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 | |
|---|---|---|---|---|---|---|
|
SWI
1601
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $23.2M | 0.02% |
465,373
+7,267
| +2% | +$346K |
|
|
KE
1602
Kimball Electronics
KE
$595M
| $23.1M | 0.02% |
+1,925,274
| New | +$20.6M |
|
1603
Ligand Pharmaceuticals
LGND
$5.76B
| $23.1M | 0.02% |
697,073
+60,514
| +10% | +$1.97M |
|
|
SYNT
1604
DELISTED
Syntel Inc
SYNT
| $23.1M | 0.02% |
514,052
+50,926
| +11% | +$2.23M |
|
1605
Williams-Sonoma
WSM
$26.9B
| $23.1M | 0.02% |
610,996
+8,160
| +1% | +$283K |
|
|
RVBD
1606
DELISTED
RIVERBED TECHNOLOGY, INC COM
RVBD
| $23.1M | 0.02% |
1,131,471
| – | – |
|
1607
Advance Auto Parts
AAP
$3.35B
| $23.1M | 0.02% |
144,969
+6,228
| +4% | +$915K |
|
|
FCE.A
1608
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $23.1M | 0.02% |
1,084,038
+59,429
| +6% | +$1.24M |
|
|
HBI
1609
DELISTED
Hanesbrands
HBI
| $23.1M | 0.02% |
826,944
+31,060
| +4% | +$852K |
|
|
HAWK
1610
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $23.1M | 0.02% |
611,307
+150,959
| +33% | +$5.37M |
|
1611
Copa Holdings
CPA
$5.76B
| $23M | 0.02% |
221,984
+49,580
| +29% | +$5.27M |
|
|
OKSB
1612
DELISTED
Southwest Bancorp Inc/OK
OKSB
| $23M | 0.02% |
1,324,577
+34,628
| +3% | +$590K |
|
1613
Expedia Group
EXPE
$35.4B
| $23M | 0.02% |
269,363
+15,501
| +6% | +$1.31M |
|
1614
Jack Henry & Associates
JKHY
$10.9B
| $23M | 0.02% |
369,820
+77,742
| +27% | +$4.64M |
|
1615
Stepan Co
SCL
$1.46B
| $23M | 0.02% |
573,035
+26,325
| +5% | +$1.12M |
|
1616
World Kinect Corp
WKC
$2.04B
| $22.9M | 0.02% |
488,525
+76,934
| +19% | +$3.33M |
|
1617
National Healthcare
NHC
$3.53B
| $22.9M | 0.02% |
364,266
+8,878
| +2% | +$533K |
|
1618
CNX Resources
CNX
$5.3B
| $22.9M | 0.02% |
811,559
+53,142
| +7% | +$1.61M |
|
|
ABCO
1619
DELISTED
Advisory Board Co
ABCO
| $22.8M | 0.02% |
466,319
+23,024
| +5% | +$1.08M |
|
|
SMRT
1620
DELISTED
Stein Mart Inc
SMRT
| $22.8M | 0.02% |
1,559,455
+30,765
| +2% | +$415K |
|
1621
Agilent Technologies
A
$39.1B
| $22.8M | 0.02% |
556,424
-90,885
| -14% | -$3.67M |
|
|
RPXC
1622
DELISTED
RPX Corporation
RPXC
| $22.8M | 0.01% |
1,652,555
+126,310
| +8% | +$1.75M |
|
|
OWW
1623
DELISTED
ORBITZ WORLDWIDE, INC
OWW
| $22.8M | 0.01% |
2,766,514
+255,869
| +10% | +$2.05M |
|
|
PGI
1624
DELISTED
PREMIERE GLOBAL SERVICES, INC.
PGI
| $22.8M | 0.01% |
2,143,833
+74,507
| +4% | +$811K |
|
|
BAS
1625
DELISTED
Basis Energy Services, Inc.
BAS
| $22.7M | 0.01% |
5,691
-281
| -5% | -$1.77M |
|
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.