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 | |
|---|---|---|---|---|---|---|
1451
Broadridge
BR
$17.8B
| $26.3M | 0.02% |
568,676
+126,572
| +29% | +$5.54M |
|
|
MCRL
1452
DELISTED
MICREL INC
MCRL
| $26.2M | 0.02% |
1,807,884
+56,016
| +3% | +$708K |
|
1453
Green Dot
GDOT
$743M
| $26.2M | 0.02% |
1,279,983
+227,360
| +22% | +$4.95M |
|
1454
Carpenter Technology
CRS
$25.8B
| $26.2M | 0.02% |
532,430
+112,760
| +27% | +$5.44M |
|
1455
Estee Lauder
EL
$30.4B
| $26.2M | 0.02% |
344,019
+16,725
| +5% | +$1.24M |
|
1456
Pebblebrook Hotel Trust
PEB
$2.15B
| $26.2M | 0.02% |
574,124
+89,031
| +18% | +$3.73M |
|
1457
Designer Brands
DBI
$307M
| $26.2M | 0.02% |
702,021
+333,807
| +91% | +$10.9M |
|
1458
Helios Technologies
HLIO
$2.57B
| $26.2M | 0.02% |
664,867
+30,888
| +5% | +$1.21M |
|
|
PFC
1459
DELISTED
Premier Financial Corp. Common Stock
PFC
| $26.2M | 0.02% |
1,536,924
+19,690
| +1% | +$298K |
|
|
ORIT
1460
DELISTED
Oritani Financial Corp. New
ORIT
| $26.2M | 0.02% |
1,698,846
+91,136
| +6% | +$1.32M |
|
|
ECOL
1461
DELISTED
US Ecology, Inc.
ECOL
| $26.2M | 0.02% |
651,837
+24,315
| +4% | +$1.04M |
|
1462
Flotek Industries
FTK
$852M
| $26.1M | 0.02% |
232,544
-2,923
| -1% | -$361K |
|
|
COL
1463
DELISTED
Rockwell Collins
COL
| $26.1M | 0.02% |
308,375
+11,261
| +4% | +$924K |
|
|
HOUS
1464
DELISTED
Anywhere Real Estate
HOUS
| $26M | 0.02% |
585,376
+426,946
| +269% | +$17.7M |
|
1465
Edwards Lifesciences
EW
$49.6B
| $26M | 0.02% |
1,225,860
+172,026
| +16% | +$3.46M |
|
1466
Edison International
EIX
$28.2B
| $26M | 0.02% |
396,867
+6,185
| +2% | +$384K |
|
|
CWEI
1467
DELISTED
Clayton Williams Energy, Inc.
CWEI
| $26M | 0.02% |
407,149
-2,935
| -0.7% | -$214K |
|
1468
AptarGroup
ATR
$8.55B
| $25.9M | 0.02% |
387,525
+63,527
| +20% | +$4.03M |
|
|
AUXL
1469
DELISTED
AUXILIUM PHARAMCEUTICALS INC
AUXL
| $25.9M | 0.02% |
753,133
| – | – |
|
1470
Mattel
MAT
$4.38B
| $25.9M | 0.02% |
836,209
+100,275
| +14% | +$3.08M |
|
1471
Clean Harbors
CLH
$16.5B
| $25.8M | 0.02% |
537,830
+143,066
| +36% | +$6.97M |
|
|
ELRC
1472
DELISTED
ELECTRO RENT CORP
ELRC
| $25.8M | 0.02% |
1,838,772
+27,717
| +2% | +$398K |
|
1473
Raymond James Financial
RJF
$33.8B
| $25.8M | 0.02% |
674,997
+23,943
| +4% | +$878K |
|
1474
First Financial Corp
THFF
$958M
| $25.7M | 0.02% |
721,050
+9,710
| +1% | +$326K |
|
|
DCOM
1475
DELISTED
Dime Community Bancshares
DCOM
| $25.6M | 0.02% |
1,575,318
+56,144
| +4% | +$857K |
|
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.