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 | |
|---|---|---|---|---|---|---|
|
LO
1526
DELISTED
LORILLARD INC COM STK
LO
| $24.5M | 0.02% |
389,845
-226
| -0.1% | -$14K |
|
|
LHCG
1527
DELISTED
LHC Group LLC
LHCG
| $24.5M | 0.02% |
786,905
+37,011
| +5% | +$934K |
|
1528
Church & Dwight Co
CHD
$23.4B
| $24.5M | 0.02% |
622,314
+34,880
| +6% | +$1.29M |
|
1529
TechnipFMC
FTI
$28.1B
| $24.5M | 0.02% |
703,228
+131,488
| +23% | +$4.99M |
|
|
CDI
1530
DELISTED
CDI Corp.
CDI
| $24.5M | 0.02% |
1,383,239
+25,239
| +2% | +$422K |
|
1531
Brunswick
BC
$5.13B
| $24.5M | 0.02% |
477,606
+140,015
| +41% | +$6.55M |
|
|
IIP
1532
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
| $24.4M | 0.02% |
3,070,693
+17,309
| +0.6% | +$138K |
|
|
PRFT
1533
DELISTED
Perficient Inc
PRFT
| $24.4M | 0.02% |
1,311,509
+35,104
| +3% | +$583K |
|
1534
Greif
GEF
$4.92B
| $24.4M | 0.02% |
517,047
+85,258
| +20% | +$3.81M |
|
1535
Toro Company
TTC
$8.75B
| $24.4M | 0.02% |
764,852
+21,456
| +3% | +$662K |
|
|
CJES
1536
DELISTED
C&J ENERGY SVCS LTD
CJES
| $24.4M | 0.02% |
1,846,635
+20,413
| +1% | +$364K |
|
1537
Insperity
NSP
$1.93B
| $24.4M | 0.02% |
1,439,602
+45,474
| +3% | +$718K |
|
|
TUMI
1538
DELISTED
TUMI HLDGS INC COM
TUMI
| $24.4M | 0.02% |
1,026,785
+401,940
| +64% | +$8.51M |
|
1539
Tenet Healthcare
THC
$20.5B
| $24.3M | 0.02% |
480,393
+20,632
| +4% | +$1.08M |
|
|
BCR
1540
DELISTED
CR Bard Inc.
BCR
| $24.3M | 0.02% |
145,985
+20,814
| +17% | +$3.37M |
|
1541
MSCI
MSCI
$41.6B
| $24.3M | 0.02% |
511,617
+105,793
| +26% | +$4.95M |
|
1542
Royal Gold
RGLD
$16.8B
| $24.3M | 0.02% |
386,978
+8,546
| +2% | +$561K |
|
|
WPP
1543
DELISTED
WAUSAU PAPER CORP.
WPP
| $24.3M | 0.02% |
2,132,976
-102,392
| -5% | -$1.01M |
|
|
TIF
1544
DELISTED
Tiffany & Co.
TIF
| $24.2M | 0.02% |
226,884
-5,029
| -2% | -$503K |
|
1545
Electronic Arts
EA
$53B
| $24.2M | 0.02% |
514,950
+9,446
| +2% | +$390K |
|
1546
Entergy
ETR
$50.2B
| $24.2M | 0.02% |
553,340
+61,630
| +13% | +$2.56M |
|
1547
HEICO Corp Class A
HEI.A
$36B
| $24.2M | 0.02% |
997,996
+18,424
| +2% | +$420K |
|
1548
Lakeland Financial Corp
LKFN
$1.56B
| $24.2M | 0.02% |
835,007
+38,244
| +5% | +$1.03M |
|
1549
Agilysys
AGYS
$2.97B
| $24.2M | 0.02% |
1,919,236
+148,325
| +8% | +$1.73M |
|
|
IRBT
1550
DELISTED
iRobot
IRBT
| $24.1M | 0.02% |
694,894
-166,334
| -19% | -$5.71M |
|
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.