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 | |
|---|---|---|---|---|---|---|
1301
Carriage Services
CSV
$641M
| $30.2M | 0.02% |
1,442,785
+22,517
| +2% | +$434K |
|
1302
FormFactor
FORM
$8.28B
| $30.2M | 0.02% |
3,513,966
+22,349
| +0.6% | +$176K |
|
1303
Packaging Corp of America
PKG
$21.9B
| $30.2M | 0.02% |
386,852
+38,076
| +11% | +$2.73M |
|
|
MPT
1304
Medical Properties Trust
MPT
$2.77B
| $30.2M | 0.02% |
2,190,855
+58,491
| +3% | +$783K |
|
|
AL
1305
DELISTED
Air Lease Corp
AL
| $30.1M | 0.02% |
877,281
+293,916
| +50% | +$10.3M |
|
1306
Lifecore Biomedical
LFCR
$166M
| $30.1M | 0.02% |
2,179,311
+28,416
| +1% | +$367K |
|
|
RRTS
1307
DELISTED
RoadRunner Transportation Systems, Inc.
RRTS
| $30.1M | 0.02% |
51,526
+4,495
| +10% | +$2.49M |
|
1308
ATI
ATI
$25.6B
| $30M | 0.02% |
864,107
-231,346
| -21% | -$7.65M |
|
|
TSS
1309
DELISTED
Total System Services, Inc.
TSS
| $30M | 0.02% |
884,772
+47,924
| +6% | +$1.55M |
|
1310
Interface
TILE
$1.99B
| $30M | 0.02% |
1,821,911
+93,959
| +5% | +$1.47M |
|
1311
Marcus Corp
MCS
$897M
| $30M | 0.02% |
1,619,428
-32,641
| -2% | -$543K |
|
1312
Sun Communities
SUI
$15.2B
| $30M | 0.02% |
495,500
+34,671
| +8% | +$1.97M |
|
1313
Sempra
SRE
$57.9B
| $29.9M | 0.02% |
537,214
+19,610
| +4% | +$1.07M |
|
1314
Ovintiv
OVV
$17.3B
| $29.9M | 0.02% |
431,097
+331,836
| +334% | +$28.2M |
|
1315
Rambus
RMBS
$9.87B
| $29.8M | 0.02% |
2,689,564
+139,701
| +5% | +$1.58M |
|
|
EXAR
1316
DELISTED
Exar Corporation
EXAR
| $29.8M | 0.02% |
2,924,347
-132,867
| -4% | -$1.23M |
|
1317
Blackbaud
BLKB
$1.94B
| $29.8M | 0.02% |
688,420
+89,368
| +15% | +$3.77M |
|
1318
Cousins Properties
CUZ
$5.19B
| $29.7M | 0.02% |
922,668
+47,106
| +5% | +$1.61M |
|
|
KW
1319
DELISTED
Kennedy-Wilson Holdings
KW
| $29.7M | 0.02% |
1,174,558
+37,020
| +3% | +$952K |
|
1320
Ennis
EBF
$552M
| $29.7M | 0.02% |
2,205,706
-9,862
| -0.4% | -$137K |
|
|
IPG
1321
DELISTED
Interpublic Group of Companies
IPG
| $29.7M | 0.02% |
1,429,196
+168,726
| +13% | +$3.24M |
|
1322
Covenant Logistics
CVLG
$894M
| $29.6M | 0.02% |
2,187,120
+83,342
| +4% | +$950K |
|
1323
Old Dominion Freight Line
ODFL
$44.1B
| $29.6M | 0.02% |
1,144,503
+2,388
| +0.2% | +$59.2K |
|
|
PES
1324
DELISTED
Pioneer Energy Services Corp.
PES
| $29.6M | 0.02% |
5,342,108
-23,939
| -0.4% | -$194K |
|
1325
SM Energy
SM
$7.8B
| $29.6M | 0.02% |
766,838
+82,548
| +12% | +$4.14M |
|
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.