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 | |
|---|---|---|---|---|---|---|
1326
Bristow Group
VTOL
$1.34B
| $29.5M | 0.02% |
698,400
+4,063
| +0.6% | +$180K |
|
|
SEE
1327
DELISTED
Sealed Air
SEE
| $29.5M | 0.02% |
696,101
+5,861
| +0.8% | +$220K |
|
|
TBI
1328
Trueblue
TBI
$215M
| $29.5M | 0.02% |
1,326,883
+98,776
| +8% | +$2.34M |
|
1329
Cimpress
CMPR
$2.39B
| $29.5M | 0.02% |
394,374
+4,188
| +1% | +$272K |
|
|
IQNT
1330
DELISTED
Inteliquent, Inc.
IQNT
| $29.5M | 0.02% |
1,503,234
-14,043
| -0.9% | -$229K |
|
|
SGI
1331
Somnigroup International
SGI
$13.7B
| $29.5M | 0.02% |
2,148,940
+22,084
| +1% | +$301K |
|
1332
Henry Schein
HSIC
$9.77B
| $29.5M | 0.02% |
551,570
+60,494
| +12% | +$3.01M |
|
1333
Build-A-Bear
BBW
$425M
| $29.4M | 0.02% |
1,460,438
-2,234
| -0.2% | -$38.9K |
|
|
DWA
1334
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $29.4M | 0.02% |
1,314,473
-932,300
| -41% | -$21.1M |
|
1335
TTM Technologies
TTMI
$12B
| $29.3M | 0.02% |
3,892,798
+233,718
| +6% | +$1.57M |
|
1336
Clorox
CLX
$11.6B
| $29.3M | 0.02% |
280,719
+12,754
| +5% | +$1.28M |
|
1337
Modine Manufacturing
MOD
$10.7B
| $29.3M | 0.02% |
2,150,696
+35,637
| +2% | +$445K |
|
1338
Fossil Group
FOSL
$293M
| $29.2M | 0.02% |
263,910
+79,490
| +43% | +$8.3M |
|
1339
KLA
KLAC
$239B
| $29.2M | 0.02% |
4,154,230
+238,480
| +6% | +$1.76M |
|
1340
Interparfums
IPAR
$3.99B
| $29.2M | 0.02% |
1,063,198
+29,757
| +3% | +$811K |
|
1341
Wabash National
WNC
$512M
| $29.1M | 0.02% |
2,357,221
+186,547
| +9% | +$2.13M |
|
|
DYN
1342
DELISTED
Dynegy, Inc.
DYN
| $29.1M | 0.02% |
959,633
-27,587
| -3% | -$852K |
|
1343
MYR Group
MYRG
$5.19B
| $29.1M | 0.02% |
1,062,778
+60,114
| +6% | +$1.55M |
|
|
CMLS
1344
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
| $29.1M | 0.02% |
859,717
+2,685
| +0.3% | +$79.9K |
|
1345
Teekay
TK
$1.01B
| $29M | 0.02% |
570,548
-72,005
| -11% | -$3.91M |
|
1346
First Industrial Realty Trust
FR
$8.73B
| $29M | 0.02% |
1,411,323
-1,995
| -0.1% | -$38.4K |
|
|
LNW
1347
DELISTED
Light & Wonder
LNW
| $29M | 0.02% |
2,277,962
-24,933
| -1% | -$300K |
|
|
RAVN
1348
DELISTED
Raven Industries Inc
RAVN
| $28.9M | 0.02% |
1,155,678
-38,714
| -3% | -$940K |
|
1349
CRH
CRH
$63.2B
| $28.9M | 0.02% |
1,201,930
+26,923
| +2% | +$610K |
|
|
MWIV
1350
DELISTED
MWI VETERINARY SUPPLY, INC.
MWIV
| $28.8M | 0.02% |
169,544
+29,411
| +21% | +$4.7M |
|
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.