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 | |
|---|---|---|---|---|---|---|
1551
C.H. Robinson
CHRW
$17.4B
| $24.1M | 0.02% |
321,130
+36,245
| +13% | +$2.59M |
|
1552
Community Trust Bancorp
CTBI
$1.42B
| $24M | 0.02% |
656,437
+18,871
| +3% | +$674K |
|
|
REIS
1553
DELISTED
Reis, Inc.
REIS
| $24M | 0.02% |
917,996
+8,552
| +0.9% | +$205K |
|
|
PPO
1554
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
| $24M | 0.02% |
510,575
+27,062
| +6% | +$1.23M |
|
1555
Newell Brands
NWL
$2.38B
| $24M | 0.02% |
630,069
+53,684
| +9% | +$1.89M |
|
|
USAK
1556
DELISTED
USA Truck Inc
USAK
| $24M | 0.02% |
845,021
+18,017
| +2% | +$350K |
|
1557
Park National Corp
PRK
$3.76B
| $24M | 0.02% |
270,970
+1,937
| +0.7% | +$160K |
|
1558
Leidos
LDOS
$14.5B
| $24M | 0.02% |
550,397
-100,045
| -15% | -$3.92M |
|
1559
Citi Trends
CTRN
$555M
| $23.9M | 0.02% |
947,132
+153,581
| +19% | +$3.51M |
|
1560
Globus Medical
GMED
$10.7B
| $23.9M | 0.02% |
1,004,355
+66,818
| +7% | +$1.48M |
|
|
CERN
1561
DELISTED
Cerner Corp
CERN
| $23.9M | 0.02% |
368,955
+7,255
| +2% | +$451K |
|
1562
Cohu
COHU
$2.26B
| $23.8M | 0.02% |
2,003,407
+44,807
| +2% | +$509K |
|
|
LLTC
1563
DELISTED
Linear Technology Corp
LLTC
| $23.8M | 0.02% |
522,634
+17,479
| +3% | +$761K |
|
1564
Kennametal
KMT
$2.59B
| $23.8M | 0.02% |
665,079
+178,244
| +37% | +$6.79M |
|
1565
Acadia Realty Trust
AKR
$3.09B
| $23.7M | 0.02% |
741,386
+38,263
| +5% | +$1.18M |
|
|
RAX
1566
DELISTED
Rackspace Hosting Inc
RAX
| $23.7M | 0.02% |
506,970
+173,079
| +52% | +$7.13M |
|
1567
Ball Corp
BALL
$17.3B
| $23.7M | 0.02% |
695,688
+26,486
| +4% | +$873K |
|
|
HMSY
1568
DELISTED
HMS Holdings Corp.
HMSY
| $23.7M | 0.02% |
1,121,730
+530,392
| +90% | +$11.1M |
|
1569
Albemarle
ALB
$13.9B
| $23.7M | 0.02% |
394,261
+57,302
| +17% | +$3.38M |
|
|
STRZA
1570
DELISTED
Starz - Series A
STRZA
| $23.6M | 0.02% |
796,158
+205,962
| +35% | +$6.34M |
|
1571
United Therapeutics
UTHR
$25.8B
| $23.6M | 0.02% |
182,512
-1,565
| -0.9% | -$202K |
|
1572
CBRE Group
CBRE
$42.5B
| $23.6M | 0.02% |
689,559
+104,091
| +18% | +$3.33M |
|
|
CNL
1573
DELISTED
CLECO CRP (HOLDING CO)
CNL
| $23.6M | 0.02% |
432,594
+59,365
| +16% | +$3.13M |
|
1574
Cinemark Holdings
CNK
$4.24B
| $23.6M | 0.02% |
663,059
+147,522
| +29% | +$5.12M |
|
|
KBAL
1575
DELISTED
Kimball International
KBAL
| $23.6M | 0.02% |
2,586,097
-700,861
| -21% | -$7.55M |
|
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.