31.3M | 0.02% |
229,551
+8,441
| +4% | +$1.19M |
|
1258
ON Semiconductor
ON
$31.8B
| $31.3M | 0.02% |
3,090,836
+574,565
| +23% | +$5.04M |
|
|
HCBK
1259
DELISTED
HUDSON CITY BANCORP INC
HCBK
| $31.3M | 0.02% |
3,090,198
-26,328
| -0.8% | -$254K |
|
|
MWW
1260
DELISTED
Monster Worldwide Inc
MWW
| $31.2M | 0.02% |
6,757,671
+19,360
| +0.3% | +$85.2K |
|
1261
Telkom Indonesia
TLK
$14.5B
| $31.2M | 0.02% |
1,379,642
+109,072
| +9% | +$2.47M |
|
|
ATSG
1262
DELISTED
Air Transport Services Group
ATSG
| $31.2M | 0.02% |
3,644,947
+87,217
| +2% | +$695K |
|
1263
B&G Foods
BGS
$287M
| $31.2M | 0.02% |
1,042,784
+60,805
| +6% | +$1.76M |
|
1264
Aptiv
APTV
$12B
| $31.2M | 0.02% |
428,682
+37,348
| +10% | +$2.57M |
|
|
CYBX
1265
DELISTED
CYBERONICS INC
CYBX
| $31.2M | 0.02% |
559,809
+37,243
| +7% | +$1.95M |
|
1266
Equifax
EFX
$20.3B
| $31.2M | 0.02% |
385,314
+34,542
| +10% | +$2.67M |
|
|
CBM
1267
DELISTED
Cambrex Corporation
CBM
| $31.1M | 0.02% |
1,439,899
+29,747
| +2% | +$631K |
|
1268
Marriott International
MAR
$98.3B
| $31.1M | 0.02% |
398,898
+3,316
| +0.8% | +$245K |
|
1269
Iron Mountain
IRM
$36.4B
| $31.1M | 0.02% |
804,759
+125,266
| +18% | +$4.56M |
|
1270
LiveRamp
RAMP
$2.3B
| $31.1M | 0.02% |
1,534,998
+49,511
| +3% | +$925K |
|
|
ATW
1271
DELISTED
Atwood Oceanics
ATW
| $31.1M | 0.02% |
1,095,117
+393,296
| +56% | +$14M |
|
1272
Primoris Services
PRIM
$4.58B
| $31M | 0.02% |
1,334,535
+68,895
| +5% | +$1.72M |
|
|
UBNK
1273
DELISTED
United Financial Bancorp, Inc.
UBNK
| $31M | 0.02% |
2,158,897
+88,361
| +4% | +$1.22M |
|
|
RSTI
1274
DELISTED
Rofin-Sinar Technologies Inc
RSTI
| $31M | 0.02% |
1,077,349
+140,022
| +15% | +$3.52M |
|
1275
Cintas
CTAS
$81.9B
| $31M | 0.02% |
1,579,244
+99,096
| +7% | +$1.79M |
|
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.