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 | |
|---|---|---|---|---|---|---|
1501
Global Indemnity Group
GBLI
$402M
| $25.1M | 0.02% |
884,005
+6,473
| +0.7% | +$180K |
|
|
PPL
1502
PPL Corp
PPL
$26.5B
| $25.1M | 0.02% |
740,716
+37,827
| +5% | +$1.24M |
|
1503
Power Integrations
POWI
$3.38B
| $25M | 0.02% |
968,224
+100,538
| +12% | +$2.56M |
|
1504
EastGroup Properties
EGP
$11.2B
| $25M | 0.02% |
395,513
+12,442
| +3% | +$811K |
|
1505
ArcelorMittal
MT
$52.9B
| $25M | 0.02% |
989,824
+76,985
| +8% | +$2.14M |
|
|
COWN
1506
DELISTED
Cowen Inc. Class A Common Stock
COWN
| $24.9M | 0.02% |
1,297,501
+7,323
| +0.6% | +$122K |
|
|
GRT
1507
DELISTED
GLIMCHER REALTY TRUST
GRT
| $24.9M | 0.02% |
1,810,321
| – | – |
|
1508
Matrix Service
MTRX
$326M
| $24.8M | 0.02% |
1,113,181
-13,739
| -1% | -$309K |
|
|
XLNX
1509
DELISTED
Xilinx Inc
XLNX
| $24.8M | 0.02% |
573,742
+41,476
| +8% | +$1.8M |
|
|
ROC
1510
DELISTED
ROCKWOOD HLDGS INC
ROC
| $24.8M | 0.02% |
315,154
-100
| -0% | -$7.71K |
|
|
TGH
1511
DELISTED
Textainer Group Holdings limited
TGH
| $24.8M | 0.02% |
722,448
+11,732
| +2% | +$395K |
|
|
THOR
1512
DELISTED
THORATEC CORPORATION
THOR
| $24.7M | 0.02% |
761,664
-203,156
| -21% | -$5.91M |
|
1513
Manulife Financial
MFC
$73.9B
| $24.7M | 0.02% |
1,292,963
+376,475
| +41% | +$7.13M |
|
1514
Foster
FSTR
$430M
| $24.7M | 0.02% |
508,159
+15,850
| +3% | +$773K |
|
|
TRST
1515
Trustco Bank Corp NY
TRST
$970M
| $24.7M | 0.02% |
679,480
+35,849
| +6% | +$1.25M |
|
1516
Xcel Energy
XEL
$48.8B
| $24.7M | 0.02% |
686,475
+34,979
| +5% | +$1.17M |
|
1517
Hormel Foods
HRL
$13.8B
| $24.6M | 0.02% |
946,034
+50,194
| +6% | +$1.32M |
|
1518
CorVel
CRVL
$3.06B
| $24.6M | 0.02% |
1,986,402
-231
| -0% | -$2.66K |
|
1519
Howard Hughes
HHH
$3.81B
| $24.6M | 0.02% |
198,104
+4,684
| +2% | +$626K |
|
|
VIAS
1520
DELISTED
VIASYSTEMS GROUP INC COM STK (DE)
VIAS
| $24.6M | 0.02% |
1,512,967
-8,216
| -0.5% | -$128K |
|
1521
Leggett & Platt
LEG
$1.34B
| $24.6M | 0.02% |
577,912
+1,366
| +0.2% | +$53.8K |
|
1522
Cavco Industries
CVCO
$4.22B
| $24.6M | 0.02% |
310,629
-5,667
| -2% | -$416K |
|
1523
Akamai
AKAM
$16.7B
| $24.6M | 0.02% |
390,904
+89,727
| +30% | +$5.41M |
|
1524
Cullen/Frost Bankers
CFR
$10.3B
| $24.6M | 0.02% |
348,269
+33,959
| +11% | +$2.56M |
|
1525
Woodward
WWD
$21.3B
| $24.6M | 0.02% |
498,983
+60,511
| +14% | +$3M |
|
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.