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 | |
|---|---|---|---|---|---|---|
1401
Comstock Resources
CRK
$3.89B
| $27.5M | 0.02% |
806,331
-11,940
| -1% | -$618K |
|
|
HSP
1402
DELISTED
HOSPIRA INC
HSP
| $27.4M | 0.02% |
447,646
+8,544
| +2% | +$482K |
|
1403
PG&E
PCG
$38.3B
| $27.4M | 0.02% |
514,061
+32,280
| +7% | +$1.6M |
|
1404
Middleby
MIDD
$6.04B
| $27.4M | 0.02% |
276,184
-73,042
| -21% | -$6.68M |
|
1405
Vertex Pharmaceuticals
VRTX
$121B
| $27.4M | 0.02% |
230,257
+2,319
| +1% | +$261K |
|
1406
Valmont Industries
VMI
$9.3B
| $27.3M | 0.02% |
215,051
+36,684
| +21% | +$4.9M |
|
1407
Brown & Brown
BRO
$23.6B
| $27.3M | 0.02% |
1,658,808
+176,042
| +12% | +$2.83M |
|
|
OSG
1408
Octave Specialty Group
OSG
$243M
| $27.3M | 0.02% |
1,112,501
+94,383
| +9% | +$2.2M |
|
1409
Enova International
ENVA
$6.33B
| $27.2M | 0.02% |
+1,223,856
| New | +$27.8M |
|
1410
Fastenal
FAST
$54.7B
| $27.2M | 0.02% |
2,290,400
+76,380
| +3% | +$855K |
|
|
EGOV
1411
DELISTED
NIC Inc
EGOV
| $27.2M | 0.02% |
1,512,684
+147,071
| +11% | +$2.62M |
|
1412
Teledyne Technologies
TDY
$30.4B
| $27.2M | 0.02% |
264,526
-12,674
| -5% | -$1.28M |
|
1413
Capri Holdings
CPRI
$1.83B
| $27.2M | 0.02% |
361,773
+12,455
| +4% | +$928K |
|
1414
BancFirst
BANF
$3.79B
| $27.1M | 0.02% |
856,520
+37,690
| +5% | +$1.22M |
|
|
JBTM
1415
JBT Marel
JBTM
$7.21B
| $27.1M | 0.02% |
825,913
+35,862
| +5% | +$1.1M |
|
|
DBD
1416
DELISTED
Diebold Nixdorf Incorporated
DBD
| $27.1M | 0.02% |
782,790
+87,717
| +13% | +$3.09M |
|
|
K
1417
DELISTED
Kellanova
K
| $27.1M | 0.02% |
441,024
+66,586
| +18% | +$4M |
|
1418
Resources Connection
RGP
$151M
| $27.1M | 0.02% |
1,647,422
+67,424
| +4% | +$1.02M |
|
1419
Comfort Systems
FIX
$60.9B
| $27M | 0.02% |
1,578,229
+19,284
| +1% | +$290K |
|
1420
Rush Enterprises Class B
RUSHB
$6.04B
| $27M | 0.02% |
2,157,462
-2,295
| -0.1% | -$30.5K |
|
|
ACOR
1421
DELISTED
Acorda Therapeutics
ACOR
| $27M | 0.02% |
5,503
-23
| -0.4% | -$98.7K |
|
|
VG
1422
DELISTED
Vonage Holdings Corporation
VG
| $27M | 0.02% |
7,078,253
-14,661
| -0.2% | -$50.5K |
|
1423
Choice Hotels
CHH
$5.07B
| $27M | 0.02% |
481,147
+33,084
| +7% | +$1.78M |
|
1424
World Acceptance Corp
WRLD
$838M
| $26.9M | 0.02% |
338,887
-10,220
| -3% | -$754K |
|
1425
Badger Meter
BMI
$3.89B
| $26.9M | 0.02% |
907,036
+34,264
| +4% | +$939K |
|
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.