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 | |
|---|---|---|---|---|---|---|
1276
Avery Dennison
AVY
$13B
| $31M | 0.02% |
596,582
+83,709
| +16% | +$3.98M |
|
|
WPG
1277
DELISTED
Washington Prime Group Inc.
WPG
| $30.9M | 0.02% |
199,620
| – | – |
|
|
METR
1278
DELISTED
METRO BANCORP, INC COMMON STOCK
METR
| $30.9M | 0.02% |
1,193,530
+470
| +0% | +$11.5K |
|
1279
Quanex
NX
$819M
| $30.9M | 0.02% |
1,646,818
+109,642
| +7% | +$2.1M |
|
|
NEWS
1280
DELISTED
NewStar Financial, Inc.
NEWS
| $30.9M | 0.02% |
2,411,180
+12,572
| +0.5% | +$152K |
|
|
CONN
1281
DELISTED
Conn's Inc.
CONN
| $30.8M | 0.02% |
1,649,802
-13,288
| -0.8% | -$375K |
|
1282
Simmons First National
SFNC
$3.41B
| $30.8M | 0.02% |
1,516,568
+11,386
| +0.8% | +$229K |
|
1283
First Interstate BancSystem
FIBK
$3.69B
| $30.8M | 0.02% |
1,107,678
+61,209
| +6% | +$1.7M |
|
|
SJI
1284
DELISTED
South Jersey Industries, Inc.
SJI
| $30.8M | 0.02% |
1,044,446
+53,340
| +5% | +$1.52M |
|
1285
NatWest
NWG
$75.4B
| $30.8M | 0.02% |
2,358,245
+23,412
| +1% | +$300K |
|
|
PKD
1286
DELISTED
Parker Drilling Company
PKD
| $30.7M | 0.02% |
667,558
-14,150
| -2% | -$823K |
|
1287
Grupo Cibest SA
CIB
$22B
| $30.7M | 0.02% |
641,481
+7,517
| +1% | +$400K |
|
1288
The Ensign Group
ENSG
$10.4B
| $30.7M | 0.02% |
1,477,967
+72,311
| +5% | +$1.32M |
|
1289
Adobe
ADBE
$99.5B
| $30.7M | 0.02% |
421,825
-8,826
| -2% | -$619K |
|
|
RFP
1290
DELISTED
Resolute Forest Products Inc.
RFP
| $30.7M | 0.02% |
1,741,408
+186,477
| +12% | +$3.25M |
|
1291
NN Inc
NNBR
$255M
| $30.6M | 0.02% |
1,490,160
+4,294
| +0.3% | +$92.2K |
|
1292
Motorola Solutions
MSI
$72.3B
| $30.6M | 0.02% |
456,392
+16,909
| +4% | +$1.08M |
|
|
UTIW
1293
DELISTED
UTI WORLDWIDE INC
UTIW
| $30.6M | 0.02% |
2,531,496
+418,476
| +20% | +$4.69M |
|
1294
Ameris Bancorp
ABCB
$5.85B
| $30.5M | 0.02% |
1,190,343
+57,732
| +5% | +$1.43M |
|
|
ELX
1295
DELISTED
EMULEX CORP
ELX
| $30.5M | 0.02% |
5,372,857
+162,475
| +3% | +$876K |
|
|
CUK
1296
DELISTED
Carnival PLC
CUK
| $30.4M | 0.02% |
675,760
-48,048
| -7% | -$1.96M |
|
1297
Global Payments
GPN
$23B
| $30.4M | 0.02% |
752,584
+140,102
| +23% | +$5.61M |
|
|
WMGI
1298
DELISTED
Wright Medical Group Inc
WMGI
| $30.4M | 0.02% |
1,130,499
-11,858
| -1% | -$347K |
|
1299
PENN Entertainment
PENN
$2.75B
| $30.3M | 0.02% |
2,204,918
-350,504
| -14% | -$4.54M |
|
1300
Tractor Supply
TSCO
$16.1B
| $30.3M | 0.02% |
1,919,450
-34,640
| -2% | -$496K |
|
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.