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 | |
|---|---|---|---|---|---|---|
|
TESO
1426
DELISTED
Tesco Corp
TESO
| $26.9M | 0.02% |
2,099,257
+64,089
| +3% | +$1M |
|
|
CFNL
1427
DELISTED
Cardinal Financial Corp
CFNL
| $26.9M | 0.02% |
1,356,917
+53,585
| +4% | +$990K |
|
1428
Urban Outfitters
URBN
$6.35B
| $26.9M | 0.02% |
765,427
+283,432
| +59% | +$9.19M |
|
|
GHL
1429
DELISTED
Greenhill & Co., Inc.
GHL
| $26.9M | 0.02% |
616,461
+23,153
| +4% | +$1.03M |
|
1430
AutoNation
AN
$7.11B
| $26.9M | 0.02% |
444,705
+50,856
| +13% | +$2.85M |
|
|
PTVCB
1431
DELISTED
Protective Insurance Corporation Class B Common Stock
PTVCB
| $26.8M | 0.02% |
1,039,578
+8,429
| +0.8% | +$218K |
|
1432
Otter Tail
OTTR
$3.71B
| $26.8M | 0.02% |
864,888
+35,131
| +4% | +$1.04M |
|
1433
Public Service Enterprise Group
PEG
$38.2B
| $26.8M | 0.02% |
646,277
-10,692
| -2% | -$430K |
|
1434
Amdocs
DOX
$5.92B
| $26.7M | 0.02% |
572,780
+29,462
| +5% | +$1.38M |
|
1435
Lindsay Corp
LNN
$1.13B
| $26.7M | 0.02% |
311,711
-407
| -0.1% | -$34.6K |
|
1436
Ericsson
ERIC
$32.2B
| $26.7M | 0.02% |
2,207,147
-102,582
| -4% | -$1.24M |
|
|
CYNO
1437
DELISTED
Cynosure, Inc. Class A
CYNO
| $26.7M | 0.02% |
973,172
+15,229
| +2% | +$387K |
|
1438
LSB Industries
LXU
$783M
| $26.7M | 0.02% |
1,103,066
+100,364
| +10% | +$2.57M |
|
1439
Virtus Investment Partners
VRTS
$1.06B
| $26.6M | 0.02% |
156,214
+15,652
| +11% | +$2.62M |
|
1440
CBIZ
CBZ
$2.99B
| $26.6M | 0.02% |
3,107,709
+103,233
| +3% | +$891K |
|
|
GLOG
1441
DELISTED
GASLOG LTD
GLOG
| $26.5M | 0.02% |
1,302,402
+135,253
| +12% | +$2.65M |
|
1442
Scotiabank
BNS
$107B
| $26.5M | 0.02% |
490,091
+27,785
| +6% | +$1.56M |
|
|
CPLA
1443
DELISTED
Capella Education Company
CPLA
| $26.5M | 0.02% |
343,967
+24,051
| +8% | +$1.65M |
|
1444
Ryman Hospitality Properties
RHP
$8.43B
| $26.5M | 0.02% |
501,606
+7,809
| +2% | +$389K |
|
1445
Repligen
RGEN
$7.96B
| $26.5M | 0.02% |
1,336,250
-3,013
| -0.2% | -$67.4K |
|
|
RGC
1446
DELISTED
Regal Entertainment Group
RGC
| $26.4M | 0.02% |
1,236,775
+108,951
| +10% | +$2.3M |
|
1447
LKQ Corp
LKQ
$5.68B
| $26.4M | 0.02% |
938,377
+72,062
| +8% | +$2.01M |
|
1448
TTEC Holdings
TTEC
$121M
| $26.4M | 0.02% |
1,112,708
+47,290
| +4% | +$1.13M |
|
|
SRCI
1449
DELISTED
SRC Energy Inc
SRCI
| $26.3M | 0.02% |
2,098,275
+104,625
| +5% | +$1.18M |
|
|
GTI
1450
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
| $26.3M | 0.02% |
5,197,068
-199,510
| -4% | -$875K |
|
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.