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 | |
|---|---|---|---|---|---|---|
1651
W&T Offshore
WTI
$518M
| $22M | 0.01% |
3,000,838
-19,288
| -0.6% | -$165K |
|
|
FBC
1652
DELISTED
Flagstar Bancorp, Inc. New
FBC
| $22M | 0.01% |
1,400,201
-9,137
| -0.6% | -$143K |
|
1653
Coeur Mining
CDE
$15.8B
| $22M | 0.01% |
4,305,317
-818,061
| -16% | -$3.65M |
|
|
GNC
1654
DELISTED
GNC Holdings, Inc.
GNC
| $22M | 0.01% |
467,556
+287,218
| +159% | +$12M |
|
|
CBR
1655
DELISTED
CIBER Inc.
CBR
| $21.9M | 0.01% |
6,182,235
-141,205
| -2% | -$457K |
|
1656
DTE Energy
DTE
$29.5B
| $21.9M | 0.01% |
297,961
+4,673
| +2% | +$324K |
|
1657
L3Harris
LHX
$51.6B
| $21.9M | 0.01% |
304,872
+13,483
| +5% | +$933K |
|
1658
Polaris
PII
$4.02B
| $21.9M | 0.01% |
144,526
+5,953
| +4% | +$893K |
|
|
PF
1659
DELISTED
Pinnacle Foods, Inc.
PF
| $21.9M | 0.01% |
619,128
+458,900
| +286% | +$15.4M |
|
|
REGI
1660
DELISTED
Renewable Energy Group, Inc.
REGI
| $21.9M | 0.01% |
2,250,902
+244,720
| +12% | +$2.44M |
|
1661
National Grid
NGG
$80.1B
| $21.8M | 0.01% |
319,278
+5,295
| +2% | +$368K |
|
1662
Astronics
ATRO
$3.53B
| $21.7M | 0.01% |
717,135
+16,002
| +2% | +$423K |
|
1663
FirstEnergy
FE
$28.2B
| $21.7M | 0.01% |
555,508
+23,701
| +4% | +$869K |
|
|
HIBB
1664
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $21.6M | 0.01% |
446,483
-46,079
| -9% | -$2.14M |
|
|
XXIA
1665
DELISTED
Ixia
XXIA
| $21.6M | 0.01% |
1,918,969
-35,665
| -2% | -$350K |
|
1666
Bio-Rad Laboratories Class A
BIO
$8.86B
| $21.6M | 0.01% |
178,991
+32,006
| +22% | +$3.68M |
|
1667
Wabtec
WAB
$49.7B
| $21.6M | 0.01% |
248,326
+502
| +0.2% | +$42.3K |
|
1668
Liberty Media Series A
FWONA
$22.4B
| $21.5M | 0.01% |
908,552
-279,664
| -24% | -$6.6M |
|
1669
Insteel Industries
IIIN
$598M
| $21.5M | 0.01% |
913,259
+22,091
| +2% | +$493K |
|
|
DNKN
1670
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $21.5M | 0.01% |
504,503
+66,355
| +15% | +$3.04M |
|
1671
BOK Financial
BOKF
$8.66B
| $21.5M | 0.01% |
358,323
+50,194
| +16% | +$3.24M |
|
1672
Coca-Cola Consolidated
COKE
$12.3B
| $21.5M | 0.01% |
2,443,400
+48,030
| +2% | +$414K |
|
1673
Ezcorp Inc
EZPW
$1.86B
| $21.5M | 0.01% |
1,826,972
+260,636
| +17% | +$2.76M |
|
|
PDCO
1674
DELISTED
Patterson Companies, Inc.
PDCO
| $21.5M | 0.01% |
446,263
+43,233
| +11% | +$1.95M |
|
1675
Harte-Hanks
HHS
$16.2M
| $21.4M | 0.01% |
277,101
+8,799
| +3% | +$575K |
|
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.